VHT
Vanguard Health Care Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VHT (Vanguard Health Care 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 -19.3% (compared to the benchmark's drawdown of -39.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.5%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 57 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.
VHT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 14.10% | 24.09% | 3.57% | 5.32% | 8.50% | 10.00% | 9.49% | 10.37% |
| Sharpe Ratio | 1.12 | 1.43 | 0.36 | 0.34 | 0.68 | 0.56 | 0.76 | 0.57 |
| Max Drawdown | -10.40% | -10.40% | -14.01% | -17.71% | -17.06% | -28.85% | -19.26% | -39.12% |
| % Time Invested | 92.9% | 100.0% | 90.2% | 100.0% | 94.3% | 100.0% | 92.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.8 | 0.0 | 2.9 | 0.0 | 2.8 | 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 | ||||||||
| 2025-09-22 | 2026-04-20 | Completed | 33.33% | $250.97 | $276.88 | 10.27% | Signal | |
| 2025-08-26 | 2025-10-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2025-05-15 | 2025-10-28 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.90% | Interest Income | |
| 2025-05-15 | 2025-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income | |
| 2025-05-01 | 2025-08-26 | Completed | 33.33% | $248.32 | $248.93 | 0.20% | Signal | |
| 2025-05-01 | 2025-05-15 | Completed | 33.33% | $248.32 | $231.20 | -6.94% | Stop | |
| 2025-05-01 | 2025-05-15 | Completed | 33.33% | $248.32 | $231.20 | -6.94% | Stop | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-02-28 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2024-12-11 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income | |
| 2023-11-08 | 2025-04-08 | Completed | 33.33% | $224.04 | $246.75 | 10.08% | Stop | |
| 2023-11-08 | 2025-02-28 | Completed | 33.33% | $224.04 | $262.33 | 17.03% | Signal | |
| 2024-07-29 | 2024-12-11 | Completed | 33.33% | $266.69 | $258.54 | -3.10% | Signal | |
| 2024-06-20 | 2024-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2023-11-08 | 2024-06-20 | Completed | 33.33% | $224.04 | $255.66 | 14.06% | Signal | |
| 2023-09-22 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-06-07 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.31% | Interest Income | |
| 2022-11-16 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 4.99% | Interest Income | |
| 2023-06-30 | 2023-09-22 | Completed | 33.33% | $232.58 | $227.92 | -2.05% | Signal | |
| 2023-03-30 | 2023-06-30 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2023-03-24 | 2023-06-07 | Completed | 33.33% | $219.27 | $228.33 | 4.08% | Signal | |
| 2022-12-21 | 2023-03-30 | Completed | 33.33% | $234.23 | $224.31 | -4.28% | Signal | |
| 2022-05-10 | 2023-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.98% | Interest Income | |
| 2022-02-07 | 2022-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.94% | Interest Income | |
| 2022-07-08 | 2022-11-16 | Completed | 33.33% | $226.24 | $231.06 | 2.08% | Signal | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-04-06 | 2022-06-14 | Completed | 33.33% | $153.18 | $208.81 | 36.24% | Stop | |
| 2022-02-16 | 2022-05-10 | Completed | 33.33% | $227.62 | $218.05 | -4.25% | Stop | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-05 | 2022-02-07 | Completed | 33.33% | $243.80 | $230.53 | -5.49% | Signal | |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $134.45 | $223.03 | 65.80% | Stop | |
| 2021-12-13 | 2022-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-06-19 | 2021-12-13 | Completed | 33.33% | $176.67 | $237.53 | 34.38% | Signal | |
| 2020-04-20 | 2020-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-20 | Completed | 33.33% | $134.45 | $171.30 | 27.34% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-18 | 2020-03-13 | Completed | 33.33% | $150.13 | $150.96 | 0.50% | Stop | |
| 2019-11-20 | 2020-03-02 | Completed | 33.33% | $165.41 | $160.36 | -3.10% | Stop | |
| 2019-07-22 | 2020-03-02 | Completed | 33.33% | $156.01 | $160.36 | 2.73% | Stop | |
| 2019-10-22 | 2019-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-07-26 | 2019-10-22 | Completed | 33.33% | $156.17 | $155.90 | -0.22% | Signal | |
| 2019-07-03 | 2019-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-04-26 | 2019-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2019-04-02 | 2019-07-03 | Completed | 33.33% | $155.21 | $158.92 | 2.34% | Signal | |
| 2019-01-15 | 2019-04-26 | Completed | 33.33% | $145.55 | $149.24 | 2.48% | Signal | |
| 2018-12-20 | 2019-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-15 | 2018-12-26 | Completed | 33.33% | $121.39 | $133.88 | 10.23% | Stop | |
| 2018-07-10 | 2018-12-20 | Completed | 33.33% | $146.94 | $140.28 | -4.58% | Stop | |
| 2017-04-07 | 2018-12-20 | Completed | 33.33% | $119.55 | $140.28 | 17.28% | Stop | |
| 2018-05-07 | 2018-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2017-02-23 | 2018-05-07 | Completed | 33.33% | $118.82 | $135.78 | 14.21% | Signal | |
| 2017-03-15 | 2017-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-08-09 | 2017-03-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2016-08-02 | 2017-03-15 | Completed | 33.33% | $119.28 | $121.39 | 1.73% | Signal | |
| 2016-11-14 | 2017-02-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-05-19 | 2016-11-14 | Completed | 33.33% | $108.09 | $112.50 | 4.02% | Signal | |
| 2016-03-03 | 2016-08-09 | Completed | 33.33% | $104.98 | $117.90 | 12.25% | Signal | |
| 2015-12-17 | 2016-08-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2015-10-01 | 2016-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 33.33% | $114.03 | $96.94 | -15.03% | Stop | |
| 2015-09-17 | 2015-12-17 | Completed | 33.33% | $114.03 | $114.34 | 0.22% | Signal | |
| 2015-09-17 | 2015-10-01 | Completed | 33.33% | $114.03 | $104.90 | -8.06% | Signal | |
| 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 | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-03-05 | 2015-08-25 | Completed | 33.33% | $53.42 | $113.36 | 112.07% | Stop | |
| 2011-12-28 | 2015-08-25 | Completed | 33.33% | $50.68 | $113.36 | 123.54% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $48.15 | $113.36 | 135.31% | Stop | |
| 2011-12-01 | 2012-03-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-09-06 | 2011-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-29 | 2011-12-01 | Completed | 33.33% | $46.95 | $49.01 | 4.32% | Signal | |
| 2011-08-29 | 2011-09-06 | Completed | 33.33% | $46.95 | $45.86 | -2.37% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $40.14 | $43.71 | 8.85% | Stop | |
| 2010-12-30 | 2011-08-05 | Completed | 33.33% | $45.80 | $46.06 | 0.53% | Stop | |
| 2010-10-14 | 2011-08-05 | Completed | 33.33% | $44.11 | $46.06 | 4.37% | Stop | |
| 2010-09-10 | 2010-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-11 | 2010-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2010-06-01 | 2010-09-10 | Completed | 33.33% | $40.14 | $41.61 | 3.61% | Signal | |
| 2010-06-01 | 2010-06-11 | Completed | 33.33% | $40.14 | $40.81 | 1.63% | 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 | |
| 2009-04-20 | 2010-05-07 | Completed | 33.33% | $32.80 | $41.73 | 27.15% | Stop | |
| 2009-04-20 | 2010-05-07 | Completed | 33.33% | $32.80 | $41.73 | 27.15% | Stop | |
| 2009-04-20 | 2010-05-07 | Completed | 33.33% | $32.80 | $41.73 | 27.15% | Stop | |
| 2008-10-07 | 2009-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2008-07-10 | 2009-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2008-01-31 | 2009-04-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 2008-08-18 | 2008-10-07 | Completed | 33.33% | $45.03 | $37.90 | -15.86% | Stop | |
| 2008-01-23 | 2008-08-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2008-02-14 | 2008-07-10 | Completed | 33.33% | $44.01 | $41.46 | -5.86% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2008-01-23 | 2008-01-31 | Completed | 33.33% | $43.26 | $43.18 | -0.24% | Signal | |
| 2007-12-27 | 2008-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2007-11-19 | 2008-01-23 | Completed | 33.33% | $46.31 | $43.26 | -6.63% | Stop | |
| 2007-04-23 | 2008-01-23 | Completed | 33.33% | $46.26 | $43.26 | -6.53% | Stop | |
| 2006-12-07 | 2007-12-27 | Completed | 33.33% | $42.74 | $46.93 | 9.75% | Signal | |
| 2007-08-29 | 2007-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2006-09-14 | 2007-08-29 | Completed | 33.33% | $41.88 | $44.13 | 5.31% | Signal | |
| 2007-03-20 | 2007-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2006-01-25 | 2007-03-20 | Completed | 33.33% | $40.51 | $42.96 | 5.99% | Signal | |
| 2006-06-22 | 2006-12-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.31% | Interest Income | |
| 2006-05-15 | 2006-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 2006-01-25 | 2006-06-22 | Completed | 33.33% | $40.51 | $38.31 | -5.49% | Signal | |
| 2006-01-25 | 2006-05-15 | Completed | 33.33% | $40.51 | $38.86 | -4.14% | 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 | |