VIG
Vanguard Dividend Appreciation Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
Executive Summary
The quantitative backtest for VIG (Vanguard Dividend Appreciation Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -18.8% (compared to the benchmark's drawdown of -43.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.5%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 44 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
VIG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.18% | 17.75% | 8.76% | 10.83% | 11.97% | 13.13% | 11.46% | 10.74% |
| Sharpe Ratio | 1.57 | 1.63 | 0.83 | 0.73 | 1.01 | 0.77 | 0.93 | 0.59 |
| Max Drawdown | -7.91% | -7.91% | -12.17% | -20.39% | -14.78% | -31.72% | -18.75% | -43.76% |
| % Time Invested | 100.0% | 100.0% | 94.9% | 100.0% | 96.5% | 100.0% | 93.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 2.2 | 0.0 | 2.2 | 0.0 | 2.4 | 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 | ||||||||
| 2025-05-01 | 2026-05-18 | Completed | 33.33% | $187.06 | $228.45 | 22.06% | Signal | |
| 2025-06-10 | 2025-09-23 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.58% | Interest Income | |
| 2025-04-30 | 2025-06-10 | Completed | 33.33% | $185.03 | $196.19 | 5.98% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income | |
| 2025-03-13 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income | |
| 2023-11-08 | 2025-04-08 | Completed | 33.33% | $150.64 | $177.64 | 17.86% | Stop | |
| 2023-03-27 | 2025-04-07 | Completed | 33.33% | $141.67 | $169.12 | 19.32% | Stop | |
| 2024-01-09 | 2025-03-13 | Completed | 33.33% | $162.03 | $187.16 | 15.45% | Signal | |
| 2023-10-27 | 2024-01-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2023-09-28 | 2023-11-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2023-06-15 | 2023-10-27 | Completed | 33.33% | $150.42 | $144.45 | -4.02% | Signal | |
| 2023-07-19 | 2023-09-28 | Completed | 33.33% | $155.93 | $148.00 | -5.13% | Stop | |
| 2023-06-02 | 2023-07-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2023-06-02 | 2023-06-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2023-05-01 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-01-03 | 2023-05-01 | Completed | 33.33% | $143.24 | $148.56 | 3.66% | Signal | |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income | |
| 2022-12-02 | 2023-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income | |
| 2022-12-02 | 2023-01-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2022-12-01 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-11-07 | 2022-12-01 | Completed | 33.33% | $137.30 | $148.57 | 8.16% | Signal | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-14 | 2022-11-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2022-06-14 | 2022-10-14 | Completed | 33.33% | $131.73 | $130.46 | -1.01% | Stop | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-06-09 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2022-03-29 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-05-20 | 2022-06-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2022-06-03 | 2022-06-09 | Completed | 33.33% | $141.57 | $140.20 | -1.02% | Signal | |
| 2022-05-11 | 2022-06-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-04-01 | 2022-05-20 | Completed | 33.33% | $88.68 | $135.21 | 52.39% | Stop | |
| 2020-09-15 | 2022-05-11 | Completed | 33.33% | $116.88 | $138.17 | 18.16% | Stop | |
| 2020-06-03 | 2022-03-29 | Completed | 33.33% | $106.64 | $151.89 | 42.37% | Signal | |
| 2020-06-02 | 2020-09-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2020-06-02 | 2020-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-03-24 | 2020-06-02 | Completed | 33.33% | $83.40 | $105.27 | 26.16% | Signal | |
| 2020-04-06 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-06 | Completed | 33.33% | $83.40 | $92.98 | 11.43% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2019-01-18 | 2020-03-10 | Completed | 33.33% | $89.09 | $100.65 | 12.92% | Stop | |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2019-05-21 | 2020-03-02 | Completed | 33.33% | $97.66 | $102.56 | 4.96% | Stop | |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $95.07 | $102.56 | 7.82% | Stop | |
| 2019-03-25 | 2019-05-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.56% | Interest Income | |
| 2019-03-04 | 2019-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2019-01-16 | 2019-03-25 | Completed | 33.33% | $87.57 | $93.96 | 7.25% | Signal | |
| 2018-12-21 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income | |
| 2018-12-26 | 2019-01-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2015-09-17 | 2018-12-26 | Completed | 33.33% | $61.55 | $80.54 | 30.78% | Stop | |
| 2018-07-24 | 2018-12-21 | Completed | 33.33% | $90.79 | $83.90 | -7.63% | Stop | |
| 2016-04-12 | 2018-12-21 | Completed | 33.33% | $66.44 | $83.90 | 26.21% | Stop | |
| 2018-05-15 | 2018-07-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2017-01-11 | 2018-05-15 | Completed | 33.33% | $71.76 | $86.96 | 21.11% | Signal | |
| 2016-11-23 | 2017-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-04-13 | 2016-11-23 | Completed | 33.33% | $67.16 | $70.35 | 4.70% | Signal | |
| 2016-04-04 | 2016-04-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-04-04 | 2016-04-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2016-03-07 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-11-25 | 2016-03-07 | Completed | 33.33% | $64.48 | $64.31 | -0.30% | Signal | |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2016-01-08 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income | |
| 2015-11-25 | 2016-01-08 | Completed | 33.33% | $64.48 | $61.43 | -4.77% | Stop | |
| 2015-11-03 | 2015-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-11-03 | 2015-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-09-28 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-09-17 | 2015-09-28 | Completed | 33.33% | $61.55 | $59.71 | -3.05% | Signal | |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-09-02 | 2015-09-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-02-29 | 2015-08-25 | Completed | 33.33% | $43.44 | $61.08 | 40.54% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $38.86 | $61.08 | 57.11% | Stop | |
| 2015-07-21 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-17 | 2015-07-21 | Completed | 33.33% | $63.58 | $65.20 | 2.50% | Signal | |
| 2014-11-04 | 2014-11-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-24 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-08-30 | 2014-10-24 | Completed | 33.33% | $44.55 | $61.00 | 36.87% | Signal | |
| 2012-07-03 | 2012-08-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2011-12-13 | 2012-07-03 | Completed | 33.33% | $40.50 | $42.96 | 6.01% | Signal | |
| 2012-01-04 | 2012-02-29 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.09% | Interest Income | |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2011-12-02 | 2011-12-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-28 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2011-08-08 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income | |
| 2011-08-30 | 2011-10-28 | Completed | 33.33% | $38.36 | $40.66 | 5.96% | Signal | |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-08 | 2011-08-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $33.27 | $36.17 | 8.67% | Stop | |
| 2010-11-11 | 2011-08-08 | Completed | 33.33% | $37.01 | $36.96 | -0.19% | Stop | |
| 2010-10-05 | 2011-08-08 | Completed | 33.33% | $35.80 | $36.96 | 3.19% | Stop | |
| 2010-11-02 | 2010-11-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-10-20 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2010-06-01 | 2010-10-20 | Completed | 33.33% | $33.27 | $36.31 | 9.08% | Signal | |
| 2010-09-02 | 2010-10-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2010-07-19 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-06-01 | 2010-07-19 | Completed | 33.33% | $33.27 | $33.06 | -0.68% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-03-19 | 2010-05-07 | Completed | 33.33% | $24.90 | $34.50 | 38.49% | Stop | |
| 2009-03-19 | 2010-05-07 | Completed | 33.33% | $24.90 | $34.50 | 38.49% | Stop | |
| 2009-03-19 | 2010-05-07 | Completed | 33.33% | $24.90 | $34.50 | 38.49% | Stop | |
| 2009-01-05 | 2009-03-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2009-01-05 | 2009-03-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2009-01-05 | 2009-03-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2008-09-03 | 2009-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2008-08-18 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2008-07-28 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2008-06-03 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2008-04-28 | 2008-08-18 | Completed | 33.33% | $37.69 | $36.40 | -3.46% | Signal | |
| 2008-06-05 | 2008-07-28 | Completed | 33.33% | $37.40 | $35.08 | -6.25% | Signal | |
| 2008-06-03 | 2008-06-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2008-04-24 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-04-24 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2008-04-24 | 2008-04-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |