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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.9% (compared to the benchmark's drawdown of -39.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.8%, compared to a Buy-and-Hold benchmark return of 10.4%. The strategy executed 21 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.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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 | 4.84% | 24.09% | -1.43% | 5.32% | 2.48% | 10.00% | 5.81% | 10.37% |
| Sharpe Ratio | 0.40 | 1.43 | -0.14 | 0.34 | 0.19 | 0.56 | 0.46 | 0.57 |
| Max Drawdown | -10.40% | -10.40% | -17.42% | -17.71% | -25.87% | -28.85% | -25.87% | -39.12% |
| % Time Invested | 68.2% | 100.0% | 60.6% | 100.0% | 73.2% | 100.0% | 72.2% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.0 | 0.0 | 1.1 | 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 | ||||||||
| 2025-10-09 | 2026-05-20 | Completed | 100% | $266.52 | $273.60 | 2.61% | Signal | |
| 2025-05-15 | 2025-10-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.70% | Interest Income | |
| 2025-05-01 | 2025-05-15 | Completed | 100% | $248.32 | $231.20 | -6.94% | Stop | |
| 2024-12-26 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2024-01-11 | 2024-12-26 | Completed | 100% | $248.24 | $250.01 | 0.66% | Signal | |
| 2023-10-19 | 2024-01-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.22% | Interest Income | |
| 2023-05-12 | 2023-10-19 | Completed | 100% | $232.89 | $225.63 | -3.17% | Signal | |
| 2023-04-04 | 2023-05-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2022-12-12 | 2023-04-04 | Completed | 100% | $237.91 | $229.26 | -3.68% | Signal | |
| 2022-03-01 | 2022-12-12 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.80% | Interest Income | |
| 2020-06-01 | 2022-03-01 | Completed | 100% | $178.66 | $226.35 | 26.63% | Signal | |
| 2020-04-14 | 2020-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-06 | 2020-04-14 | Completed | 100% | $153.18 | $164.34 | 7.23% | Signal | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-07-03 | 2020-03-13 | Completed | 100% | $158.92 | $150.96 | -5.05% | Stop | |
| 2019-05-21 | 2019-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2019-03-13 | 2019-05-21 | Completed | 100% | $153.94 | $149.65 | -2.84% | Signal | |
| 2019-01-29 | 2019-03-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2019-01-17 | 2019-01-29 | Completed | 100% | $147.36 | $147.06 | -0.25% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-02-23 | 2018-12-24 | Completed | 100% | $118.82 | $135.38 | 13.88% | Stop | |
| 2016-12-02 | 2017-02-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2016-06-01 | 2016-12-02 | Completed | 100% | $111.41 | $108.55 | -2.62% | Signal | |
| 2015-10-05 | 2016-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2015-09-17 | 2015-10-05 | Completed | 100% | $114.03 | $108.76 | -4.67% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-20 | 2015-08-25 | Completed | 100% | $52.26 | $113.36 | 116.78% | Stop | |
| 2011-09-14 | 2012-01-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-30 | 2011-09-14 | Completed | 100% | $47.49 | $46.88 | -1.33% | Signal | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-11-02 | 2011-08-08 | Completed | 100% | $44.52 | $44.66 | 0.28% | Stop | |
| 2010-06-24 | 2010-11-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2010-06-01 | 2010-06-24 | Completed | 100% | $40.14 | $41.14 | 2.44% | Signal | |
| 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 | |
| 2008-10-09 | 2009-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2008-09-17 | 2008-10-09 | Completed | 100% | $42.04 | $36.11 | -14.16% | Stop | |
| 2008-01-23 | 2008-09-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2006-09-08 | 2008-01-23 | Completed | 100% | $41.12 | $43.26 | 5.16% | Stop | |
| 2006-05-26 | 2006-09-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2006-01-25 | 2006-05-26 | Completed | 100% | $40.51 | $38.81 | -4.27% | Signal | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |