VOT
Vanguard Mid-Cap Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VOT (Vanguard Mid-Cap 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 -25.1% (compared to the benchmark's drawdown of -53.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.8%, compared to a Buy-and-Hold benchmark return of 10.3%. The strategy executed 56 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.
VOT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.17% | 1.24% | 0.06% | 4.73% | 9.20% | 11.43% | 8.78% | 10.33% |
| Sharpe Ratio | -0.54 | 0.07 | 0.00 | 0.22 | 0.60 | 0.51 | 0.59 | 0.43 |
| Max Drawdown | -10.41% | -15.96% | -22.49% | -37.19% | -22.49% | -37.19% | -25.07% | -53.88% |
| % Time Invested | 93.7% | 100.0% | 89.7% | 100.0% | 93.9% | 100.0% | 91.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.8 | 0.0 | 3.3 | 0.0 | 3.1 | 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 | ||||||||
| 2026-03-31 | 2026-04-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-03-31 | Completed | 33.33% | $242.34 | $251.97 | 3.92% | Stop | |
| 2025-05-01 | 2026-03-23 | Completed | 33.33% | $248.87 | $262.60 | 5.46% | Stop | |
| 2025-05-01 | 2025-12-15 | Completed | 33.33% | $248.87 | $282.96 | 13.64% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $241.09 | $225.86 | -6.37% | Stop | |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $241.09 | $225.86 | -6.37% | Stop | |
| 2024-02-07 | 2025-04-07 | Completed | 33.33% | $217.79 | $212.33 | -2.56% | 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 | |
| 2024-09-18 | 2025-03-11 | Completed | 33.33% | $233.96 | $239.95 | 2.51% | Stop | |
| 2023-11-17 | 2025-03-11 | Completed | 33.33% | $195.95 | $239.95 | 22.39% | Stop | |
| 2024-08-08 | 2024-09-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2024-01-12 | 2024-08-08 | Completed | 33.33% | $213.37 | $218.25 | 2.24% | Signal | |
| 2023-10-31 | 2024-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.43% | Interest Income | |
| 2023-10-26 | 2024-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2023-10-26 | 2023-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-10-31 | Completed | 33.33% | $186.84 | $178.08 | -4.73% | Stop | |
| 2023-06-22 | 2023-10-26 | Completed | 33.33% | $195.21 | $179.98 | -7.85% | Stop | |
| 2023-01-18 | 2023-10-26 | Completed | 33.33% | $186.84 | $179.98 | -3.72% | Stop | |
| 2023-05-30 | 2023-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-01-18 | 2023-05-30 | Completed | 33.33% | $186.84 | $188.70 | 0.95% | Signal | |
| 2022-11-10 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 2022-09-14 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.38% | Interest Income | |
| 2022-04-20 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.15% | Interest Income | |
| 2022-10-04 | 2022-11-10 | Completed | 33.33% | $174.21 | $177.48 | 1.83% | Signal | |
| 2022-02-08 | 2022-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income | |
| 2022-06-01 | 2022-09-14 | Completed | 33.33% | $186.36 | $184.96 | -0.80% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-11 | 2022-05-09 | Completed | 33.33% | $219.54 | $181.67 | -17.29% | Stop | |
| 2022-03-21 | 2022-04-20 | Completed | 33.33% | $214.05 | $211.71 | -1.14% | Signal | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-02-03 | 2022-02-25 | Completed | 33.33% | $213.51 | $207.97 | -2.64% | Stop | |
| 2022-01-20 | 2022-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-02-03 | 2022-02-08 | Completed | 33.33% | $213.51 | $213.28 | -0.16% | Signal | |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-01-11 | 2022-02-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-01 | 2022-01-20 | Completed | 33.33% | $116.61 | $217.39 | 86.33% | Stop | |
| 2021-03-30 | 2022-01-11 | Completed | 33.33% | $203.72 | $227.17 | 11.46% | Stop | |
| 2021-03-30 | 2022-01-11 | Completed | 33.33% | $203.72 | $227.17 | 11.46% | Stop | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-03-08 | 2021-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-08-26 | 2021-03-08 | Completed | 33.33% | $173.97 | $201.53 | 15.78% | Stop | |
| 2020-06-03 | 2021-03-08 | Completed | 33.33% | $158.64 | $201.53 | 26.97% | Stop | |
| 2020-07-20 | 2020-08-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2020-07-20 | Completed | 33.33% | $110.31 | $165.94 | 50.37% | Signal | |
| 2020-04-09 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-09 | Completed | 33.33% | $110.31 | $131.95 | 19.57% | 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 | |
| 2019-01-14 | 2020-03-10 | Completed | 33.33% | $118.60 | $135.67 | 14.33% | Stop | |
| 2019-02-20 | 2020-03-02 | Completed | 33.33% | $132.06 | $144.15 | 9.09% | Stop | |
| 2019-02-20 | 2020-03-02 | Completed | 33.33% | $132.06 | $144.15 | 9.09% | Stop | |
| 2018-12-21 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-10-25 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2018-12-19 | 2019-01-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-16 | 2018-12-21 | Completed | 33.33% | $122.18 | $111.40 | -8.86% | Stop | |
| 2017-02-02 | 2018-12-19 | Completed | 33.33% | $102.32 | $115.13 | 12.46% | Stop | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-01-20 | 2018-10-25 | Completed | 33.33% | $101.95 | $118.94 | 16.61% | Stop | |
| 2016-07-25 | 2018-10-25 | Completed | 33.33% | $99.04 | $118.94 | 20.03% | Stop | |
| 2016-06-13 | 2017-02-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2016-12-08 | 2017-01-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-05-04 | 2016-12-08 | Completed | 33.33% | $92.43 | $100.34 | 8.50% | Signal | |
| 2016-06-28 | 2016-07-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-06-03 | 2016-06-28 | Completed | 33.33% | $95.91 | $91.03 | -5.14% | Stop | |
| 2016-02-12 | 2016-06-13 | Completed | 33.33% | $79.77 | $94.61 | 18.54% | Signal | |
| 2015-11-16 | 2016-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-01-07 | 2016-05-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 33.33% | $95.28 | $82.68 | -13.26% | Stop | |
| 2015-11-25 | 2016-01-07 | Completed | 33.33% | $94.92 | $88.06 | -7.27% | Stop | |
| 2015-08-21 | 2015-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-09-17 | 2015-11-16 | Completed | 33.33% | $95.28 | $91.28 | -4.24% | Signal | |
| 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 | |
| 2012-06-27 | 2015-08-25 | Completed | 33.33% | $56.52 | $90.81 | 60.60% | Stop | |
| 2011-10-27 | 2015-08-25 | Completed | 33.33% | $56.48 | $90.81 | 60.72% | Stop | |
| 2012-09-21 | 2015-08-21 | Completed | 33.33% | $62.51 | $95.32 | 52.41% | Signal | |
| 2012-07-03 | 2012-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-06-27 | 2012-07-03 | Completed | 33.33% | $56.52 | $58.18 | 2.88% | Signal | |
| 2012-06-05 | 2012-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-06-05 | 2012-06-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-09 | 2012-06-05 | Completed | 33.33% | $60.56 | $54.78 | -9.59% | Stop | |
| 2012-01-05 | 2012-06-05 | Completed | 33.33% | $54.21 | $54.78 | 0.99% | Stop | |
| 2011-10-04 | 2012-02-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-05 | 2012-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-10-05 | Completed | 33.33% | $53.72 | $48.33 | -10.08% | Stop | |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $52.81 | $46.05 | -12.84% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-05 | 2011-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-07-27 | 2011-08-08 | Completed | 33.33% | $46.26 | $50.70 | 9.54% | Stop | |
| 2010-10-05 | 2011-08-05 | Completed | 33.33% | $48.36 | $54.12 | 11.85% | Stop | |
| 2010-06-15 | 2011-08-05 | Completed | 33.33% | $45.26 | $54.12 | 19.52% | Stop | |
| 2010-07-29 | 2010-10-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-15 | 2010-07-29 | Completed | 33.33% | $45.26 | $45.27 | -0.01% | Signal | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-15 | 2010-07-02 | Completed | 33.33% | $39.81 | $42.06 | 5.61% | Stop | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-21 | 2010-06-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-28 | 2010-05-21 | Completed | 33.33% | $36.28 | $42.10 | 15.98% | Stop | |
| 2009-04-24 | 2010-05-21 | Completed | 33.33% | $31.94 | $42.10 | 31.73% | Stop | |
| 2008-09-19 | 2009-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2008-08-19 | 2009-07-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2008-08-29 | 2009-04-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2008-08-21 | 2008-09-19 | Completed | 33.33% | $50.23 | $49.36 | -1.78% | Stop | |
| 2008-08-21 | 2008-08-29 | Completed | 33.33% | $50.23 | $50.78 | 1.04% | Signal | |
| 2008-08-19 | 2008-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-08-19 | 2008-08-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |