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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.4% (compared to the benchmark's drawdown of -39.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.6%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 14 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
VHT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.23% | 24.09% | 4.27% | 5.32% | 8.06% | 10.00% | 9.62% | 10.37% |
| Sharpe Ratio | 1.08 | 1.43 | 0.31 | 0.34 | 0.54 | 0.56 | 0.66 | 0.57 |
| Max Drawdown | -10.40% | -10.40% | -22.17% | -17.71% | -22.17% | -28.85% | -23.45% | -39.12% |
| % Time Invested | 82.1% | 100.0% | 75.5% | 100.0% | 80.6% | 100.0% | 84.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.7 | 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 | ||||||||
| 2025-08-25 | 2025-10-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2025-05-01 | 2025-08-25 | Completed | 100% | $248.32 | $251.81 | 1.36% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-08 | 2025-04-08 | Completed | 100% | $224.04 | $246.75 | 10.08% | Stop | |
| 2022-12-07 | 2023-11-08 | Interest (CASH) | 100% | $1.00 | $1.05 | 4.74% | Interest Income | |
| 2022-07-08 | 2022-12-07 | Completed | 100% | $226.24 | $236.60 | 4.53% | Signal | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2020-04-06 | 2022-06-14 | Completed | 100% | $153.18 | $208.81 | 36.24% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-17 | 2020-03-13 | Completed | 100% | $147.36 | $150.96 | 2.40% | Stop | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-03-14 | 2018-12-24 | Completed | 100% | $121.38 | $135.38 | 11.48% | Stop | |
| 2016-08-10 | 2017-03-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2016-03-03 | 2016-08-10 | Completed | 100% | $104.98 | $117.85 | 12.20% | Signal | |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-02-09 | Completed | 100% | $114.03 | $96.94 | -15.03% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2015-08-25 | Completed | 100% | $47.49 | $113.36 | 138.59% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-08 | Completed | 100% | $40.14 | $44.66 | 11.23% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-04-20 | 2010-05-07 | Completed | 100% | $32.80 | $41.73 | 27.15% | Stop | |
| 2008-06-25 | 2009-04-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2008-02-14 | 2008-06-25 | Completed | 100% | $44.01 | $40.44 | -8.17% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-04-19 | 2008-01-23 | Completed | 100% | $45.79 | $43.26 | -5.57% | Stop | |
| 2007-03-22 | 2007-04-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2006-01-25 | 2007-03-22 | Completed | 100% | $40.51 | $43.71 | 7.83% | Signal | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |