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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.6% (compared to the benchmark's drawdown of -32.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.9%, compared to a Buy-and-Hold benchmark return of 16.4%. 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.
Switch to MMA to enable
VOOG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 8.86% | 17.84% | 8.96% | 12.54% | 14.65% | 17.15% | 12.87% | 16.40% |
| Sharpe Ratio | 0.50 | 0.94 | 0.58 | 0.55 | 0.91 | 0.76 | 0.85 | 0.80 |
| Max Drawdown | -13.71% | -13.71% | -21.39% | -32.73% | -21.39% | -32.73% | -22.59% | -32.73% |
| % Time Invested | 93.7% | 100.0% | 74.6% | 100.0% | 82.2% | 100.0% | 83.8% | 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 | ||||||||
| 2026-04-10 | 2026-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-20 | 2026-04-10 | Completed | 100% | $63.26 | $72.36 | 14.32% | Signal | |
| 2025-04-01 | 2025-06-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $55.58 | $55.18 | -0.76% | 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% | $35.40 | $50.69 | 43.11% | Stop | |
| 2022-03-09 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.22% | Interest Income | |
| 2022-02-16 | 2022-03-09 | Completed | 100% | $43.45 | $40.80 | -6.14% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-09 | 2022-01-25 | Completed | 100% | $29.71 | $42.32 | 42.36% | Stop | |
| 2020-04-08 | 2020-06-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-08 | Completed | 100% | $21.79 | $24.65 | 13.08% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-28 | 2020-03-02 | Completed | 100% | $24.04 | $26.51 | 10.22% | Stop | |
| 2018-12-13 | 2019-03-28 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2016-04-25 | 2018-12-13 | Completed | 100% | $15.64 | $22.47 | 43.57% | Signal | |
| 2016-02-01 | 2016-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2015-11-30 | 2016-02-01 | Completed | 100% | $15.95 | $14.72 | -7.78% | Signal | |
| 2015-09-28 | 2015-11-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-09-28 | Completed | 100% | $15.04 | $14.50 | -3.61% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-31 | 2015-08-25 | Completed | 100% | $9.73 | $14.33 | 47.27% | Stop | |
| 2012-08-29 | 2012-08-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |