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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.0% (compared to the benchmark's drawdown of -53.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.5%, compared to a Buy-and-Hold benchmark return of 10.3%. The strategy executed 13 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
VOT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -5.98% | 1.24% | 0.12% | 4.73% | 7.84% | 11.43% | 7.51% | 10.33% |
| Sharpe Ratio | -0.47 | 0.07 | 0.01 | 0.22 | 0.52 | 0.51 | 0.50 | 0.43 |
| Max Drawdown | -10.53% | -15.96% | -22.65% | -37.19% | -22.65% | -37.19% | -26.99% | -53.88% |
| % Time Invested | 69.0% | 100.0% | 69.8% | 100.0% | 80.2% | 100.0% | 77.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.7 | 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 | ||||||||
| 2025-05-01 | 2026-02-17 | Completed | 100% | $248.87 | $272.03 | 9.25% | Signal | |
| 2025-04-07 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2023-12-18 | 2025-04-07 | Completed | 100% | $212.86 | $212.33 | -0.30% | Stop | |
| 2023-10-30 | 2023-12-18 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.73% | Interest Income | |
| 2023-01-18 | 2023-10-30 | Completed | 100% | $186.84 | $178.04 | -4.75% | Stop | |
| 2022-01-19 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.26% | Interest Income | |
| 2020-06-03 | 2022-01-19 | Completed | 100% | $158.64 | $218.62 | 37.74% | Stop | |
| 2020-03-30 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-03-30 | Completed | 100% | $110.31 | $121.20 | 9.82% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-02-20 | 2020-03-02 | Completed | 100% | $132.06 | $144.15 | 9.09% | Stop | |
| 2018-11-23 | 2019-02-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2016-05-09 | 2018-11-23 | Completed | 100% | $92.72 | $118.97 | 28.25% | Signal | |
| 2016-01-07 | 2016-05-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2015-11-25 | 2016-01-07 | Completed | 100% | $94.92 | $88.06 | -7.27% | Stop | |
| 2015-08-25 | 2015-11-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-08-28 | 2015-08-25 | Completed | 100% | $59.70 | $90.81 | 52.04% | Stop | |
| 2012-07-23 | 2012-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-09 | 2012-07-23 | Completed | 100% | $60.56 | $56.60 | -6.58% | Signal | |
| 2011-08-08 | 2012-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-21 | 2011-08-08 | Completed | 100% | $47.82 | $50.70 | 5.98% | Stop | |
| 2010-08-27 | 2010-09-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-16 | 2010-08-27 | Completed | 100% | $45.73 | $43.43 | -5.08% | Signal | |
| 2010-05-24 | 2010-06-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-10 | 2010-05-24 | Completed | 100% | $35.69 | $43.43 | 21.61% | Stop | |
| 2008-08-19 | 2009-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |