VGK
Vanguard European Stock Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VGK (Vanguard European Stock Index Fund ETF) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -30.7% (compared to the benchmark's drawdown of -63.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.8%, compared to a Buy-and-Hold benchmark return of 5.2%. The strategy executed 17 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
VGK Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 15.80% | 15.80% | 4.87% | 8.92% | 6.59% | 9.93% | 3.78% | 5.25% |
| Sharpe Ratio | 0.93 | 0.93 | 0.38 | 0.48 | 0.49 | 0.51 | 0.26 | 0.22 |
| Max Drawdown | -12.09% | -12.09% | -18.77% | -32.74% | -20.60% | -37.24% | -30.69% | -63.61% |
| % Time Invested | 100.0% | 100.0% | 72.0% | 100.0% | 73.5% | 100.0% | 65.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.9 | 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 | ||||||||
| 2025-04-09 | 2025-05-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-07 | 2025-04-09 | Completed | 100% | $69.10 | $60.17 | -12.96% | Stop | |
| 2024-12-12 | 2025-03-07 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.95% | Interest Income | |
| 2023-12-15 | 2024-12-12 | Completed | 100% | $58.23 | $62.66 | 7.57% | Signal | |
| 2023-10-11 | 2023-12-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 2023-01-03 | 2023-10-11 | Completed | 100% | $50.13 | $53.77 | 7.20% | Signal | |
| 2022-01-27 | 2023-01-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.07% | Interest Income | |
| 2020-06-04 | 2022-01-27 | Completed | 100% | $41.94 | $55.97 | 33.40% | Signal | |
| 2020-03-10 | 2020-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-04-10 | 2020-03-10 | Completed | 100% | $43.05 | $39.81 | -7.58% | Stop | |
| 2018-07-10 | 2019-04-10 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.72% | Interest Income | |
| 2017-01-30 | 2018-07-10 | Completed | 100% | $35.91 | $44.34 | 23.41% | Signal | |
| 2016-11-29 | 2017-01-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2016-08-25 | 2016-11-29 | Completed | 100% | $35.49 | $33.22 | -6.45% | Signal | |
| 2016-07-06 | 2016-08-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2016-06-06 | 2016-07-06 | Completed | 100% | $35.52 | $32.38 | -8.87% | Signal | |
| 2015-09-09 | 2016-06-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-04-14 | 2015-09-09 | Completed | 100% | $38.58 | $36.44 | -5.62% | Signal | |
| 2014-09-22 | 2015-04-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-29 | 2014-09-22 | Completed | 100% | $27.84 | $38.99 | 39.97% | Signal | |
| 2012-05-21 | 2012-08-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-03-13 | 2012-05-21 | Completed | 100% | $28.27 | $25.02 | -11.56% | Stop | |
| 2011-08-05 | 2012-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-09-23 | 2011-08-05 | Completed | 100% | $26.88 | $27.62 | 2.68% | Stop | |
| 2010-05-07 | 2010-09-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2010-03-03 | 2010-05-07 | Completed | 100% | $26.04 | $23.41 | -10.15% | Stop | |
| 2010-02-08 | 2010-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-16 | 2010-02-08 | Completed | 100% | $22.02 | $24.67 | 12.01% | Stop | |
| 2009-03-31 | 2009-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-03-19 | 2009-03-31 | Completed | 100% | $17.61 | $17.10 | -2.94% | Stop | |
| 2008-01-18 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2007-09-11 | 2008-01-18 | Completed | 100% | $35.84 | $34.29 | -4.37% | Stop | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-03-07 | 2007-08-17 | Completed | 100% | $32.77 | $34.37 | 4.84% | Stop | |
| 2007-03-05 | 2007-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |