VUG
Vanguard Growth Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-28
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 -25.9% (compared to the benchmark's drawdown of -50.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.9%, compared to a Buy-and-Hold benchmark return of 12.6%. 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 | 3.20% | 10.14% | 6.52% | 11.53% | 14.94% | 17.08% | 10.90% | 12.58% |
| Sharpe Ratio | 0.20 | 0.55 | 0.40 | 0.49 | 0.87 | 0.73 | 0.73 | 0.57 |
| Max Drawdown | -11.29% | -16.53% | -25.91% | -35.61% | -25.91% | -35.61% | -25.91% | -50.68% |
| % Time Invested | 96.8% | 100.0% | 91.5% | 100.0% | 94.5% | 100.0% | 92.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.4 | 0.0 | 2.9 | 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 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 | ||||||||
| 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% | $62.08 | $70.93 | 14.19% | Stop | |
| 2025-08-29 | 2026-03-23 | Completed | 33.33% | $76.75 | $74.37 | -3.15% | Stop | |
| 2025-07-08 | 2026-02-26 | Completed | 33.33% | $73.03 | $78.15 | 6.96% | 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% | $63.97 | $76.08 | 18.87% | 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% | $61.14 | $57.76 | -5.57% | Stop | |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $61.14 | $53.09 | -13.21% | Signal | |
| 2023-01-18 | 2025-04-04 | Completed | 33.33% | $37.16 | $57.10 | 53.58% | 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% | $62.13 | $61.55 | -0.99% | Stop | |
| 2024-08-28 | 2025-03-11 | Completed | 33.33% | $62.13 | $61.55 | -0.99% | 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% | $51.24 | $56.77 | 10.74% | Stop | |
| 2023-01-18 | 2024-08-06 | Completed | 33.33% | $37.16 | $56.77 | 52.69% | 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% | $37.16 | $46.69 | 25.57% | 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% | $36.49 | $34.68 | -5.01% | 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% | $36.80 | $35.87 | -2.59% | 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% | $46.17 | $41.33 | -10.52% | Stop | |
| 2022-02-15 | 2022-04-26 | Completed | 33.33% | $46.20 | $42.48 | -8.11% | Stop | |
| 2022-02-15 | 2022-02-24 | Completed | 33.33% | $46.20 | $41.37 | -10.50% | 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% | $23.24 | $44.96 | 93.36% | Stop | |
| 2020-06-03 | 2022-01-24 | Completed | 33.33% | $31.64 | $44.55 | 40.71% | Stop | |
| 2020-03-24 | 2022-01-24 | Completed | 33.33% | $23.24 | $44.55 | 91.56% | 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% | $23.24 | $28.43 | 22.28% | 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% | $25.92 | $28.50 | 9.89% | Stop | |
| 2019-02-20 | 2020-03-02 | Completed | 33.33% | $24.03 | $28.50 | 18.56% | Stop | |
| 2019-01-15 | 2020-03-02 | Completed | 33.33% | $22.07 | $28.50 | 29.05% | 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% | $25.42 | $24.28 | -4.55% | 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% | $22.29 | $23.26 | 4.34% | 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% | $22.28 | $20.14 | -9.63% | Stop | |
| 2016-03-03 | 2018-12-20 | Completed | 33.33% | $15.61 | $21.15 | 35.43% | Stop | |
| 2018-11-21 | 2018-11-26 | Completed | 33.33% | $22.28 | $22.29 | -0.01% | 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% | $17.74 | $22.33 | 25.83% | Stop | |
| 2016-07-18 | 2018-10-30 | Completed | 33.33% | $17.03 | $22.33 | 31.04% | 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% | $16.06 | $17.53 | 9.06% | 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% | $14.45 | $14.92 | 3.24% | 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% | $15.96 | $14.20 | -11.07% | Stop | |
| 2015-12-15 | 2016-01-21 | Completed | 33.33% | $16.29 | $14.79 | -9.29% | Stop | |
| 2015-09-17 | 2015-12-16 | Completed | 33.33% | $15.96 | $16.36 | 2.44% | 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% | $10.30 | $15.16 | 47.19% | Stop | |
| 2012-02-29 | 2015-08-25 | Completed | 33.33% | $10.02 | $15.16 | 51.20% | Stop | |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $8.75 | $15.16 | 73.26% | 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% | $8.86 | $9.73 | 9.71% | 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% | $8.61 | $8.69 | 0.88% | 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% | $7.26 | $8.10 | 11.46% | Stop | |
| 2010-11-08 | 2011-08-08 | Completed | 33.33% | $8.50 | $8.29 | -2.52% | Stop | |
| 2010-09-17 | 2011-08-08 | Completed | 33.33% | $7.68 | $8.29 | 7.86% | 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% | $7.26 | $7.96 | 9.53% | 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% | $7.26 | $7.37 | 1.43% | 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 | $7.54 | 19.05% | Stop | |
| 2009-07-22 | 2010-05-07 | Completed | 33.33% | $6.33 | $7.54 | 19.05% | Stop | |
| 2009-05-12 | 2010-05-07 | Completed | 33.33% | $5.90 | $7.54 | 27.73% | 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% | $8.24 | $7.54 | -8.52% | Stop | |
| 2008-06-04 | 2008-08-22 | Completed | 33.33% | $8.64 | $8.24 | -4.68% | 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% | $8.14 | $7.69 | -5.56% | 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% | $7.36 | $7.62 | 3.44% | Stop | |
| 2007-11-08 | 2008-01-22 | Completed | 33.33% | $8.89 | $7.43 | -16.53% | Stop | |
| 2007-01-03 | 2008-01-18 | Completed | 33.33% | $7.94 | $8.04 | 1.21% | 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 | $9.10 | 19.73% | 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% | $7.36 | $7.01 | -4.87% | Signal | |
| 2006-01-25 | 2006-05-24 | Completed | 33.33% | $7.36 | $7.13 | -3.22% | 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 | |