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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.0% (compared to the benchmark's drawdown of -43.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.6%, compared to a Buy-and-Hold benchmark return of 10.7%. The strategy executed 9 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.
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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% | 11.11% | 10.83% | 11.06% | 13.13% | 10.62% | 10.74% |
| Sharpe Ratio | 1.63 | 1.63 | 0.97 | 0.73 | 0.89 | 0.77 | 0.86 | 0.59 |
| Max Drawdown | -7.91% | -7.91% | -13.99% | -20.39% | -16.96% | -31.72% | -16.96% | -43.76% |
| % Time Invested | 100.0% | 100.0% | 83.6% | 100.0% | 87.3% | 100.0% | 81.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 | 0.5 | 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 | |
| 2022-12-22 | 2025-04-08 | Completed | 100% | $142.27 | $177.64 | 24.80% | Stop | |
| 2022-03-23 | 2022-12-22 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.91% | Interest Income | |
| 2020-06-03 | 2022-03-23 | Completed | 100% | $106.64 | $148.78 | 39.45% | Signal | |
| 2020-03-10 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-03-15 | 2020-03-10 | Completed | 100% | $94.80 | $100.65 | 6.12% | Stop | |
| 2018-12-24 | 2019-03-15 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2016-04-01 | 2018-12-24 | Completed | 100% | $66.60 | $82.14 | 23.27% | Stop | |
| 2016-01-07 | 2016-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-11-25 | 2016-01-07 | Completed | 100% | $64.48 | $61.31 | -4.96% | Signal | |
| 2015-08-12 | 2015-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-12-27 | 2015-08-12 | Completed | 100% | $41.16 | $64.16 | 55.79% | Signal | |
| 2011-08-09 | 2011-12-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-29 | 2011-08-09 | Completed | 100% | $35.58 | $36.17 | 1.60% | Stop | |
| 2010-07-12 | 2010-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-12 | Completed | 100% | $33.27 | $33.20 | -0.27% | Signal | |
| 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 | |
| 2008-04-24 | 2009-03-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income | |