VO
Vanguard Mid-Cap Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VO (Vanguard Mid-Cap 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 -28.3% (compared to the benchmark's drawdown of -58.9%). 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 9.5%. The strategy executed 53 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.
VO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 13.43% | 13.73% | 0.59% | 7.77% | 7.85% | 11.34% | 8.28% | 9.53% |
| Sharpe Ratio | 1.03 | 1.02 | 0.05 | 0.43 | 0.62 | 0.57 | 0.63 | 0.43 |
| Max Drawdown | -8.17% | -8.17% | -28.26% | -27.57% | -28.26% | -39.37% | -28.26% | -58.88% |
| % Time Invested | 100.0% | 100.0% | 90.3% | 100.0% | 94.2% | 100.0% | 91.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 3.0 | 0.0 | 2.6 | 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 | ||||||||
| 2025-07-16 | 2025-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2025-04-30 | 2025-07-16 | Completed | 33.33% | $62.12 | $69.18 | 11.31% | Signal | |
| 2025-03-17 | 2025-07-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.37% | Interest Income | |
| 2025-04-07 | 2025-04-30 | 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 | |
| 2024-03-21 | 2025-04-07 | Completed | 33.33% | $59.64 | $55.78 | -6.52% | Stop | |
| 2024-02-08 | 2025-04-07 | Completed | 33.33% | $56.11 | $55.78 | -0.64% | Stop | |
| 2024-01-16 | 2025-03-17 | Completed | 33.33% | $54.89 | $62.79 | 14.35% | Signal | |
| 2023-03-13 | 2024-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.06 | 5.54% | Interest Income | |
| 2024-01-17 | 2024-02-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-16 | 2024-01-17 | Completed | 33.33% | $51.13 | $54.35 | 6.24% | Signal | |
| 2023-10-26 | 2024-01-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income | |
| 2023-10-23 | 2023-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2023-07-25 | 2023-10-26 | Completed | 33.33% | $54.17 | $47.44 | -12.46% | Signal | |
| 2023-04-13 | 2023-10-23 | Completed | 33.33% | $49.83 | $47.87 | -3.99% | Signal | |
| 2023-05-08 | 2023-07-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2023-01-18 | 2023-05-08 | Completed | 33.33% | $51.09 | $49.26 | -3.65% | Signal | |
| 2023-03-13 | 2023-04-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2023-01-18 | 2023-03-13 | Completed | 33.33% | $51.09 | $47.59 | -6.90% | Stop | |
| 2023-01-18 | 2023-03-13 | Completed | 33.33% | $51.09 | $47.59 | -6.90% | Stop | |
| 2022-10-21 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.01% | Interest Income | |
| 2022-05-04 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.12% | Interest Income | |
| 2022-02-18 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 2022-10-18 | 2022-10-21 | Completed | 33.33% | $46.06 | $44.61 | -3.20% | Signal | |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-06-03 | 2022-09-26 | Completed | 33.33% | $51.15 | $45.06 | -11.95% | Stop | |
| 2022-05-11 | 2022-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-21 | 2022-05-11 | Completed | 33.33% | $54.89 | $48.41 | -11.84% | Stop | |
| 2022-02-16 | 2022-05-04 | Completed | 33.33% | $54.94 | $51.73 | -5.90% | Signal | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-02-25 | Completed | 33.33% | $28.95 | $53.12 | 83.39% | Stop | |
| 2022-02-16 | 2022-02-18 | Completed | 33.33% | $54.94 | $53.89 | -1.96% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-09-21 | 2022-01-25 | Completed | 33.33% | $39.36 | $53.28 | 35.29% | Stop | |
| 2020-06-26 | 2022-01-25 | Completed | 33.33% | $36.80 | $53.28 | 44.71% | Stop | |
| 2020-05-04 | 2020-09-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-04-02 | 2020-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-24 | 2020-05-04 | Completed | 33.33% | $26.88 | $32.93 | 22.42% | Signal | |
| 2020-03-24 | 2020-04-02 | Completed | 33.33% | $26.88 | $28.32 | 5.31% | 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 | |
| 2019-01-15 | 2020-03-10 | Completed | 33.33% | $32.17 | $34.56 | 7.37% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $36.73 | $36.93 | 0.49% | Stop | |
| 2019-03-25 | 2020-03-02 | Completed | 33.33% | $35.28 | $36.93 | 4.63% | Stop | |
| 2018-12-21 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2018-10-29 | 2019-03-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-11-20 | 2018-12-21 | Completed | 33.33% | $32.85 | $30.38 | -7.59% | Stop | |
| 2016-11-15 | 2018-12-20 | Completed | 33.33% | $27.78 | $30.69 | 10.43% | Stop | |
| 2018-10-29 | 2018-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-03 | 2018-10-29 | Completed | 33.33% | $34.93 | $32.83 | -6.06% | Stop | |
| 2016-07-21 | 2018-10-29 | Completed | 33.33% | $27.45 | $32.83 | 19.53% | Stop | |
| 2018-05-29 | 2018-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2016-05-02 | 2018-05-29 | Completed | 33.33% | $26.06 | $34.46 | 32.14% | Signal | |
| 2016-06-07 | 2016-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-06-28 | 2016-07-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-06-03 | 2016-06-28 | Completed | 33.33% | $26.64 | $25.36 | -4.84% | Stop | |
| 2016-02-12 | 2016-06-07 | Completed | 33.33% | $22.34 | $26.74 | 19.66% | Signal | |
| 2015-11-06 | 2016-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2015-08-17 | 2016-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | 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% | $26.01 | $22.76 | -12.56% | Stop | |
| 2015-09-17 | 2015-11-06 | Completed | 33.33% | $26.01 | $26.42 | 1.52% | 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 | |
| 2012-03-22 | 2015-08-25 | Completed | 33.33% | $16.33 | $25.05 | 53.29% | Stop | |
| 2011-08-30 | 2015-08-25 | Completed | 33.33% | $14.13 | $25.05 | 77.20% | Stop | |
| 2012-09-14 | 2015-08-17 | Completed | 33.33% | $16.80 | $26.97 | 60.49% | Signal | |
| 2012-06-29 | 2012-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-01-03 | 2012-06-29 | Completed | 33.33% | $14.84 | $15.49 | 4.28% | Signal | |
| 2011-10-04 | 2012-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-05 | 2012-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $13.91 | $12.32 | -11.48% | 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 | |
| 2010-06-01 | 2011-08-08 | Completed | 33.33% | $12.16 | $13.35 | 9.73% | Stop | |
| 2010-10-08 | 2011-08-05 | Completed | 33.33% | $13.17 | $14.20 | 7.82% | Stop | |
| 2010-06-01 | 2011-08-05 | Completed | 33.33% | $12.16 | $14.20 | 16.75% | Stop | |
| 2010-07-29 | 2010-10-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-29 | Completed | 33.33% | $12.16 | $12.46 | 2.39% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-09-15 | 2010-05-07 | Completed | 33.33% | $10.92 | $12.41 | 13.58% | Stop | |
| 2009-08-04 | 2010-05-07 | Completed | 33.33% | $10.10 | $12.41 | 22.90% | Stop | |
| 2009-05-11 | 2010-05-07 | Completed | 33.33% | $9.12 | $12.41 | 36.11% | Stop | |
| 2008-07-16 | 2009-09-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2007-12-14 | 2009-08-04 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income | |
| 2008-08-19 | 2009-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2008-07-31 | 2008-08-19 | Completed | 33.33% | $12.88 | $12.82 | -0.48% | Signal | |
| 2008-07-09 | 2008-07-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-04 | 2008-07-16 | Completed | 33.33% | $13.86 | $12.38 | -10.71% | Stop | |
| 2008-06-05 | 2008-07-09 | Completed | 33.33% | $14.33 | $12.91 | -9.98% | Stop | |
| 2007-08-17 | 2008-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income | |
| 2008-01-10 | 2008-02-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2006-01-25 | 2008-01-10 | Completed | 33.33% | $12.50 | $13.36 | 6.86% | Stop | |
| 2007-09-11 | 2007-12-14 | Completed | 33.33% | $14.27 | $14.53 | 1.81% | Signal | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-01-04 | 2007-08-17 | Completed | 33.33% | $13.55 | $14.26 | 5.18% | Stop | |
| 2006-09-06 | 2007-08-17 | Completed | 33.33% | $12.49 | $14.26 | 14.14% | Stop | |
| 2006-10-05 | 2007-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.20% | Interest Income | |
| 2006-01-25 | 2006-10-05 | Completed | 33.33% | $12.50 | $12.76 | 2.04% | Signal | |
| 2006-07-05 | 2006-09-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2006-01-25 | 2006-07-05 | Completed | 33.33% | $12.50 | $12.54 | 0.28% | Signal | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |