VGT
Vanguard Information Technology Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VGT (Vanguard Information Technology Index Fund ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -29.0% (compared to the benchmark's drawdown of -54.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.8%, compared to a Buy-and-Hold benchmark return of 16.1%. The strategy executed 73 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
VGT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.70% | 32.52% | 8.51% | 17.72% | 19.38% | 24.21% | 12.78% | 16.15% |
| Sharpe Ratio | 0.71 | 1.20 | 0.42 | 0.64 | 0.92 | 0.87 | 0.72 | 0.64 |
| Max Drawdown | -12.92% | -16.40% | -29.02% | -35.07% | -29.02% | -35.07% | -29.02% | -54.63% |
| % Time Invested | 97.2% | 100.0% | 89.5% | 100.0% | 94.2% | 100.0% | 92.6% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 4.0 | 0.0 | 3.2 | 0.0 | 3.6 | 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-27 | 2026-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-05 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2025-04-03 | 2026-03-31 | Completed | 33.33% | $65.08 | $84.53 | 29.82% | Stop | |
| 2025-09-05 | 2026-03-27 | Completed | 33.33% | $87.61 | $86.32 | -1.52% | Stop | |
| 2025-07-08 | 2026-03-05 | Completed | 33.33% | $83.45 | $90.96 | 8.95% | Signal | |
| 2025-06-06 | 2025-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2025-03-10 | 2025-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.40% | Interest Income | |
| 2025-04-30 | 2025-06-06 | Completed | 33.33% | $66.82 | $77.90 | 16.52% | Signal | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-07 | Completed | 33.33% | $67.13 | $56.87 | -15.33% | Stop | |
| 2025-03-12 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-10 | 2025-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-12 | Completed | 33.33% | $71.36 | $69.34 | -2.88% | Stop | |
| 2024-08-27 | 2025-03-10 | Completed | 33.33% | $70.64 | $70.02 | -0.93% | Stop | |
| 2024-08-27 | 2025-03-10 | Completed | 33.33% | $70.64 | $70.02 | -0.93% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $41.58 | $64.36 | 54.69% | Stop | |
| 2023-12-18 | 2024-08-05 | Completed | 33.33% | $59.34 | $61.30 | 3.24% | Stop | |
| 2023-11-20 | 2024-08-05 | Completed | 33.33% | $56.20 | $61.30 | 9.03% | Stop | |
| 2023-10-27 | 2023-12-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2023-10-27 | 2023-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-10-27 | Completed | 33.33% | $41.58 | $49.55 | 19.10% | Stop | |
| 2023-01-18 | 2023-10-27 | Completed | 33.33% | $41.58 | $49.55 | 19.10% | Stop | |
| 2022-11-02 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.88% | Interest Income | |
| 2022-10-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2022-05-19 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.08% | Interest Income | |
| 2022-10-11 | 2022-11-02 | Completed | 33.33% | $37.26 | $40.00 | 7.30% | Signal | |
| 2022-10-11 | 2022-10-26 | Completed | 33.33% | $37.26 | $39.51 | 5.99% | Signal | |
| 2022-09-19 | 2022-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2022-03-14 | 2022-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2022-06-01 | 2022-09-19 | Completed | 33.33% | $44.36 | $40.16 | -9.51% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-05-17 | 2022-05-19 | Completed | 33.33% | $43.00 | $41.03 | -4.64% | Signal | |
| 2022-04-25 | 2022-05-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-09 | Completed | 33.33% | $50.29 | $43.33 | -13.88% | Stop | |
| 2022-02-15 | 2022-04-25 | Completed | 33.33% | $50.05 | $45.11 | -9.90% | Stop | |
| 2022-02-15 | 2022-03-14 | Completed | 33.33% | $50.05 | $45.34 | -9.46% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $23.61 | $48.22 | 104.16% | Stop | |
| 2020-10-13 | 2022-01-24 | Completed | 33.33% | $40.02 | $47.82 | 19.44% | Stop | |
| 2020-10-13 | 2022-01-24 | Completed | 33.33% | $40.02 | $47.82 | 19.44% | Stop | |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-09-21 | 2020-10-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-18 | 2020-09-21 | Completed | 33.33% | $32.64 | $35.17 | 7.71% | Stop | |
| 2020-03-23 | 2020-09-21 | Completed | 33.33% | $22.39 | $35.17 | 57.04% | Stop | |
| 2020-05-01 | 2020-06-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-23 | 2020-05-01 | Completed | 33.33% | $22.39 | $28.32 | 26.46% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-02-28 | 2020-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2018-12-17 | 2020-03-02 | Completed | 33.33% | $20.29 | $28.55 | 40.64% | Stop | |
| 2019-05-24 | 2020-02-28 | Completed | 33.33% | $23.57 | $26.76 | 13.49% | Stop | |
| 2019-02-20 | 2020-02-28 | Completed | 33.33% | $22.39 | $26.76 | 19.42% | Stop | |
| 2019-03-05 | 2019-05-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2019-01-16 | 2019-03-05 | Completed | 33.33% | $20.37 | $22.78 | 11.80% | Signal | |
| 2018-12-10 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-21 | Completed | 33.33% | $20.48 | $19.25 | -6.09% | Stop | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-10 | Completed | 33.33% | $20.48 | $20.29 | -1.01% | Signal | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-12 | 2018-11-21 | Completed | 33.33% | $10.81 | $20.48 | 89.32% | Stop | |
| 2016-07-13 | 2018-10-30 | Completed | 33.33% | $12.71 | $20.91 | 64.39% | Stop | |
| 2016-03-23 | 2018-10-30 | Completed | 33.33% | $12.30 | $20.91 | 69.92% | Stop | |
| 2016-05-13 | 2016-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-03-22 | 2016-05-13 | Completed | 33.33% | $12.24 | $11.91 | -2.75% | Signal | |
| 2016-03-01 | 2016-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-01-07 | 2016-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-02-10 | 2016-03-01 | Completed | 33.33% | $10.81 | $11.56 | 6.81% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-01-19 | 2016-02-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $11.70 | $11.10 | -5.22% | Stop | |
| 2015-10-09 | 2016-01-19 | Completed | 33.33% | $11.88 | $11.25 | -5.33% | Stop | |
| 2015-09-17 | 2016-01-07 | Completed | 33.33% | $11.70 | $11.64 | -0.60% | Signal | |
| 2015-08-25 | 2015-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-28 | 2015-08-25 | Completed | 33.33% | $7.88 | $10.96 | 39.02% | Stop | |
| 2012-12-11 | 2015-08-25 | Completed | 33.33% | $7.63 | $10.96 | 43.58% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $6.48 | $10.96 | 69.21% | Stop | |
| 2012-12-26 | 2013-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-12-11 | 2012-12-26 | Completed | 33.33% | $7.63 | $7.65 | 0.13% | Signal | |
| 2012-11-16 | 2012-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-11-16 | 2012-12-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-14 | 2012-11-16 | Completed | 33.33% | $7.89 | $7.20 | -8.79% | Stop | |
| 2012-06-13 | 2012-11-16 | Completed | 33.33% | $7.34 | $7.20 | -1.88% | Stop | |
| 2012-07-12 | 2012-08-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-13 | 2012-07-12 | Completed | 33.33% | $7.34 | $7.27 | -0.92% | Signal | |
| 2012-05-21 | 2012-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-05-21 | 2012-06-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-01-26 | 2012-05-21 | Completed | 33.33% | $7.28 | $7.22 | -0.97% | Stop | |
| 2011-11-29 | 2012-05-21 | Completed | 33.33% | $6.58 | $7.22 | 9.66% | Stop | |
| 2011-09-27 | 2012-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-03 | 2011-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-09-27 | Completed | 33.33% | $6.39 | $6.51 | 1.77% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $5.66 | $6.09 | 7.58% | Stop | |
| 2010-12-10 | 2011-08-08 | Completed | 33.33% | $6.67 | $6.20 | -7.15% | Stop | |
| 2011-07-07 | 2011-08-03 | Completed | 33.33% | $7.09 | $6.70 | -5.46% | Stop | |
| 2011-06-10 | 2011-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-10-18 | 2011-06-10 | Completed | 33.33% | $6.30 | $6.65 | 5.53% | Signal | |
| 2010-11-17 | 2010-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-11-09 | 2010-11-17 | Completed | 33.33% | $6.65 | $6.27 | -5.62% | Stop | |
| 2010-10-08 | 2010-11-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-07-20 | 2010-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-10-08 | Completed | 33.33% | $5.66 | $6.04 | 6.71% | Signal | |
| 2010-06-01 | 2010-07-20 | Completed | 33.33% | $5.66 | $5.55 | -1.96% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-17 | 2010-05-07 | Completed | 33.33% | $4.79 | $5.82 | 21.40% | Stop | |
| 2009-07-14 | 2010-05-07 | Completed | 33.33% | $4.49 | $5.82 | 29.45% | Stop | |
| 2009-04-17 | 2010-05-07 | Completed | 33.33% | $4.15 | $5.82 | 40.04% | Stop | |
| 2008-09-12 | 2009-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2008-03-14 | 2009-07-14 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2008-09-05 | 2009-04-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2008-02-01 | 2008-09-12 | Completed | 33.33% | $5.64 | $5.28 | -6.47% | Stop | |
| 2008-08-04 | 2008-09-05 | Completed | 33.33% | $5.53 | $5.30 | -4.15% | Signal | |
| 2008-07-11 | 2008-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-06-04 | 2008-07-11 | Completed | 33.33% | $6.06 | $5.45 | -10.02% | Stop | |
| 2008-01-07 | 2008-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2008-01-30 | 2008-03-14 | Completed | 33.33% | $5.54 | $5.45 | -1.57% | Signal | |
| 2008-01-09 | 2008-02-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2008-01-07 | 2008-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2007-05-22 | 2008-01-09 | Completed | 33.33% | $6.05 | $5.78 | -4.41% | Stop | |
| 2007-05-17 | 2008-01-07 | Completed | 33.33% | $5.97 | $5.97 | -0.12% | Stop | |
| 2006-09-19 | 2008-01-07 | Completed | 33.33% | $5.19 | $5.97 | 14.90% | Stop | |
| 2007-04-30 | 2007-05-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2007-04-16 | 2007-05-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2006-08-07 | 2007-04-30 | Completed | 33.33% | $4.66 | $5.89 | 26.48% | Signal | |
| 2006-09-19 | 2007-04-16 | Completed | 33.33% | $5.19 | $5.75 | 10.69% | Signal | |
| 2006-07-24 | 2006-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2006-05-19 | 2006-09-19 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income | |
| 2006-07-14 | 2006-08-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2006-07-03 | 2006-07-24 | Completed | 33.33% | $4.87 | $4.55 | -6.74% | Signal | |
| 2006-01-25 | 2006-07-14 | Completed | 33.33% | $5.28 | $4.57 | -13.48% | Stop | |
| 2006-06-09 | 2006-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-01-25 | 2006-06-09 | Completed | 33.33% | $5.28 | $4.85 | -8.15% | Stop | |
| 2006-01-25 | 2006-05-19 | Completed | 33.33% | $5.28 | $4.99 | -5.56% | Signal | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |