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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -23.6% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.8%, compared to a Buy-and-Hold benchmark return of 16.3%. The strategy executed 11 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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VONG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -2.18% | 8.06% | 7.63% | 11.42% | 14.92% | 17.38% | 12.76% | 16.26% |
| Sharpe Ratio | -0.14 | 0.46 | 0.50 | 0.50 | 0.90 | 0.76 | 0.83 | 0.79 |
| Max Drawdown | -13.00% | -16.23% | -20.21% | -32.72% | -20.21% | -32.72% | -23.65% | -32.72% |
| % Time Invested | 93.7% | 100.0% | 73.9% | 100.0% | 82.1% | 100.0% | 83.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.8 | 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 | ||||||||
| 2026-03-26 | 2026-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-27 | 2026-03-26 | Completed | 100% | $107.61 | $110.29 | 2.44% | Signal | |
| 2025-04-01 | 2025-06-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $93.31 | $92.01 | -1.44% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $56.71 | $85.27 | 50.29% | Stop | |
| 2022-03-03 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-02-16 | 2022-03-03 | Completed | 100% | $68.10 | $67.25 | -1.30% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-03 | 2022-01-25 | Completed | 100% | $46.20 | $66.18 | 43.17% | Stop | |
| 2020-04-15 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-15 | Completed | 100% | $34.12 | $40.32 | 18.10% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-27 | 2020-03-02 | Completed | 100% | $36.51 | $41.54 | 13.73% | Stop | |
| 2018-12-10 | 2019-03-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2016-04-25 | 2018-12-10 | Completed | 100% | $23.45 | $32.91 | 40.28% | Signal | |
| 2016-01-22 | 2016-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-12-08 | 2016-01-22 | Completed | 100% | $23.40 | $21.56 | -7.91% | Signal | |
| 2015-09-29 | 2015-12-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2015-09-29 | Completed | 100% | $22.51 | $21.23 | -5.71% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-09-14 | 2015-08-25 | Completed | 100% | $15.06 | $21.96 | 45.71% | Stop | |
| 2012-09-12 | 2012-09-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |