VGT
Vanguard Information Technology Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for VGT (Vanguard Information Technology 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 -30.4% (compared to the benchmark's drawdown of -54.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.6%, compared to a Buy-and-Hold benchmark return of 16.3%. 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for VGT:
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 Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for VGT:
🛡️ Long-Term Investing Active Horizon
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 Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-30.4% (vs -54.6% B&H)
+24.2% shallower drawdown
Drawdown Shield
24.2% Cut
Protected capital vs -54.6% B&H
Capital Sheltered from Risk
22.1% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 VGT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -14.86% | -16.40% | -30.45% | -35.07% | -30.45% | -35.07% | -30.45% | -54.63% |
| Sharpe Ratio | 0.53 | 1.20 | 0.35 | 0.66 | 0.85 | 0.88 | 0.71 | 0.65 |
| Sortino Ratio | 0.77 | 1.83 | 0.40 | 0.96 | 0.99 | 1.12 | 0.81 | 0.84 |
| CAGR | 13.38% | 34.48% | 7.01% | 18.65% | 17.97% | 24.44% | 12.61% | 16.34% |
| % Time Invested | 93.7% | 100.0% | 73.2% | 100.0% | 82.7% | 100.0% | 77.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.8 | 0.0 | 0.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for VGT... Top Diversifiers for VGT
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-07-01 | 2026-03-30 | Completed | 100% | $82.25 | $85.84 | 4.31% | Stop | |
| 2025-04-07 | 2025-07-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.99% | Interest Income | |
| 2025-04-02 | 2025-04-07 | Completed | 100% | $67.01 | $56.87 | -15.18% | Signal | |
| 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 | |
| 2022-03-11 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2022-02-16 | 2022-03-11 | Completed | 100% | $50.29 | $46.91 | -6.76% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-01 | 2022-01-25 | Completed | 100% | $31.12 | $48.22 | 54.86% | Stop | |
| 2020-04-24 | 2020-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-24 | Completed | 100% | $23.61 | $27.56 | 16.70% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-02-20 | 2020-03-02 | Completed | 100% | $22.39 | $28.55 | 27.41% | Stop | |
| 2018-11-21 | 2019-02-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2016-03-22 | 2018-11-21 | Completed | 100% | $12.24 | $20.48 | 67.22% | Stop | |
| 2016-01-21 | 2016-03-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-10-09 | 2016-01-21 | Completed | 100% | $11.88 | $11.10 | -6.64% | Stop | |
| 2015-08-25 | 2015-10-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-01-31 | 2015-08-25 | Completed | 100% | $7.84 | $10.96 | 39.86% | Stop | |
| 2012-12-03 | 2013-01-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-14 | 2012-12-03 | Completed | 100% | $6.70 | $7.69 | 14.72% | Signal | |
| 2011-08-05 | 2011-12-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-10-18 | 2011-08-05 | Completed | 100% | $6.30 | $6.54 | 3.79% | Signal | |
| 2010-07-09 | 2010-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-01 | 2010-07-09 | Completed | 100% | $5.66 | $5.56 | -1.71% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-01 | 2010-05-07 | Completed | 100% | $4.46 | $5.82 | 30.35% | Stop | |
| 2008-01-09 | 2009-06-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2006-09-19 | 2008-01-09 | Completed | 100% | $5.19 | $5.78 | 11.32% | Stop | |
| 2006-06-14 | 2006-09-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.32% | 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 | |