VT Vanguard Total World Stock Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for VT (Vanguard Total World Stock 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 -34.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.5%, compared to a Buy-and-Hold benchmark return of 11.2%. The strategy executed 36 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.
* 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.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
VT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 28.45% | 30.41% | 7.48% | 11.15% | 10.88% | 12.84% | 8.48% | 11.18% |
| Sharpe Ratio | 2.01 | 2.10 | 0.63 | 0.66 | 0.90 | 0.70 | 0.70 | 0.62 |
| Max Drawdown | -9.67% | -9.67% | -18.70% | -26.38% | -18.70% | -34.24% | -20.37% | -34.24% |
| % Time Invested | 100.0% | 100.0% | 91.7% | 100.0% | 94.8% | 100.0% | 94.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.9 | 0.0 | 2.3 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-03 | Open | Open | 33.33% | $127.59 | $158.12 | 23.93% | Mark-to-Market |
| 2025-05-01 | Open | Open | 33.33% | $115.51 | $158.12 | 36.89% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $113.40 | $158.12 | 39.43% | Mark-to-Market |
| 2025-06-03 | 2025-07-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-03-17 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2023-04-03 | 2025-04-08 | Completed | 33.33% | $86.69 | $106.05 | 22.34% | Stop |
| 2023-04-03 | 2025-04-07 | Completed | 33.33% | $86.69 | $100.21 | 15.60% | Stop |
| 2024-01-09 | 2025-03-17 | Completed | 33.33% | $97.46 | $114.98 | 17.98% | Signal |
| 2023-10-26 | 2024-01-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2023-01-18 | 2023-10-26 | Completed | 33.33% | $85.97 | $85.52 | -0.51% | Signal |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | 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 |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-03 | 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 |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-06-02 | 2022-10-03 | Completed | 33.33% | $85.63 | $74.33 | -13.21% | Stop |
| 2022-04-26 | 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 |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $53.82 | $83.21 | 54.61% | Stop |
| 2022-03-30 | 2022-04-26 | Completed | 33.33% | $94.98 | $87.69 | -7.67% | Signal |
| 2022-03-08 | 2022-03-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-09-17 | 2022-03-08 | Completed | 33.33% | $72.41 | $86.50 | 19.46% | Stop |
| 2022-02-18 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2020-06-04 | 2022-02-18 | Completed | 33.33% | $67.07 | $92.73 | 38.26% | Signal |
| 2020-06-02 | 2020-09-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2020-06-02 | 2020-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-05-19 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-04-02 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-24 | 2020-05-19 | Completed | 33.33% | $51.42 | $62.52 | 21.59% | Signal |
| 2020-03-24 | 2020-04-02 | Completed | 33.33% | $51.42 | $53.24 | 3.53% | 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 |
| 2019-09-13 | 2020-03-10 | Completed | 33.33% | $66.45 | $62.14 | -6.49% | 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 |
| 2019-11-19 | 2020-03-02 | Completed | 33.33% | $69.17 | $65.40 | -5.45% | Stop |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $64.18 | $65.40 | 1.91% | Stop |
| 2019-10-28 | 2019-11-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2019-03-26 | 2019-10-28 | Completed | 33.33% | $63.03 | $67.35 | 6.85% | Signal |
| 2019-06-11 | 2019-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2019-03-04 | 2019-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2019-01-15 | 2019-06-11 | Completed | 33.33% | $58.48 | $64.68 | 10.59% | Signal |
| 2019-03-04 | 2019-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-01-24 | 2018-12-20 | Completed | 33.33% | $51.43 | $56.21 | 9.29% | Stop |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-10-29 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2018-07-27 | 2018-10-29 | Completed | 33.33% | $64.54 | $59.34 | -8.07% | Signal |
| 2016-07-20 | 2018-10-29 | Completed | 33.33% | $48.58 | $59.34 | 22.15% | Stop |
| 2018-05-08 | 2018-07-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2016-05-04 | 2018-05-08 | Completed | 33.33% | $46.41 | $62.70 | 35.09% | Signal |
| 2016-11-02 | 2017-01-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-04-04 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2016-04-04 | 2016-07-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2016-04-04 | 2016-05-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | 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 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-01 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | 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 |
| 2015-09-17 | 2016-03-01 | Completed | 33.33% | $46.17 | $43.52 | -5.73% | Signal |
| 2016-01-20 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-01-04 | 2016-01-20 | Completed | 33.33% | $45.44 | $41.47 | -8.75% | Signal |
| 2015-11-03 | 2016-01-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2015-10-26 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-17 | 2015-10-26 | Completed | 33.33% | $46.17 | $47.75 | 3.42% | Signal |
| 2015-09-02 | 2015-09-17 | 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 |
| 2015-08-20 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-04-08 | 2015-08-25 | Completed | 33.33% | $49.44 | $46.27 | -6.42% | Stop |
| 2012-11-13 | 2015-08-25 | Completed | 33.33% | $34.61 | $46.27 | 33.68% | Stop |
| 2015-01-30 | 2015-08-20 | Completed | 33.33% | $46.73 | $47.62 | 1.92% | Signal |
| 2015-03-05 | 2015-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-04-09 | 2015-03-05 | Completed | 33.33% | $34.37 | $48.97 | 42.48% | Signal |
| 2015-01-05 | 2015-01-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-23 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2012-09-11 | 2014-10-23 | Completed | 33.33% | $35.34 | $46.01 | 30.20% | Signal |
| 2012-07-03 | 2012-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2012-07-03 | 2012-09-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2012-06-15 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-31 | 2012-06-15 | Completed | 33.33% | $32.50 | $32.42 | -0.22% | Signal |
| 2012-01-12 | 2012-06-04 | Completed | 33.33% | $32.42 | $31.22 | -3.68% | Stop |
| 2012-01-04 | 2012-04-09 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.22% | Interest Income |
| 2012-01-04 | 2012-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-04 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $31.76 | $27.92 | -12.10% | Stop |
| 2011-08-09 | 2011-08-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-22 | 2011-08-09 | Completed | 33.33% | $29.21 | $30.65 | 4.92% | Stop |
| 2010-11-15 | 2011-08-05 | Completed | 33.33% | $32.99 | $32.47 | -1.59% | Stop |
| 2010-09-28 | 2011-08-02 | Completed | 33.33% | $31.35 | $34.55 | 10.21% | Signal |
| 2010-11-02 | 2010-11-15 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-09-02 | 2010-11-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-09-02 | 2010-09-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2010-06-22 | 2010-09-02 | Completed | 33.33% | $29.21 | $29.41 | 0.70% | Signal |
| 2010-06-24 | 2010-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-22 | 2010-06-24 | Completed | 33.33% | $29.21 | $28.64 | -1.94% | Signal |
| 2010-06-18 | 2010-06-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-18 | 2010-06-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-18 | 2010-06-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |