VT
Vanguard Total World Stock Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VT (Vanguard Total World Stock 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 -21.0% (compared to the benchmark's drawdown of -34.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.0%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 36 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.
VT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 19.15% | 19.15% | 6.54% | 10.31% | 10.27% | 12.28% | 7.96% | 10.92% |
| Sharpe Ratio | 1.28 | 1.28 | 0.55 | 0.61 | 0.85 | 0.67 | 0.66 | 0.60 |
| Max Drawdown | -9.67% | -9.67% | -18.02% | -26.38% | -18.02% | -34.24% | -21.01% | -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 | 1.8 | 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 | ||||||||
| 2025-03-17 | 2025-07-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 2025-04-08 | 2025-05-01 | 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 | |
| 2023-04-03 | 2025-04-08 | Completed | 33.33% | $86.38 | $105.67 | 22.28% | Stop | |
| 2023-04-03 | 2025-04-07 | Completed | 33.33% | $86.38 | $99.85 | 15.54% | Stop | |
| 2024-01-09 | 2025-03-17 | Completed | 33.33% | $97.11 | $114.57 | 17.92% | Signal | |
| 2023-10-26 | 2024-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2023-01-18 | 2023-10-26 | Completed | 33.33% | $85.66 | $85.22 | -0.56% | Signal | |
| 2022-10-03 | 2023-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.20% | Interest Income | |
| 2022-04-26 | 2023-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.13% | Interest Income | |
| 2022-02-18 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 2022-06-02 | 2022-10-03 | Completed | 33.33% | $85.33 | $74.06 | -13.25% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-04-01 | 2022-05-10 | Completed | 33.33% | $53.62 | $82.91 | 54.53% | Stop | |
| 2022-03-30 | 2022-04-26 | Completed | 33.33% | $94.63 | $87.37 | -7.72% | Signal | |
| 2022-03-08 | 2022-03-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-09-17 | 2022-03-08 | Completed | 33.33% | $72.15 | $86.19 | 19.40% | Stop | |
| 2020-06-04 | 2022-02-18 | Completed | 33.33% | $66.83 | $92.40 | 38.19% | Signal | |
| 2020-05-19 | 2020-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-04-02 | 2020-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-05-19 | Completed | 33.33% | $51.24 | $62.30 | 21.53% | Signal | |
| 2020-03-24 | 2020-04-02 | Completed | 33.33% | $51.24 | $53.05 | 3.48% | 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 | |
| 2019-09-13 | 2020-03-10 | Completed | 33.33% | $66.22 | $61.92 | -6.53% | Stop | |
| 2019-11-19 | 2020-03-02 | Completed | 33.33% | $68.92 | $65.17 | -5.49% | Stop | |
| 2019-06-12 | 2020-03-02 | Completed | 33.33% | $63.95 | $65.17 | 1.86% | Stop | |
| 2019-10-28 | 2019-11-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-03-26 | 2019-10-28 | Completed | 33.33% | $62.80 | $67.10 | 6.80% | Signal | |
| 2019-06-11 | 2019-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2018-10-29 | 2019-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2019-01-15 | 2019-06-11 | Completed | 33.33% | $58.27 | $64.45 | 10.54% | Signal | |
| 2018-10-29 | 2019-03-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.95% | Interest Income | |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-01-24 | 2018-12-20 | Completed | 33.33% | $51.24 | $56.00 | 9.24% | Stop | |
| 2018-07-27 | 2018-10-29 | Completed | 33.33% | $64.31 | $59.12 | -8.11% | Signal | |
| 2016-07-20 | 2018-10-29 | Completed | 33.33% | $48.40 | $59.12 | 22.09% | Stop | |
| 2018-05-08 | 2018-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2016-05-04 | 2018-05-08 | Completed | 33.33% | $46.25 | $62.47 | 35.02% | Signal | |
| 2016-03-01 | 2017-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2015-10-26 | 2016-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-01-20 | 2016-05-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-09-17 | 2016-03-01 | Completed | 33.33% | $46.00 | $43.37 | -5.78% | Signal | |
| 2016-01-04 | 2016-01-20 | Completed | 33.33% | $45.28 | $41.32 | -8.79% | Signal | |
| 2015-08-20 | 2016-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2015-09-17 | 2015-10-26 | Completed | 33.33% | $46.00 | $47.58 | 3.37% | 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 | |
| 2015-04-08 | 2015-08-25 | Completed | 33.33% | $49.26 | $46.10 | -6.47% | Stop | |
| 2012-11-13 | 2015-08-25 | Completed | 33.33% | $34.49 | $46.10 | 33.61% | Stop | |
| 2015-01-30 | 2015-08-20 | Completed | 33.33% | $46.56 | $47.45 | 1.87% | Signal | |
| 2015-03-05 | 2015-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-04-09 | 2015-03-05 | Completed | 33.33% | $34.24 | $48.79 | 42.41% | Signal | |
| 2014-10-23 | 2015-01-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-09-11 | 2014-10-23 | Completed | 33.33% | $35.21 | $45.85 | 30.13% | Signal | |
| 2012-06-15 | 2012-11-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-06-04 | 2012-09-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-08-31 | 2012-06-15 | Completed | 33.33% | $32.38 | $32.31 | -0.27% | Signal | |
| 2012-01-12 | 2012-06-04 | Completed | 33.33% | $32.30 | $31.11 | -3.73% | Stop | |
| 2011-10-04 | 2012-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-08-02 | 2012-01-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-29 | 2011-10-04 | Completed | 33.33% | $31.65 | $27.82 | -12.14% | Stop | |
| 2011-08-09 | 2011-08-31 | 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 | |
| 2010-06-22 | 2011-08-09 | Completed | 33.33% | $29.10 | $30.54 | 4.87% | Stop | |
| 2010-11-15 | 2011-08-05 | Completed | 33.33% | $32.87 | $32.35 | -1.64% | Stop | |
| 2010-09-28 | 2011-08-02 | Completed | 33.33% | $31.24 | $34.43 | 10.16% | Signal | |
| 2010-09-02 | 2010-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-24 | 2010-09-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-06-22 | 2010-09-02 | Completed | 33.33% | $29.10 | $29.30 | 0.65% | Signal | |
| 2010-06-22 | 2010-06-24 | Completed | 33.33% | $29.10 | $28.54 | -1.99% | Signal | |
| 2010-06-18 | 2010-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-18 | 2010-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-18 | 2010-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |