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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.2% (compared to the benchmark's drawdown of -34.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.7%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 9 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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% | 9.29% | 10.31% | 10.29% | 12.28% | 7.72% | 10.92% |
| Sharpe Ratio | 1.28 | 1.28 | 0.74 | 0.61 | 0.79 | 0.67 | 0.60 | 0.60 |
| Max Drawdown | -9.67% | -9.67% | -15.49% | -26.38% | -18.60% | -34.24% | -25.20% | -34.24% |
| % Time Invested | 100.0% | 100.0% | 78.3% | 100.0% | 82.7% | 100.0% | 77.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.3 | 0.0 | 0.6 | 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 | 2025-06-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.82% | Interest Income | |
| 2023-01-19 | 2025-04-08 | Completed | 100% | $83.83 | $105.67 | 25.98% | Stop | |
| 2022-02-28 | 2023-01-19 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.25% | Interest Income | |
| 2020-06-04 | 2022-02-28 | Completed | 100% | $66.83 | $90.41 | 35.22% | Signal | |
| 2020-03-10 | 2020-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-03-29 | 2020-03-10 | Completed | 100% | $63.05 | $61.92 | -1.84% | Stop | |
| 2018-10-29 | 2019-03-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2016-05-04 | 2018-10-29 | Completed | 100% | $46.25 | $59.12 | 27.78% | Signal | |
| 2015-08-25 | 2016-05-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2015-03-03 | 2015-08-25 | Completed | 100% | $49.07 | $46.10 | -6.11% | Stop | |
| 2015-01-20 | 2015-03-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-30 | 2015-01-20 | Completed | 100% | $47.47 | $46.69 | -1.70% | Signal | |
| 2014-11-19 | 2014-12-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-17 | 2014-11-19 | Completed | 100% | $34.75 | $47.65 | 37.06% | Signal | |
| 2012-07-11 | 2012-08-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2012-02-27 | 2012-07-11 | Completed | 100% | $34.57 | $32.77 | -5.23% | Signal | |
| 2011-08-08 | 2012-02-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-09-28 | 2011-08-08 | Completed | 100% | $31.24 | $30.98 | -0.89% | Stop | |
| 2010-06-18 | 2010-09-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |