VOOG
Vanguard S&P 500 Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VOOG (Vanguard S&P 500 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 -23.8% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 14.6%, compared to a Buy-and-Hold benchmark return of 16.4%. The strategy executed 36 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.
VOOG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.95% | 17.84% | 8.69% | 12.54% | 15.92% | 17.15% | 14.60% | 16.40% |
| Sharpe Ratio | 0.70 | 0.94 | 0.53 | 0.55 | 0.95 | 0.76 | 0.94 | 0.80 |
| Max Drawdown | -10.54% | -13.71% | -23.83% | -32.73% | -23.83% | -32.73% | -23.83% | -32.73% |
| % Time Invested | 100.0% | 100.0% | 92.0% | 100.0% | 95.1% | 100.0% | 96.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.2 | 0.0 | 2.5 | 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 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 | |
| 2026-03-12 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2025-05-01 | 2026-03-30 | Completed | 33.33% | $57.51 | $66.37 | 15.36% | Stop | |
| 2025-07-07 | 2026-03-12 | Completed | 33.33% | $66.05 | $71.41 | 8.05% | Signal | |
| 2025-04-08 | 2025-07-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $55.05 | $52.21 | -5.21% | Stop | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $55.05 | $52.21 | -5.21% | Stop | |
| 2023-01-18 | 2025-04-04 | Completed | 33.33% | $35.40 | $51.58 | 45.62% | Stop | |
| 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 | 2025-03-11 | Completed | 33.33% | $55.58 | $55.28 | -0.59% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $55.58 | $55.28 | -0.59% | 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 | |
| 2024-01-03 | 2024-08-06 | Completed | 33.33% | $43.56 | $50.69 | 16.29% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $35.40 | $50.69 | 43.11% | Stop | |
| 2023-11-10 | 2024-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2023-01-18 | 2023-11-10 | Completed | 33.33% | $35.40 | $41.31 | 16.64% | Signal | |
| 2022-11-04 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2022-11-04 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income | |
| 2022-04-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2022-10-18 | 2022-11-04 | Completed | 33.33% | $35.16 | $33.81 | -3.90% | Signal | |
| 2022-10-04 | 2022-11-04 | Completed | 33.33% | $35.26 | $33.81 | -4.14% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-03-10 | 2022-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $35.70 | $34.72 | -2.80% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $43.45 | $39.34 | -9.50% | Stop | |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $43.43 | $40.42 | -6.97% | Stop | |
| 2022-02-15 | 2022-03-10 | Completed | 33.33% | $43.43 | $40.81 | -6.07% | 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% | $22.77 | $42.32 | 85.80% | Stop | |
| 2020-06-19 | 2022-01-24 | Completed | 33.33% | $29.97 | $42.10 | 40.38% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $21.79 | $42.10 | 93.09% | Stop | |
| 2020-04-22 | 2020-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-22 | Completed | 33.33% | $21.79 | $25.75 | 18.09% | 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 | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $22.03 | $25.41 | 15.29% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $24.61 | $26.51 | 7.68% | Stop | |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $24.13 | $26.51 | 9.80% | Stop | |
| 2019-02-25 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2018-12-03 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2019-01-11 | 2019-02-25 | Completed | 33.33% | $21.77 | $23.68 | 8.74% | Signal | |
| 2018-12-21 | 2019-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2015-09-17 | 2018-12-21 | Completed | 33.33% | $15.04 | $20.80 | 38.29% | Stop | |
| 2016-07-08 | 2018-12-18 | Completed | 33.33% | $15.96 | $21.56 | 34.99% | Stop | |
| 2017-01-26 | 2018-12-03 | Completed | 33.33% | $17.23 | $23.50 | 36.34% | Signal | |
| 2017-01-03 | 2017-01-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-05-06 | 2017-01-03 | Completed | 33.33% | $15.41 | $16.70 | 8.35% | Signal | |
| 2016-04-27 | 2016-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-02-26 | 2016-05-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2016-04-08 | 2016-04-27 | Completed | 33.33% | $15.69 | $15.63 | -0.40% | Signal | |
| 2016-01-13 | 2016-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2016-02-12 | 2016-02-26 | Completed | 33.33% | $14.00 | $14.90 | 6.38% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-07 | 2016-01-21 | Completed | 33.33% | $15.93 | $14.26 | -10.56% | Stop | |
| 2015-09-17 | 2016-01-13 | Completed | 33.33% | $15.04 | $14.90 | -0.97% | Signal | |
| 2015-08-25 | 2015-12-07 | 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 | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-02-12 | 2015-08-25 | Completed | 33.33% | $10.24 | $14.33 | 39.95% | Stop | |
| 2012-08-31 | 2015-08-25 | Completed | 33.33% | $9.73 | $14.33 | 47.27% | Stop | |
| 2012-08-31 | 2015-08-25 | Completed | 33.33% | $9.73 | $14.33 | 47.27% | Stop | |
| 2013-01-14 | 2013-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-31 | 2013-01-14 | Completed | 33.33% | $9.73 | $9.99 | 2.61% | Signal | |
| 2012-08-29 | 2012-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-29 | 2012-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-29 | 2012-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |