VONG
Vanguard Russell 1000 Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VONG (Vanguard Russell 1000 Growth Index Fund ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.5% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.8%, compared to a Buy-and-Hold benchmark return of 16.3%. The strategy executed 40 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
VONG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 1.39% | 8.06% | 5.67% | 11.42% | 14.66% | 17.38% | 13.76% | 16.26% |
| Sharpe Ratio | 0.10 | 0.46 | 0.36 | 0.50 | 0.88 | 0.76 | 0.89 | 0.79 |
| Max Drawdown | -11.62% | -16.23% | -26.53% | -32.72% | -26.53% | -32.72% | -26.53% | -32.72% |
| % Time Invested | 95.6% | 100.0% | 90.1% | 100.0% | 94.1% | 100.0% | 95.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.0 | 0.0 | 3.1 | 0.0 | 2.9 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2025-04-24 | 2026-03-30 | Completed | 33.33% | $89.78 | $107.02 | 19.15% | Stop | |
| 2025-09-03 | 2026-03-23 | Completed | 33.33% | $113.99 | $111.68 | -2.08% | Stop | |
| 2025-07-09 | 2026-02-23 | Completed | 33.33% | $109.32 | $116.18 | 6.23% | Signal | |
| 2025-07-28 | 2025-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2025-05-01 | 2025-07-28 | Completed | 33.33% | $95.62 | $112.94 | 18.05% | Signal | |
| 2025-04-07 | 2025-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.08% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-01 | 2025-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $91.83 | $86.80 | -5.52% | Stop | |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $91.83 | $79.78 | -13.16% | Signal | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 33.33% | $93.31 | $92.01 | -1.44% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $93.31 | $92.63 | -0.78% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $93.31 | $92.63 | -0.78% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-12-20 | 2024-08-06 | Completed | 33.33% | $76.97 | $85.27 | 10.73% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $56.71 | $85.27 | 50.29% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $56.71 | $85.27 | 50.29% | Stop | |
| 2023-11-13 | 2023-12-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2023-01-18 | 2023-11-13 | Completed | 33.33% | $56.71 | $71.20 | 25.50% | Signal | |
| 2022-11-08 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2022-10-21 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-04-27 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2022-10-05 | 2022-11-08 | Completed | 33.33% | $55.09 | $54.09 | -1.87% | Signal | |
| 2022-10-18 | 2022-10-21 | Completed | 33.33% | $54.96 | $53.23 | -3.19% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-03-01 | 2022-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2022-06-01 | 2022-09-26 | Completed | 33.33% | $59.98 | $54.15 | -9.75% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-09 | Completed | 33.33% | $68.10 | $58.74 | -13.79% | Stop | |
| 2022-02-15 | 2022-04-27 | Completed | 33.33% | $68.11 | $61.56 | -9.66% | Stop | |
| 2022-02-15 | 2022-03-01 | Completed | 33.33% | $68.11 | $66.50 | -2.41% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $35.70 | $66.18 | 85.31% | Stop | |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $46.20 | $65.54 | 41.78% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $34.12 | $65.54 | 91.98% | Stop | |
| 2020-04-23 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-04-23 | Completed | 33.33% | $34.12 | $40.96 | 19.98% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-15 | 2020-03-10 | Completed | 33.33% | $32.76 | $40.13 | 22.42% | Stop | |
| 2019-06-26 | 2020-03-02 | Completed | 33.33% | $38.27 | $41.54 | 8.51% | Stop | |
| 2019-03-26 | 2020-03-02 | Completed | 33.33% | $36.56 | $41.54 | 13.58% | Stop | |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2019-04-08 | 2019-06-04 | Completed | 33.33% | $37.53 | $35.87 | -4.48% | Stop | |
| 2019-02-20 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2018-11-30 | 2019-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2019-01-17 | 2019-02-20 | Completed | 33.33% | $33.12 | $35.59 | 7.40% | Signal | |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $33.01 | $29.94 | -9.35% | Stop | |
| 2012-09-14 | 2018-12-20 | Completed | 33.33% | $15.06 | $31.42 | 108.47% | Stop | |
| 2018-11-21 | 2018-11-30 | Completed | 33.33% | $33.01 | $34.35 | 4.01% | Signal | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2016-07-12 | 2018-10-30 | Completed | 33.33% | $24.17 | $33.07 | 36.77% | Stop | |
| 2016-05-04 | 2018-10-30 | Completed | 33.33% | $22.99 | $33.07 | 43.78% | Stop | |
| 2016-01-06 | 2016-07-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-02-25 | 2016-05-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-12 | 2016-02-25 | Completed | 33.33% | $20.75 | $21.87 | 5.38% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-10 | 2016-01-21 | Completed | 33.33% | $23.27 | $21.19 | -8.97% | Stop | |
| 2015-09-17 | 2016-01-06 | Completed | 33.33% | $22.51 | $22.49 | -0.13% | Signal | |
| 2015-08-25 | 2015-12-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-20 | 2015-08-25 | Completed | 33.33% | $15.53 | $21.96 | 41.30% | Stop | |
| 2012-09-14 | 2015-08-25 | Completed | 33.33% | $15.06 | $21.96 | 45.71% | Stop | |
| 2013-01-28 | 2013-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-14 | 2013-01-28 | Completed | 33.33% | $15.06 | $15.34 | 1.80% | Signal | |
| 2012-09-12 | 2012-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-12 | 2012-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-12 | 2012-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |