VEU
Vanguard FTSE All-World Ex-US Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VEU (Vanguard FTSE All-World Ex-US Index Fund ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -32.9% (compared to the benchmark's drawdown of -35.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.0%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 14 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 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 Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
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
VEU Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.28% | 22.28% | 4.88% | 8.86% | 8.10% | 9.58% | 7.03% | 10.45% |
| Sharpe Ratio | 1.21 | 1.21 | 0.35 | 0.52 | 0.58 | 0.53 | 0.44 | 0.52 |
| Max Drawdown | -11.43% | -11.43% | -27.46% | -29.14% | -27.63% | -34.98% | -32.87% | -34.98% |
| % Time Invested | 100.0% | 100.0% | 74.3% | 100.0% | 74.1% | 100.0% | 76.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.8 | 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 | ||||||||
| 2023-03-13 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.11% | Interest Income | |
| 2023-01-18 | 2023-03-13 | Completed | 100% | $49.09 | $46.09 | -6.16% | Stop | |
| 2022-08-26 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.53% | Interest Income | |
| 2022-07-13 | 2022-08-26 | Completed | 100% | $42.62 | $45.53 | 6.78% | Signal | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-03-30 | 2022-06-17 | Completed | 100% | $51.20 | $43.77 | -14.55% | Stop | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-04-01 | 2022-03-08 | Completed | 100% | $32.92 | $47.05 | 42.83% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-13 | 2020-03-10 | Completed | 100% | $41.44 | $38.04 | -8.25% | Stop | |
| 2019-02-26 | 2019-09-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.24% | Interest Income | |
| 2018-11-02 | 2019-02-26 | Completed | 100% | $38.94 | $40.17 | 3.11% | Signal | |
| 2018-10-11 | 2018-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-09 | 2018-10-11 | Completed | 100% | $35.19 | $38.82 | 10.26% | Stop | |
| 2016-01-07 | 2017-03-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2015-10-08 | 2016-01-07 | Completed | 100% | $32.69 | $30.09 | -8.01% | Stop | |
| 2015-08-25 | 2015-10-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-07 | 2015-08-25 | Completed | 100% | $29.56 | $32.43 | 9.67% | Stop | |
| 2012-05-04 | 2012-12-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2011-12-19 | 2012-05-04 | Completed | 100% | $25.01 | $27.80 | 11.12% | Signal | |
| 2011-11-25 | 2011-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-17 | 2011-11-25 | Completed | 100% | $26.52 | $24.13 | -9.06% | Stop | |
| 2011-09-23 | 2011-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-09-23 | Completed | 100% | $27.38 | $23.80 | -13.09% | Stop | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $23.67 | $28.20 | 19.06% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-03-19 | 2010-05-07 | Completed | 100% | $17.29 | $24.56 | 42.01% | Stop | |
| 2009-02-27 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |