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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -29.4% (compared to the benchmark's drawdown of -54.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.8%, compared to a Buy-and-Hold benchmark return of 16.1%. The strategy executed 20 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
VGT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.73% | 32.52% | 9.74% | 17.72% | 22.34% | 24.21% | 14.80% | 16.15% |
| Sharpe Ratio | 0.49 | 1.20 | 0.42 | 0.64 | 0.96 | 0.87 | 0.74 | 0.64 |
| Max Drawdown | -14.86% | -16.40% | -29.41% | -35.07% | -29.41% | -35.07% | -29.41% | -54.63% |
| % Time Invested | 93.7% | 100.0% | 86.1% | 100.0% | 91.8% | 100.0% | 89.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.0 | 0.0 | 1.0 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-05-01 | 2026-03-30 | Completed | 100% | $69.96 | $85.84 | 22.63% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 100% | $67.01 | $62.11 | -7.37% | Stop | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-03-11 | Completed | 100% | $71.36 | $68.04 | -4.71% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $41.58 | $64.36 | 54.69% | Stop | |
| 2022-11-08 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2022-10-11 | 2022-11-08 | Completed | 100% | $37.26 | $38.81 | 4.12% | Signal | |
| 2022-09-19 | 2022-10-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2022-07-13 | 2022-09-19 | Completed | 100% | $39.75 | $40.16 | 0.97% | Stop | |
| 2022-06-17 | 2022-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-05-19 | 2022-06-17 | Completed | 100% | $41.03 | $38.47 | -6.28% | Stop | |
| 2022-04-27 | 2022-05-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-04-27 | Completed | 100% | $50.29 | $44.60 | -11.36% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2022-01-25 | Completed | 100% | $23.61 | $48.22 | 104.16% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-12-17 | 2020-03-02 | Completed | 100% | $20.29 | $28.55 | 40.64% | Stop | |
| 2018-11-21 | 2018-12-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-02-12 | 2018-11-21 | Completed | 100% | $10.81 | $20.48 | 89.32% | Stop | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $11.70 | $11.10 | -5.22% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $6.48 | $10.96 | 69.21% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $5.66 | $6.09 | 7.58% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-17 | 2010-05-07 | Completed | 100% | $4.79 | $5.82 | 21.40% | Stop | |
| 2008-09-17 | 2009-07-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2008-08-07 | 2008-09-17 | Completed | 100% | $5.68 | $5.10 | -10.19% | Stop | |
| 2008-07-16 | 2008-08-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-01 | 2008-07-16 | Completed | 100% | $5.64 | $5.40 | -4.24% | Stop | |
| 2008-01-09 | 2008-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2007-05-23 | 2008-01-09 | Completed | 100% | $6.05 | $5.78 | -4.39% | Stop | |
| 2007-05-01 | 2007-05-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2006-07-07 | 2007-05-01 | Completed | 100% | $4.80 | $5.85 | 21.72% | Signal | |
| 2006-06-14 | 2006-07-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2006-01-25 | 2006-06-14 | Completed | 100% | $5.28 | $4.70 | -11.00% | Stop | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |