VOOG Vanguard S&P 500 Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for VOOG (Vanguard S&P 500 Growth 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 -24.0% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.4%, compared to a Buy-and-Hold benchmark return of 17.1%. The strategy executed 36 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.
VOOG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.83% | 35.98% | 12.52% | 16.28% | 17.16% | 18.20% | 15.44% | 17.05% |
| Sharpe Ratio | 1.70 | 1.95 | 0.77 | 0.71 | 1.03 | 0.81 | 0.99 | 0.83 |
| Max Drawdown | -10.52% | -13.71% | -23.99% | -32.73% | -23.99% | -32.73% | -23.99% | -32.73% |
| % Time Invested | 100.0% | 100.0% | 92.0% | 100.0% | 95.1% | 100.0% | 96.0% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.2 | 0.0 | 2.6 | 0.0 | 2.6 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 33.33% | $76.89 | $84.35 | 9.70% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $72.44 | $84.35 | 16.45% | Mark-to-Market |
| 2025-04-29 | Open | Open | 33.33% | $56.03 | $84.35 | 50.56% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2026-03-12 | 2026-04-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-05-01 | 2026-03-30 | Completed | 33.33% | $57.57 | $66.45 | 15.42% | Stop |
| 2025-07-07 | 2026-03-12 | Completed | 33.33% | $66.12 | $71.48 | 8.11% | Signal |
| 2025-06-03 | 2025-07-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-04 | 2025-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $55.11 | $52.27 | -5.16% | Stop |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $55.11 | $52.27 | -5.16% | Stop |
| 2023-01-18 | 2025-04-04 | Completed | 33.33% | $35.44 | $51.63 | 45.70% | Stop |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $55.64 | $55.34 | -0.54% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $55.64 | $55.34 | -0.54% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-01-03 | 2024-08-06 | Completed | 33.33% | $43.61 | $50.74 | 16.35% | Stop |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $35.44 | $50.74 | 43.18% | Stop |
| 2023-11-10 | 2024-01-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2023-01-18 | 2023-11-10 | Completed | 33.33% | $35.44 | $41.36 | 16.70% | Signal |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-11-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-18 | 2022-11-04 | Completed | 33.33% | $35.20 | $33.85 | -3.85% | Signal |
| 2022-10-04 | 2022-11-04 | Completed | 33.33% | $35.29 | $33.85 | -4.10% | Signal |
| 2022-10-04 | 2022-10-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2022-09-02 | 2022-10-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-26 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.40% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $35.74 | $34.75 | -2.75% | Stop |
| 2022-04-26 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2022-03-10 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2022-05-03 | 2022-05-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $43.49 | $39.38 | -9.46% | Stop |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $43.48 | $40.47 | -6.92% | Stop |
| 2022-02-15 | 2022-03-10 | Completed | 33.33% | $43.48 | $40.86 | -6.02% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-01 | 2022-01-25 | Completed | 33.33% | $22.79 | $42.37 | 85.89% | Stop |
| 2020-06-19 | 2022-01-24 | Completed | 33.33% | $30.01 | $42.14 | 40.45% | Stop |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $21.82 | $42.14 | 93.18% | Stop |
| 2020-06-02 | 2020-06-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2020-04-22 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-24 | 2020-04-22 | Completed | 33.33% | $21.82 | $25.77 | 18.15% | 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 |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $22.05 | $25.44 | 15.35% | 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 |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $24.63 | $26.54 | 7.73% | Stop |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $24.16 | $26.54 | 9.85% | Stop |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2019-03-04 | 2019-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-02-25 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2019-01-11 | 2019-02-25 | Completed | 33.33% | $21.79 | $23.71 | 8.79% | Signal |
| 2018-12-21 | 2019-01-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $15.05 | $20.83 | 38.36% | Stop |
| 2016-07-08 | 2018-12-18 | Completed | 33.33% | $15.98 | $21.58 | 35.06% | Stop |
| 2018-12-03 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2017-01-26 | 2018-12-03 | Completed | 33.33% | $17.25 | $23.53 | 36.41% | Signal |
| 2017-01-03 | 2017-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2016-05-06 | 2017-01-03 | Completed | 33.33% | $15.43 | $16.72 | 8.40% | Signal |
| 2016-04-27 | 2016-07-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2016-04-04 | 2016-05-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2016-04-08 | 2016-04-27 | Completed | 33.33% | $15.70 | $15.65 | -0.35% | Signal |
| 2016-04-04 | 2016-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-03-02 | 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 |
| 2016-02-26 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-12 | 2016-02-26 | Completed | 33.33% | $14.02 | $14.92 | 6.43% | Signal |
| 2016-02-02 | 2016-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-21 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-01-13 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2015-12-07 | 2016-01-21 | Completed | 33.33% | $15.95 | $14.27 | -10.52% | Stop |
| 2015-09-17 | 2016-01-13 | Completed | 33.33% | $15.05 | $14.91 | -0.92% | Signal |
| 2015-11-03 | 2015-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-09-02 | 2015-11-02 | 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 |
| 2015-09-02 | 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 |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-02-12 | 2015-08-25 | Completed | 33.33% | $10.25 | $14.35 | 40.02% | Stop |
| 2012-08-31 | 2015-08-25 | Completed | 33.33% | $9.74 | $14.35 | 47.34% | Stop |
| 2012-08-31 | 2015-08-25 | Completed | 33.33% | $9.74 | $14.35 | 47.34% | Stop |
| 2013-01-14 | 2013-02-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2012-08-31 | 2013-01-14 | Completed | 33.33% | $9.74 | $10.00 | 2.67% | Signal |
| 2012-08-29 | 2012-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-08-29 | 2012-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-08-29 | 2012-08-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |