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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.8% (compared to the benchmark's drawdown of -43.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.9%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 11 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.
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VIG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 17.75% | 17.75% | 7.53% | 10.83% | 12.16% | 13.13% | 11.92% | 10.74% |
| Sharpe Ratio | 1.63 | 1.63 | 0.59 | 0.73 | 0.88 | 0.77 | 0.84 | 0.59 |
| Max Drawdown | -7.91% | -7.91% | -18.31% | -20.39% | -18.31% | -31.72% | -22.77% | -43.76% |
| % Time Invested | 100.0% | 100.0% | 82.3% | 100.0% | 89.9% | 100.0% | 89.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.6 | 0.0 | 0.6 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-11-08 | 2025-04-08 | Completed | 100% | $150.64 | $177.64 | 17.86% | Stop | |
| 2023-09-28 | 2023-11-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.63% | Interest Income | |
| 2023-07-19 | 2023-09-28 | Completed | 100% | $155.93 | $148.00 | -5.13% | Stop | |
| 2022-12-16 | 2023-07-19 | Interest (CASH) | 100% | $1.00 | $1.03 | 2.86% | Interest Income | |
| 2022-11-07 | 2022-12-16 | Completed | 100% | $137.30 | $142.21 | 3.53% | Signal | |
| 2022-10-14 | 2022-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2022-06-14 | 2022-10-14 | Completed | 100% | $131.73 | $130.46 | -1.01% | Stop | |
| 2022-05-20 | 2022-06-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2020-04-01 | 2022-05-20 | Completed | 100% | $88.68 | $135.21 | 52.39% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-17 | 2020-03-10 | Completed | 100% | $87.31 | $100.65 | 15.22% | Stop | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-24 | Completed | 100% | $61.55 | $82.14 | 33.38% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-31 | 2015-08-25 | Completed | 100% | $38.86 | $61.08 | 57.11% | Stop | |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $33.27 | $36.17 | 8.67% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-03-19 | 2010-05-07 | Completed | 100% | $24.90 | $34.50 | 38.49% | Stop | |
| 2008-07-29 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2008-04-28 | 2008-07-29 | Completed | 100% | $37.69 | $34.50 | -8.49% | Signal | |
| 2008-04-24 | 2008-04-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |