VEA
Vanguard FTSE Developed Markets ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-31
Executive Summary
The quantitative backtest for VEA (Vanguard FTSE Developed Markets ETF) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.1% (compared to the benchmark's drawdown of -35.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.2%, compared to a Buy-and-Hold benchmark return of 8.4%. The strategy executed 12 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
VEA Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 29.27% | 29.27% | 9.32% | 9.66% | 8.43% | 10.00% | 5.22% | 8.42% |
| Sharpe Ratio | 1.50 | 1.50 | 0.68 | 0.55 | 0.65 | 0.55 | 0.38 | 0.43 |
| Max Drawdown | -11.63% | -11.63% | -18.86% | -29.71% | -21.95% | -35.74% | -27.11% | -35.74% |
| % Time Invested | 100.0% | 100.0% | 73.5% | 100.0% | 76.0% | 100.0% | 72.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 | 0.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2024-12-27 | 2025-03-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2023-12-15 | 2024-12-27 | Completed | 100% | $43.46 | $46.17 | 6.17% | Signal | |
| 2023-10-13 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2023-01-09 | 2023-10-13 | Completed | 100% | $39.46 | $39.94 | 1.18% | Signal | |
| 2022-01-20 | 2023-01-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.15% | Interest Income | |
| 2020-08-05 | 2022-01-20 | Completed | 100% | $34.28 | $44.20 | 28.86% | Signal | |
| 2020-03-10 | 2020-08-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2019-04-09 | 2020-03-10 | Completed | 100% | $33.45 | $30.88 | -7.73% | Stop | |
| 2018-10-12 | 2019-04-09 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2018-09-19 | 2018-10-12 | Completed | 100% | $34.09 | $32.24 | -5.49% | Stop | |
| 2018-07-16 | 2018-09-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2016-05-23 | 2018-07-16 | Completed | 100% | $26.34 | $34.11 | 29.47% | Signal | |
| 2016-01-07 | 2016-05-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-10-09 | 2016-01-07 | Completed | 100% | $27.57 | $25.49 | -7.59% | Stop | |
| 2015-08-25 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-04-07 | 2015-08-25 | Completed | 100% | $29.24 | $27.12 | -7.32% | Stop | |
| 2014-10-09 | 2015-04-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-05 | 2014-10-09 | Completed | 100% | $21.03 | $27.32 | 29.84% | Signal | |
| 2012-05-31 | 2012-09-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-03-12 | 2012-05-31 | Completed | 100% | $21.71 | $19.12 | -11.97% | Stop | |
| 2011-08-05 | 2012-03-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-09-29 | 2011-08-05 | Completed | 100% | $21.27 | $21.37 | 0.40% | Stop | |
| 2010-05-07 | 2010-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2009-07-21 | 2010-05-07 | Completed | 100% | $18.06 | $18.84 | 4.27% | Stop | |
| 2009-07-17 | 2009-07-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |