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DASHBOARDS: Portfolio Hub Market Pulse Performance

VGIT

Vanguard Intermediate-term Treasury Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VGIT (Vanguard Intermediate-term Treasury Index Fund ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -4.0% (compared to the benchmark's drawdown of -16.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.2%, compared to a Buy-and-Hold benchmark return of 2.0%. The strategy executed 106 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

VGIT Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR3.63%2.25%2.15%-0.20%2.42%1.12%2.25%2.00%
Sharpe Ratio1.870.670.83-0.040.940.250.800.46
Max Drawdown-1.35%-2.83%-3.82%-15.02%-3.82%-16.05%-4.04%-16.05%
% Time Invested75.0%100.0%68.2%100.0%73.0%100.0%81.4%100.0%
Trades / Year7.00.06.60.06.40.06.60.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-04-29 2026-05-12 Completed 33.33% $58.77 $58.62 -0.31% Signal
2026-03-23 2026-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2026-03-02 2026-03-31 Completed 33.33% $59.63 $58.81 -1.42% Signal
2026-02-19 2026-03-23 Completed 33.33% $59.30 $58.54 -1.34% Signal
2025-12-08 2026-03-02 Interest (CASH) 33.33% $1.00 $1.01 0.80% Interest Income
2025-04-21 2026-02-23 Completed 33.33% $56.47 $59.41 5.16% Signal
2025-12-23 2026-02-19 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2025-12-12 2025-12-23 Completed 33.33% $58.60 $58.62 -0.01% Signal
2025-11-18 2025-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-06-27 2025-12-08 Completed 33.33% $57.23 $58.65 2.43% Signal
2025-11-04 2025-11-18 Completed 33.33% $58.51 $58.67 0.23% Signal
2025-10-13 2025-11-04 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-08-20 2025-10-13 Completed 33.33% $57.61 $58.51 1.51% Signal
2025-07-29 2025-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-06-24 2025-07-29 Completed 33.33% $56.99 $57.11 0.15% Signal
2025-05-21 2025-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2025-05-16 2025-06-24 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2025-02-27 2025-05-21 Completed 33.33% $55.82 $56.20 0.63% Signal
2025-02-07 2025-05-16 Completed 33.33% $55.18 $56.49 2.33% Signal
2024-12-18 2025-04-21 Interest (CASH) 33.33% $1.00 $1.01 1.39% Interest Income
2024-10-22 2025-02-27 Interest (CASH) 33.33% $1.00 $1.01 1.50% Interest Income
2024-12-30 2025-02-07 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2024-12-12 2024-12-30 Completed 33.33% $55.27 $54.75 -0.99% Signal
2024-08-05 2024-12-18 Completed 33.33% $56.24 $55.02 -2.21% Signal
2024-10-11 2024-12-12 Interest (CASH) 33.33% $1.00 $1.01 0.77% Interest Income
2024-06-11 2024-10-22 Completed 33.33% $53.44 $55.39 3.60% Signal
2024-05-21 2024-10-11 Completed 33.33% $53.42 $55.54 3.93% Signal
2024-04-29 2024-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.42% Interest Income
2024-02-16 2024-06-11 Interest (CASH) 33.33% $1.00 $1.02 1.68% Interest Income
2024-04-03 2024-05-21 Interest (CASH) 33.33% $1.00 $1.01 0.72% Interest Income
2024-01-24 2024-04-29 Completed 33.33% $53.77 $52.65 -2.14% Signal
2024-03-27 2024-04-03 Completed 33.33% $53.62 $53.13 -0.95% Signal
2024-01-29 2024-03-27 Interest (CASH) 33.33% $1.00 $1.01 0.87% Interest Income
2023-11-30 2024-02-16 Completed 33.33% $52.67 $53.11 0.79% Signal
2023-11-15 2024-01-29 Completed 33.33% $52.05 $53.75 3.22% Signal
2023-07-07 2024-01-24 Interest (CASH) 33.33% $1.00 $1.03 2.99% Interest Income
2023-05-30 2023-11-30 Interest (CASH) 33.33% $1.00 $1.03 2.77% Interest Income
2023-05-04 2023-11-15 Interest (CASH) 33.33% $1.00 $1.03 2.91% Interest Income
2023-06-09 2023-07-07 Completed 33.33% $52.83 $51.89 -1.82% Signal
2023-05-17 2023-06-09 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2023-04-10 2023-05-30 Completed 33.33% $53.59 $52.81 -1.51% Signal
2023-02-28 2023-05-17 Completed 33.33% $51.61 $53.67 3.93% Signal
2023-03-24 2023-05-04 Completed 33.33% $53.98 $54.05 0.08% Signal
2023-02-27 2023-04-10 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2023-02-21 2023-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2021-11-09 2023-02-28 Interest (CASH) 33.33% $1.00 $1.03 2.80% Interest Income
2022-12-05 2023-02-27 Completed 33.33% $52.42 $51.72 -1.37% Signal
2023-02-06 2023-02-21 Completed 33.33% $52.60 $51.80 -1.57% Signal
2023-01-12 2023-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-11-18 2023-01-12 Completed 33.33% $51.76 $53.00 2.34% Signal
2022-09-09 2022-12-05 Interest (CASH) 33.33% $1.00 $1.01 0.91% Interest Income
2022-08-26 2022-11-18 Interest (CASH) 33.33% $1.00 $1.01 0.85% Interest Income
2022-08-01 2022-09-09 Completed 33.33% $54.68 $52.81 -3.47% Signal
2022-07-18 2022-08-26 Completed 33.33% $53.51 $53.36 -0.33% Signal
2022-01-11 2022-08-01 Interest (CASH) 33.33% $1.00 $1.01 0.53% Interest Income
2022-06-15 2022-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2022-06-01 2022-06-15 Completed 33.33% $53.91 $52.26 -3.12% Signal
2022-01-07 2022-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2021-12-29 2022-01-11 Completed 33.33% $57.91 $57.09 -1.46% Signal
2021-12-15 2022-01-07 Completed 33.33% $57.91 $57.25 -1.20% Signal
2021-09-21 2021-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-08-27 2021-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-07-30 2021-11-09 Completed 33.33% $59.02 $58.28 -1.32% Signal
2021-05-13 2021-09-21 Completed 33.33% $58.06 $58.85 1.31% Signal
2021-04-26 2021-08-27 Completed 33.33% $58.17 $58.71 0.89% Signal
2020-11-24 2021-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2020-09-16 2021-05-13 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2021-01-12 2021-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-12-16 2021-01-12 Completed 33.33% $59.36 $58.92 -0.79% Signal
2020-10-12 2020-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-02-27 2020-11-24 Completed 33.33% $57.21 $59.38 3.75% Signal
2020-09-24 2020-10-12 Completed 33.33% $59.74 $59.53 -0.40% Signal
2020-08-28 2020-09-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-01-27 2020-09-16 Completed 33.33% $56.13 $59.76 6.40% Signal
2020-07-02 2020-08-28 Completed 33.33% $59.50 $59.61 0.14% Signal
2020-06-10 2020-07-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-01-17 2020-06-10 Completed 33.33% $55.52 $59.25 6.66% Signal
2020-01-10 2020-02-27 Interest (CASH) 33.33% $1.00 $1.00 0.20% Interest Income
2019-10-15 2020-01-27 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2019-12-19 2020-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-12-07 2020-01-10 Completed 33.33% $51.23 $55.44 8.15% Signal
2019-12-09 2019-12-19 Completed 33.33% $55.35 $55.10 -0.50% Signal
2019-11-04 2019-12-09 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-10-15 2019-11-04 Completed 33.33% $55.49 $55.41 -0.18% Signal
2019-09-23 2019-10-15 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-11-28 2019-10-15 Completed 33.33% $50.81 $55.49 9.16% Signal
2019-08-20 2019-09-23 Completed 33.33% $55.75 $55.36 -0.76% Signal
2019-07-29 2019-08-20 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2019-05-22 2019-07-29 Completed 33.33% $53.24 $54.50 2.30% Signal
2019-04-30 2019-05-22 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-13 2019-04-30 Completed 33.33% $50.49 $52.86 4.65% Signal
2018-09-28 2018-12-07 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2018-09-26 2018-11-28 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2018-09-19 2018-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.35% Interest Income
2018-09-26 2018-09-28 Completed 33.33% $50.40 $50.50 0.16% Signal
2018-09-06 2018-09-26 Completed 33.33% $50.82 $50.40 -0.88% Signal
2018-09-04 2018-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2018-08-24 2018-09-19 Completed 33.33% $50.88 $50.46 -0.89% Signal
2018-08-13 2018-09-06 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2018-05-29 2018-09-04 Completed 33.33% $50.57 $50.85 0.51% Signal
2018-08-02 2018-08-24 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-05-29 2018-08-13 Completed 33.33% $50.57 $50.78 0.36% Signal
2018-05-29 2018-08-02 Completed 33.33% $50.57 $50.48 -0.22% Signal
2018-05-02 2018-05-29 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2018-04-26 2018-05-29 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2017-11-20 2018-05-29 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2018-04-17 2018-05-02 Completed 33.33% $50.46 $50.21 -0.56% Signal
2018-03-27 2018-04-26 Completed 33.33% $50.49 $50.14 -0.75% Signal
2017-10-11 2018-04-17 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2017-09-29 2018-03-27 Interest (CASH) 33.33% $1.00 $1.01 0.67% Interest Income
2017-05-10 2017-11-20 Completed 33.33% $51.07 $51.41 0.62% Signal
2017-08-21 2017-10-11 Completed 33.33% $51.86 $51.58 -0.59% Signal
2017-08-04 2017-09-29 Completed 33.33% $51.65 $51.65 -0.04% Signal
2017-07-28 2017-08-21 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-07 2017-08-04 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-04-13 2017-07-28 Completed 33.33% $51.34 $51.53 0.33% Signal
2017-06-19 2017-07-07 Completed 33.33% $51.62 $51.25 -0.77% Signal
2017-05-25 2017-06-19 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2017-04-05 2017-05-25 Completed 33.33% $50.99 $51.42 0.80% Signal
2016-11-14 2017-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2017-03-21 2017-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-03-10 2017-04-05 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2017-02-06 2017-03-21 Completed 33.33% $50.78 $50.65 -0.30% Signal
2017-01-18 2017-03-10 Completed 33.33% $50.77 $50.35 -0.88% Signal
2016-08-29 2017-02-06 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2016-08-04 2017-01-18 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2016-02-18 2016-11-14 Completed 33.33% $51.34 $50.95 -0.81% Signal
2016-04-29 2016-08-29 Completed 33.33% $51.46 $52.12 1.23% Signal
2016-06-15 2016-08-04 Completed 33.33% $52.03 $52.46 0.77% Signal
2016-05-13 2016-06-15 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2016-04-08 2016-05-13 Completed 33.33% $51.71 $51.72 -0.04% Signal
2016-04-07 2016-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2016-03-16 2016-04-08 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-01-14 2016-04-07 Completed 33.33% $50.61 $51.76 2.21% Signal
2015-12-18 2016-03-16 Completed 33.33% $50.04 $50.79 1.43% Signal
2016-01-26 2016-02-18 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-09-21 2016-01-26 Completed 33.33% $50.31 $50.81 0.95% Signal
2015-11-19 2016-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2015-11-09 2015-12-18 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-07-28 2015-11-19 Completed 33.33% $49.86 $49.97 0.17% Signal
2015-07-10 2015-11-09 Completed 33.33% $49.61 $49.65 0.03% Signal
2015-07-13 2015-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-05-28 2015-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-02 2015-07-13 Completed 33.33% $47.81 $49.48 3.45% Signal
2015-05-08 2015-07-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-04-13 2015-05-28 Completed 33.33% $50.14 $49.87 -0.58% Signal
2015-03-19 2015-05-08 Completed 33.33% $49.98 $49.95 -0.10% Signal
2015-03-13 2015-04-13 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-25 2015-03-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-21 2015-03-13 Completed 33.33% $49.30 $49.55 0.46% Signal
2014-12-12 2015-02-25 Completed 33.33% $49.36 $49.82 0.88% Signal
2014-11-19 2014-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-10 2014-11-19 Completed 33.33% $49.02 $49.00 -0.09% Signal
2014-09-29 2014-10-21 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-16 2014-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-05-08 2014-09-29 Completed 33.33% $48.18 $48.49 0.60% Signal
2014-07-17 2014-09-16 Completed 33.33% $48.44 $48.35 -0.24% Signal
2014-06-24 2014-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-04-24 2014-06-24 Completed 33.33% $47.84 $48.23 0.77% Signal
2014-04-09 2014-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-03-25 2014-04-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-02-11 2014-04-09 Completed 33.33% $47.89 $47.84 -0.16% Signal
2014-01-29 2014-03-25 Completed 33.33% $47.85 $47.67 -0.43% Signal
2013-12-16 2014-02-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-12-02 2014-01-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-10-10 2013-12-16 Completed 33.33% $47.48 $47.60 0.21% Signal
2013-09-30 2013-12-02 Completed 33.33% $47.66 $47.81 0.26% Signal
2013-07-08 2013-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2013-06-04 2013-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-08-21 2013-09-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-08-06 2013-08-21 Completed 33.33% $47.41 $47.05 -0.81% Signal
2013-05-21 2013-08-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-04-29 2013-07-08 Completed 33.33% $48.98 $47.05 -4.00% Signal
2013-03-21 2013-06-04 Completed 33.33% $48.48 $48.09 -0.85% Signal
2013-03-05 2013-05-21 Completed 33.33% $48.53 $48.55 -0.00% Signal
2013-03-05 2013-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-01-14 2013-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-12-27 2013-03-05 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-05-09 2013-03-05 Completed 33.33% $44.07 $48.53 10.05% Signal
2012-12-11 2013-01-14 Completed 33.33% $48.64 $48.42 -0.50% Signal
2012-11-23 2012-12-27 Completed 33.33% $48.62 $48.46 -0.37% Signal
2012-11-16 2012-12-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-10-31 2012-11-23 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-09-27 2012-11-16 Completed 33.33% $48.54 $48.69 0.26% Signal
2012-09-14 2012-10-31 Completed 33.33% $48.28 $48.30 -0.02% Signal
2012-09-05 2012-09-27 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-08-17 2012-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-01 2012-09-05 Completed 33.33% $47.71 $48.52 1.63% Signal
2012-04-18 2012-08-17 Completed 33.33% $47.48 $48.05 1.14% Signal
2012-03-16 2012-05-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-03-01 2012-04-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-11-28 2012-03-16 Completed 33.33% $46.87 $46.64 -0.54% Signal
2011-11-14 2012-03-01 Completed 33.33% $46.95 $47.15 0.38% Signal
2011-10-28 2011-11-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-10-17 2011-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-23 2011-10-28 Completed 33.33% $43.38 $46.33 6.74% Signal
2011-05-06 2011-10-17 Completed 33.33% $43.90 $46.44 5.74% Signal
2011-01-19 2011-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2011-04-13 2011-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-03-11 2011-04-13 Completed 33.33% $43.32 $43.11 -0.52% Signal
2010-12-02 2011-03-23 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2011-02-10 2011-03-11 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-01-25 2011-02-10 Completed 33.33% $43.11 $42.54 -1.38% Signal
2010-11-16 2011-01-25 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-06-08 2011-01-19 Completed 33.33% $42.33 $43.22 2.07% Signal
2010-06-08 2010-12-02 Completed 33.33% $42.33 $43.64 3.05% Signal
2010-06-08 2010-11-16 Completed 33.33% $42.33 $43.95 3.77% Signal
2010-06-04 2010-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-04 2010-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-04 2010-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income