VUG
Vanguard Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-12
Executive Summary
The quantitative backtest for VUG (Vanguard Growth 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 -25.7% (compared to the benchmark's drawdown of -50.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 11.2%, compared to a Buy-and-Hold benchmark return of 12.8%. The strategy executed 58 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.
VUG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 12.36% | 21.17% | 8.64% | 13.60% | 15.75% | 17.91% | 11.20% | 12.78% |
| Sharpe Ratio | 0.82 | 1.17 | 0.53 | 0.57 | 0.92 | 0.77 | 0.75 | 0.58 |
| Max Drawdown | -11.26% | -16.53% | -25.71% | -35.61% | -25.71% | -35.61% | -25.71% | -50.68% |
| % Time Invested | 96.8% | 100.0% | 91.5% | 100.0% | 94.5% | 100.0% | 92.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 3.4 | 0.0 | 3.0 | 0.0 | 2.8 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-22 | Open | Open | 33.33% | $82.21 | $85.27 | 3.72% | Mark-to-Market |
| 2026-04-15 | Open | Open | 33.33% | $79.70 | $85.27 | 6.98% | Mark-to-Market |
| 2026-04-10 | Open | Open | 33.33% | $76.79 | $85.27 | 11.05% | Mark-to-Market |
| 2026-03-30 | 2026-04-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-03-23 | 2026-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2026-02-26 | 2026-04-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2025-04-29 | 2026-03-30 | Completed | 33.33% | $62.15 | $71.01 | 14.25% | Stop |
| 2025-08-29 | 2026-03-23 | Completed | 33.33% | $76.83 | $74.45 | -3.10% | Stop |
| 2025-07-08 | 2026-02-26 | Completed | 33.33% | $73.11 | $78.24 | 7.02% | Signal |
| 2025-08-07 | 2025-08-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-01 | 2025-08-07 | Completed | 33.33% | $64.04 | $76.16 | 18.93% | Signal |
| 2025-04-07 | 2025-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-04 | 2025-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $61.21 | $57.82 | -5.52% | Stop |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $61.21 | $53.15 | -13.17% | Signal |
| 2023-01-18 | 2025-04-04 | Completed | 33.33% | $37.20 | $57.16 | 53.65% | Stop |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $62.20 | $61.62 | -0.94% | Stop |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $62.20 | $61.62 | -0.94% | Stop |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2023-12-22 | 2024-08-06 | Completed | 33.33% | $51.30 | $56.83 | 10.79% | Stop |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $37.20 | $56.83 | 52.77% | Stop |
| 2023-11-10 | 2023-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2023-01-18 | 2023-11-10 | Completed | 33.33% | $37.20 | $46.74 | 25.63% | Signal |
| 2022-11-07 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2022-09-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2022-04-26 | 2023-01-18 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.14% | Interest Income |
| 2022-10-04 | 2022-11-07 | Completed | 33.33% | $36.53 | $34.72 | -4.96% | Signal |
| 2022-02-24 | 2022-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2022-05-25 | 2022-09-26 | Completed | 33.33% | $36.84 | $35.91 | -2.54% | Stop |
| 2022-05-03 | 2022-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-02-16 | 2022-05-03 | Completed | 33.33% | $46.22 | $41.38 | -10.47% | Stop |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $46.25 | $42.53 | -8.06% | Stop |
| 2022-02-15 | 2022-02-24 | Completed | 33.33% | $46.25 | $41.42 | -10.45% | Signal |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-24 | 2022-01-25 | Completed | 33.33% | $23.27 | $45.01 | 93.45% | Stop |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $31.68 | $44.59 | 40.78% | Stop |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $23.27 | $44.59 | 91.66% | Stop |
| 2020-04-27 | 2020-06-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-04-27 | Completed | 33.33% | $23.27 | $28.47 | 22.34% | Signal |
| 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 |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-06-26 | 2020-03-02 | Completed | 33.33% | $25.95 | $28.53 | 9.95% | Stop |
| 2019-02-20 | 2020-03-02 | Completed | 33.33% | $24.05 | $28.53 | 18.62% | Stop |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $22.10 | $28.53 | 29.12% | Stop |
| 2019-06-04 | 2019-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2019-04-08 | 2019-06-04 | Completed | 33.33% | $25.45 | $24.31 | -4.51% | Stop |
| 2019-02-04 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2018-11-26 | 2019-02-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2019-01-17 | 2019-02-04 | Completed | 33.33% | $22.31 | $23.29 | 4.39% | Signal |
| 2018-12-24 | 2019-01-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-21 | 2018-12-24 | Completed | 33.33% | $22.31 | $20.17 | -9.59% | Stop |
| 2016-03-03 | 2018-12-20 | Completed | 33.33% | $15.63 | $21.18 | 35.49% | Stop |
| 2018-11-21 | 2018-11-26 | Completed | 33.33% | $22.31 | $22.32 | 0.04% | Signal |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-10-30 | 2018-11-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2017-01-23 | 2018-10-30 | Completed | 33.33% | $17.76 | $22.36 | 25.89% | Stop |
| 2016-07-18 | 2018-10-30 | Completed | 33.33% | $17.05 | $22.36 | 31.11% | Stop |
| 2016-12-28 | 2017-01-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-05-06 | 2016-12-28 | Completed | 33.33% | $16.08 | $17.55 | 9.11% | Signal |
| 2015-12-16 | 2016-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-02-17 | 2016-05-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2016-02-09 | 2016-03-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-02-12 | 2016-02-17 | Completed | 33.33% | $14.46 | $14.94 | 3.29% | Signal |
| 2016-01-21 | 2016-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-02-09 | Completed | 33.33% | $15.98 | $14.22 | -11.03% | Stop |
| 2015-12-15 | 2016-01-21 | Completed | 33.33% | $16.31 | $14.80 | -9.24% | Stop |
| 2015-09-17 | 2015-12-16 | Completed | 33.33% | $15.98 | $16.38 | 2.49% | Signal |
| 2015-08-25 | 2015-12-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 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 |
| 2012-08-14 | 2015-08-25 | Completed | 33.33% | $10.31 | $15.18 | 47.26% | Stop |
| 2012-02-29 | 2015-08-25 | Completed | 33.33% | $10.03 | $15.18 | 51.28% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $8.76 | $15.18 | 73.34% | Stop |
| 2012-07-13 | 2012-08-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-12-22 | 2012-07-13 | Completed | 33.33% | $8.87 | $9.74 | 9.76% | Signal |
| 2011-10-20 | 2012-02-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-08-08 | 2011-12-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-08-30 | 2011-10-20 | Completed | 33.33% | $8.62 | $8.70 | 0.93% | Signal |
| 2011-08-09 | 2011-08-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33.33% | $7.27 | $8.10 | 11.52% | Stop |
| 2010-11-08 | 2011-08-08 | Completed | 33.33% | $8.50 | $8.29 | -2.47% | Stop |
| 2010-09-17 | 2011-08-08 | Completed | 33.33% | $7.69 | $8.29 | 7.92% | Stop |
| 2010-10-12 | 2010-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-01 | 2010-10-12 | Completed | 33.33% | $7.27 | $7.96 | 9.59% | Signal |
| 2010-07-15 | 2010-09-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2010-06-01 | 2010-07-15 | Completed | 33.33% | $7.27 | $7.38 | 1.48% | Signal |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $6.33 | $7.55 | 19.11% | Stop |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $6.33 | $7.55 | 19.11% | Stop |
| 2009-05-12 | 2010-05-07 | Completed | 33.33% | $5.90 | $7.55 | 27.79% | Stop |
| 2008-09-17 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2008-03-17 | 2009-07-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2008-08-22 | 2009-05-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2008-02-14 | 2008-09-17 | Completed | 33.33% | $8.25 | $7.55 | -8.47% | Stop |
| 2008-06-04 | 2008-08-22 | Completed | 33.33% | $8.65 | $8.25 | -4.64% | Signal |
| 2008-01-22 | 2008-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2008-02-12 | 2008-03-17 | Completed | 33.33% | $8.15 | $7.70 | -5.51% | Signal |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2008-01-18 | 2008-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2006-01-25 | 2008-01-23 | Completed | 33.33% | $7.37 | $7.63 | 3.49% | Stop |
| 2007-11-08 | 2008-01-22 | Completed | 33.33% | $8.90 | $7.44 | -16.49% | Stop |
| 2007-01-03 | 2008-01-18 | Completed | 33.33% | $7.95 | $8.05 | 1.26% | Stop |
| 2007-10-17 | 2007-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2006-10-19 | 2007-10-17 | Completed | 33.33% | $7.60 | $9.11 | 19.79% | Signal |
| 2006-08-01 | 2007-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.08% | Interest Income |
| 2006-05-24 | 2006-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2006-01-25 | 2006-08-01 | Completed | 33.33% | $7.37 | $7.01 | -4.82% | Signal |
| 2006-01-25 | 2006-05-24 | Completed | 33.33% | $7.37 | $7.14 | -3.17% | Signal |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |