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DASHBOARDS: Portfolio Hub Market Pulse Performance

VTI

Vanguard Total Stock Market Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
Executive Summary
The quantitative backtest for VTI (Vanguard Total Stock Market Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.4% (compared to the benchmark's drawdown of -55.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.0%, compared to a Buy-and-Hold benchmark return of 11.2%. The strategy executed 50 total trades.

* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.

VTI Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR14.04%18.08%8.28%11.58%13.84%14.49%11.03%11.17%
Sharpe Ratio1.071.290.660.631.020.740.860.57
Max Drawdown-8.92%-8.92%-18.86%-25.36%-18.86%-35.00%-20.35%-55.45%
% Time Invested100.0%100.0%91.4%100.0%94.8%100.0%93.2%100.0%
Trades / Year0.00.01.80.02.00.02.20.0

Cumulative Growth Performance

Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of VTI under the Excess Return MMA CA strategy (Investing) versus Buy & Hold. The strategy produced a 11.0% CAGR with a -20.4% Max Drawdown across 50 trade signals (compared to Buy & Hold's 11.2% CAGR and -55.5% Max Drawdown).

Return Distribution Analysis

Histogram of monthly return distribution for VTI under Excess Return MMA CA strategy in Investing context, illustrating downside risk mitigation and return skewness.
Figure 2: Monthly Return Distribution Profile. Monthly return distribution for VTI under Excess Return MMA CA (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
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2026-05-04 2026-05-11 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2026-04-10 2026-05-01 Interest (BIL) 33.33% $1.00 $1.00 0.23% Interest Income
2025-05-01 2026-04-10 Completed 33.33% $271.28 $335.17 23.49% Signal
2025-06-27 2025-09-15 Interest (FLOT) 33.33% $1.00 $1.01 1.20% Interest Income
2025-04-30 2025-06-27 Completed 33.33% $265.20 $298.29 12.42% Signal
2025-03-27 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2025-04-07 2025-04-30 Interest (FLOT) 33.33% $1.00 $1.02 1.64% Interest Income
2025-04-07 2025-04-30 Interest (FLOT) 33.33% $1.00 $1.02 1.64% Interest Income
2023-11-08 2025-04-07 Completed 33.33% $208.74 $236.52 13.25% Stop
2023-04-20 2025-04-07 Completed 33.33% $195.81 $236.52 20.73% Stop
2024-01-04 2025-03-27 Completed 33.33% $226.03 $275.40 21.78% Signal
2023-11-03 2024-01-04 Interest (FLOT) 33.33% $1.00 $1.01 1.02% Interest Income
2023-06-02 2023-11-08 Interest (FLOT) 33.33% $1.00 $1.03 2.75% Interest Income
2023-01-30 2023-11-03 Completed 33.33% $192.95 $206.79 7.12% Signal
2023-04-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.01 0.71% Interest Income
2023-04-04 2023-04-20 Interest (SHV) 33.33% $1.00 $1.00 0.18% Interest Income
2022-12-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2022-12-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2022-12-02 2023-01-30 Interest (FLOT) 33.33% $1.00 $1.01 1.40% Interest Income
2022-10-31 2022-12-01 Interest (BIL) 33.33% $1.00 $1.00 0.34% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-20 2022-10-31 Completed 33.33% $175.18 $184.15 5.07% Signal
2022-10-04 2022-10-20 Interest (BIL) 33.33% $1.00 $1.00 0.10% Interest Income
2022-09-28 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.24% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-06-01 2022-09-28 Completed 33.33% $195.52 $173.29 -11.41% Stop
2022-05-10 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.35% Interest Income
2022-03-02 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.37% Interest Income
2022-05-09 2022-06-01 Interest (BIL) 33.33% $1.00 $1.00 0.01% Interest Income
2022-03-21 2022-05-10 Completed 33.33% $211.59 $190.08 -10.21% Stop
2020-04-01 2022-05-09 Completed 33.33% $113.54 $191.13 68.25% Stop
2022-03-02 2022-03-21 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2022-02-25 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2022-02-25 2022-03-01 Interest (FLOT) 33.33% $1.00 $1.00 0.08% Interest Income
2020-08-11 2022-02-25 Completed 33.33% $157.12 $203.93 29.73% Stop
2020-06-25 2022-02-25 Completed 33.33% $140.98 $203.93 44.59% Stop
2020-06-17 2020-08-11 Interest (FLOT) 33.33% $1.00 $1.01 0.64% Interest Income
2020-06-02 2020-06-25 Interest (FLOT) 33.33% $1.00 $1.01 0.62% Interest Income
2020-03-24 2020-06-17 Completed 33.33% $107.06 $145.56 35.89% Signal
2020-04-08 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 -0.04% Interest Income
2020-03-24 2020-04-08 Completed 33.33% $107.06 $122.32 14.19% Signal
2020-03-10 2020-04-01 Interest (SHV) 33.33% $1.00 $1.00 0.07% Interest Income
2020-03-03 2020-03-24 Interest (SHV) 33.33% $1.00 $1.00 0.36% Interest Income
2020-03-03 2020-03-24 Interest (SHV) 33.33% $1.00 $1.00 0.36% Interest Income
2019-01-16 2020-03-10 Completed 33.33% $119.36 $131.38 10.02% Stop
2020-03-02 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2020-03-02 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2019-06-19 2020-03-02 Completed 33.33% $134.18 $137.81 2.65% Stop
2019-03-27 2020-03-02 Completed 33.33% $129.14 $137.81 6.66% Stop
2019-03-04 2019-06-19 Interest (FLOT) 33.33% $1.00 $1.01 1.00% Interest Income
2019-03-04 2019-03-27 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
2019-02-04 2019-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.17% Interest Income
2018-12-04 2019-03-01 Interest (SHV) 33.33% $1.00 $1.01 0.61% Interest Income
2019-01-11 2019-02-04 Completed 33.33% $117.98 $123.91 4.97% Signal
2018-12-21 2019-01-16 Interest (SHV) 33.33% $1.00 $1.00 0.18% Interest Income
2018-12-18 2019-01-11 Interest (SHV) 33.33% $1.00 $1.00 0.17% Interest Income
2016-08-26 2018-12-21 Completed 33.33% $95.19 $112.31 17.93% Stop
2016-07-08 2018-12-18 Completed 33.33% $91.82 $116.52 26.85% Stop
2018-11-29 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2018-07-03 2018-11-29 Completed 33.33% $124.89 $124.45 -0.40% Signal
2018-05-23 2018-07-03 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2016-05-02 2018-05-23 Completed 33.33% $89.62 $123.25 37.45% Signal
2016-07-20 2016-08-26 Interest (FLOT) 33.33% $1.00 $1.00 0.37% Interest Income
2016-03-08 2016-07-20 Completed 33.33% $85.78 $94.17 9.73% Signal
2016-04-04 2016-07-08 Interest (FLOT) 33.33% $1.00 $1.01 0.72% Interest Income
2016-04-04 2016-05-02 Interest (FLOT) 33.33% $1.00 $1.00 0.36% Interest Income
2016-03-02 2016-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2016-03-02 2016-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2016-03-02 2016-03-08 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2016-02-12 2016-03-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2016-02-02 2016-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2016-02-02 2016-03-01 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2011-08-31 2016-02-12 Completed 33.33% $48.55 $78.81 62.24% Stop
2016-01-21 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.11% Interest Income
2015-11-05 2016-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2015-12-23 2016-01-21 Completed 33.33% $88.22 $79.85 -9.54% Stop
2015-11-03 2015-12-23 Interest (FLOT) 33.33% $1.00 $1.00 0.15% Interest Income
2015-09-17 2015-11-05 Completed 33.33% $86.45 $90.58 4.72% Signal
2015-09-02 2015-11-02 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-09-02 2015-09-17 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2015-08-25 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2015-08-25 2015-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2012-08-31 2015-08-25 Completed 33.33% $56.81 $84.59 48.83% Stop
2012-03-13 2015-08-25 Completed 33.33% $55.46 $84.59 52.44% Stop
2012-07-09 2012-08-31 Interest (FLOT) 33.33% $1.00 $1.01 0.70% Interest Income
2011-12-27 2012-07-09 Completed 33.33% $50.37 $54.58 8.32% Signal
2012-01-04 2012-03-13 Interest (FLOT) 33.33% $1.00 $1.02 1.83% Interest Income
2011-12-02 2012-01-03 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2011-12-02 2011-12-27 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2011-10-17 2011-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2011-08-05 2011-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.07% Interest Income
2011-08-30 2011-10-17 Completed 33.33% $47.84 $48.33 0.97% Signal
2011-08-09 2011-08-31 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-08 2011-08-30 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-01 2011-08-09 Completed 33.33% $41.72 $44.93 7.65% Stop
2010-11-19 2011-08-08 Completed 33.33% $46.80 $46.14 -1.46% Stop
2010-10-12 2011-08-05 Completed 33.33% $45.26 $48.29 6.64% Signal
2010-11-02 2010-11-19 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2010-10-18 2010-11-01 Interest (SHV) 33.33% $1.00 $1.00 -0.04% Interest Income
2010-06-01 2010-10-18 Completed 33.33% $41.72 $45.83 9.81% Signal
2010-09-02 2010-10-12 Interest (SHV) 33.33% $1.00 $1.00 0.01% Interest Income
2010-07-20 2010-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-01 2010-07-20 Completed 33.33% $41.72 $40.72 -2.43% Signal
2010-05-07 2010-06-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-07 2010-06-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2010-05-07 2010-06-01 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2009-07-22 2010-05-07 Completed 33.33% $35.40 $43.40 22.55% Stop
2009-07-22 2010-05-07 Completed 33.33% $35.40 $43.40 22.55% Stop
2009-05-27 2010-05-07 Completed 33.33% $33.80 $43.40 28.35% Stop
2009-07-02 2009-07-22 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-07-02 2009-07-22 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-06-02 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-06-02 2009-07-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2009-05-04 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.10% Interest Income
2009-05-04 2009-06-01 Interest (BIL) 33.33% $1.00 $1.00 -0.10% Interest Income
2009-05-04 2009-05-27 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2009-04-02 2009-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2009-04-02 2009-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2009-04-02 2009-05-01 Interest (SHV) 33.33% $1.00 $1.00 0.02% Interest Income
2009-01-05 2009-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.18% Interest Income
2009-01-05 2009-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.18% Interest Income
2009-01-05 2009-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.18% Interest Income
2008-09-03 2009-01-02 Interest (SHV) 33.33% $1.00 $1.01 0.77% Interest Income
2008-09-03 2009-01-02 Interest (SHV) 33.33% $1.00 $1.01 0.77% Interest Income
2008-09-03 2009-01-02 Interest (SHV) 33.33% $1.00 $1.01 0.77% Interest Income
2008-08-05 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.16% Interest Income
2008-07-25 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.19% Interest Income
2008-06-03 2008-09-02 Interest (BIL) 33.33% $1.00 $1.00 0.49% Interest Income
2008-06-11 2008-08-05 Completed 33.33% $49.10 $45.76 -6.85% Signal
2008-02-13 2008-07-25 Completed 33.33% $48.68 $45.69 -6.20% Signal
2008-06-03 2008-06-11 Interest (BIL) 33.33% $1.00 $1.00 0.04% Interest Income
2008-01-07 2008-06-02 Interest (SHV) 33.33% $1.00 $1.01 1.22% Interest Income
2008-01-02 2008-06-02 Interest (SHV) 33.33% $1.00 $1.01 1.35% Interest Income
2008-01-22 2008-02-13 Interest (SHV) 33.33% $1.00 $1.00 0.31% Interest Income
2003-09-05 2008-01-22 Completed 33.33% $32.69 $44.32 35.52% Stop
2006-11-29 2008-01-07 Completed 33.33% $48.45 $50.20 3.57% Signal
2007-12-05 2008-01-02 Completed 33.33% $52.13 $52.04 -0.22% Signal
2007-09-17 2007-12-05 Interest (SHV) 33.33% $1.00 $1.01 1.24% Interest Income
2006-10-09 2007-09-17 Completed 33.33% $46.60 $52.17 11.89% Signal
2006-10-05 2006-11-29 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2006-06-27 2006-10-09 Interest (CASH) 33.33% $1.00 $1.01 1.41% Interest Income
2004-12-15 2006-10-05 Completed 33.33% $39.73 $46.53 17.04% Signal
2005-12-13 2006-06-27 Completed 33.33% $43.04 $43.23 0.40% Signal
2005-11-18 2005-12-13 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2005-07-18 2005-11-18 Completed 33.33% $41.35 $42.42 2.53% Signal
2005-05-06 2005-07-18 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2004-11-04 2005-05-06 Completed 33.33% $37.56 $39.15 4.20% Signal
2004-10-20 2004-12-15 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2004-06-09 2004-11-04 Interest (CASH) 33.33% $1.00 $1.01 0.63% Interest Income
2003-06-17 2004-10-20 Completed 33.33% $31.75 $36.06 13.53% Signal
2003-06-17 2004-06-09 Completed 33.33% $31.75 $36.96 16.38% Signal
2003-06-13 2003-09-05 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2003-06-13 2003-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2003-06-13 2003-06-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income