VO
Vanguard Mid-Cap Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for VO (Vanguard Mid-Cap 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 -26.5% (compared to the benchmark's drawdown of -58.9%). 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 9.5%. The strategy executed 18 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for VO:
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 Model
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for VO:
🛡️ Long-Term Investing Active Horizon
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
🛡️ VO Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-26.5% (vs -58.9% B&H)
+32.4% shallower drawdown
Downside Efficiency
0.62 Sortino
+0.11 vs 0.51 B&H
Capital Sheltered from Risk
25.2% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 VO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -8.17% | -8.17% | -24.74% | -27.57% | -24.74% | -39.37% | -26.49% | -58.88% |
| Sharpe Ratio | 0.95 | 0.95 | -0.03 | 0.40 | 0.55 | 0.57 | 0.56 | 0.43 |
| Sortino Ratio | 1.46 | 1.46 | -0.04 | 0.56 | 0.63 | 0.68 | 0.62 | 0.51 |
| CAGR | 12.63% | 12.63% | -0.41% | 7.24% | 7.01% | 11.32% | 7.50% | 9.46% |
| % Time Invested | 100.0% | 100.0% | 71.9% | 100.0% | 78.7% | 100.0% | 74.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.9 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for VO... Top Diversifiers for VO
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
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. Subscribe to Unlock | ||||||||
| 2025-04-07 | 2025-06-27 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.96% | Interest Income | |
| 2023-12-20 | 2025-04-07 | Completed | 100% | $55.57 | $55.78 | 0.33% | Stop | |
| 2023-10-24 | 2023-12-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2023-06-05 | 2023-10-24 | Completed | 100% | $49.94 | $48.09 | -3.75% | Signal | |
| 2023-05-11 | 2023-06-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2023-05-11 | Completed | 100% | $51.09 | $48.88 | -4.38% | Signal | |
| 2022-02-24 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-02-16 | 2022-02-24 | Completed | 100% | $54.94 | $50.68 | -7.79% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-07-23 | 2022-01-25 | Completed | 100% | $39.58 | $53.28 | 34.54% | Stop | |
| 2020-03-26 | 2020-07-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-03-26 | Completed | 100% | $26.88 | $29.37 | 9.20% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-26 | 2020-03-02 | Completed | 100% | $35.55 | $36.93 | 3.82% | Stop | |
| 2018-11-19 | 2019-03-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income | |
| 2016-05-03 | 2018-11-19 | Completed | 100% | $26.00 | $33.82 | 30.02% | Signal | |
| 2015-08-25 | 2016-05-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2012-08-16 | 2015-08-25 | Completed | 100% | $16.01 | $25.05 | 56.38% | Stop | |
| 2012-07-25 | 2012-08-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-09 | 2012-07-25 | Completed | 100% | $16.13 | $15.15 | -6.15% | Signal | |
| 2011-08-08 | 2012-02-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-20 | 2011-08-08 | Completed | 100% | $12.78 | $13.35 | 4.38% | Stop | |
| 2010-08-26 | 2010-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-08-26 | Completed | 100% | $12.16 | $11.86 | -2.49% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-11 | 2010-05-07 | Completed | 100% | $9.43 | $12.41 | 31.54% | Stop | |
| 2008-07-10 | 2009-06-11 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.50% | Interest Income | |
| 2008-06-20 | 2008-07-10 | Completed | 100% | $13.90 | $12.67 | -8.86% | Signal | |
| 2007-12-12 | 2008-06-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.03% | Interest Income | |
| 2007-10-23 | 2007-12-12 | Completed | 100% | $14.91 | $14.88 | -0.24% | Signal | |
| 2007-10-01 | 2007-10-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-09-11 | 2007-10-01 | Completed | 100% | $14.27 | $15.03 | 5.28% | Signal | |
| 2007-08-17 | 2007-09-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2006-09-06 | 2007-08-17 | Completed | 100% | $12.49 | $14.26 | 14.14% | Stop | |
| 2006-07-27 | 2006-09-06 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.55% | Interest Income | |
| 2006-01-25 | 2006-07-27 | Completed | 100% | $12.50 | $12.16 | -2.74% | Signal | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |