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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -35.2% (compared to the benchmark's drawdown of -53.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.3%, compared to a Buy-and-Hold benchmark return of 10.3%. The strategy executed 15 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 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 Active
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.
🎯 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
VOT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -9.48% | 1.24% | -1.70% | 4.73% | 10.17% | 11.43% | 8.27% | 10.33% |
| Sharpe Ratio | -0.62 | 0.07 | -0.10 | 0.22 | 0.57 | 0.51 | 0.48 | 0.43 |
| Max Drawdown | -16.42% | -15.96% | -29.86% | -37.19% | -29.86% | -37.19% | -35.19% | -53.88% |
| % Time Invested | 93.7% | 100.0% | 82.9% | 100.0% | 84.9% | 100.0% | 83.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 0.8 | 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 | ||||||||
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-03-30 | Completed | 100% | $242.34 | $254.45 | 4.94% | Stop | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-02-05 | 2025-04-07 | Completed | 100% | $215.65 | $212.33 | -1.59% | Stop | |
| 2023-10-31 | 2024-02-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | Interest Income | |
| 2023-01-18 | 2023-10-31 | Completed | 100% | $186.84 | $178.08 | -4.73% | Stop | |
| 2022-09-14 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.38% | Interest Income | |
| 2022-05-25 | 2022-09-14 | Completed | 100% | $173.95 | $184.96 | 6.28% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2022-02-10 | 2022-05-03 | Completed | 100% | $218.90 | $193.03 | -11.86% | Stop | |
| 2022-01-19 | 2022-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-03-24 | 2022-01-19 | Completed | 100% | $110.31 | $218.62 | 98.10% | Stop | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-01-11 | 2020-03-02 | Completed | 100% | $118.98 | $144.15 | 21.09% | Stop | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-02-01 | 2018-12-18 | Completed | 100% | $103.03 | $115.89 | 12.43% | Stop | |
| 2016-06-14 | 2017-02-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2016-02-12 | 2016-06-14 | Completed | 100% | $79.77 | $93.87 | 17.62% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $95.28 | $82.68 | -13.26% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-27 | 2015-08-25 | Completed | 100% | $56.48 | $90.81 | 60.72% | Stop | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-10-05 | Completed | 100% | $53.72 | $48.33 | -10.08% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-16 | 2011-08-08 | Completed | 100% | $45.73 | $50.70 | 10.82% | Stop | |
| 2010-05-24 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-15 | 2010-05-24 | Completed | 100% | $39.81 | $43.43 | 9.04% | Stop | |
| 2008-09-17 | 2009-09-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2008-08-21 | 2008-09-17 | Completed | 100% | $50.23 | $44.50 | -11.46% | Stop | |
| 2008-08-19 | 2008-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |