VTI
* 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
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 14.04% | 18.08% | 8.28% | 11.58% | 13.84% | 14.49% | 11.03% | 11.17% |
| Sharpe Ratio | 1.07 | 1.29 | 0.66 | 0.63 | 1.02 | 0.74 | 0.86 | 0.57 |
| Max Drawdown | -8.92% | -8.92% | -18.86% | -25.36% | -18.86% | -35.00% | -20.35% | -55.45% |
| % Time Invested | 100.0% | 100.0% | 91.4% | 100.0% | 94.8% | 100.0% | 93.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.2 | 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 | ||||||||
| 2026-05-04 | 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 | |