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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -33.6% (compared to the benchmark's drawdown of -34.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.9%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 12 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
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.
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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% | 6.78% | 10.31% | 10.92% | 12.28% | 7.89% | 10.92% |
| Sharpe Ratio | 1.28 | 1.28 | 0.47 | 0.61 | 0.75 | 0.67 | 0.54 | 0.60 |
| Max Drawdown | -9.67% | -9.67% | -21.89% | -26.38% | -21.89% | -34.24% | -33.63% | -34.24% |
| % Time Invested | 100.0% | 100.0% | 87.2% | 100.0% | 84.8% | 100.0% | 83.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.7 | 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 | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2023-04-03 | 2025-04-08 | Completed | 100% | $86.38 | $105.67 | 22.28% | Stop | |
| 2022-09-27 | 2023-04-03 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.25% | Interest Income | |
| 2022-05-25 | 2022-09-27 | Completed | 100% | $82.13 | $74.76 | -9.01% | Stop | |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2020-04-01 | 2022-05-03 | Completed | 100% | $53.62 | $85.88 | 60.07% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-09-13 | 2020-03-10 | Completed | 100% | $66.22 | $61.92 | -6.53% | Stop | |
| 2019-06-13 | 2019-09-13 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2019-01-11 | 2019-06-13 | Completed | 100% | $58.25 | $64.01 | 9.85% | Signal | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2017-01-23 | 2018-12-18 | Completed | 100% | $51.18 | $57.10 | 11.52% | Stop | |
| 2016-03-02 | 2017-01-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2016-02-12 | 2016-03-02 | Completed | 100% | $40.89 | $43.99 | 7.54% | Signal | |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2016-01-21 | Completed | 100% | $46.00 | $41.34 | -10.18% | Stop | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-11-13 | 2015-08-25 | Completed | 100% | $34.49 | $46.10 | 33.61% | Stop | |
| 2012-06-15 | 2012-11-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2011-10-27 | 2012-06-15 | Completed | 100% | $33.13 | $32.31 | -2.52% | Signal | |
| 2011-10-05 | 2011-10-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-10-05 | Completed | 100% | $31.89 | $28.77 | -9.84% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-22 | 2011-08-08 | Completed | 100% | $29.10 | $30.98 | 6.39% | Stop | |
| 2010-06-18 | 2010-06-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |