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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -27.1% (compared to the benchmark's drawdown of -50.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.6%, compared to a Buy-and-Hold benchmark return of 12.6%. The strategy executed 17 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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VUG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -1.62% | 10.14% | 8.05% | 11.53% | 16.15% | 17.08% | 10.60% | 12.58% |
| Sharpe Ratio | -0.10 | 0.55 | 0.51 | 0.49 | 0.96 | 0.73 | 0.72 | 0.57 |
| Max Drawdown | -13.19% | -16.53% | -21.10% | -35.61% | -21.10% | -35.61% | -27.08% | -50.68% |
| % Time Invested | 93.7% | 100.0% | 73.9% | 100.0% | 83.0% | 100.0% | 77.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.8 | 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 | ||||||||
| 2026-03-26 | 2026-04-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-06-24 | 2026-03-26 | Completed | 100% | $70.69 | $73.19 | 3.48% | Signal | |
| 2025-04-01 | 2025-06-24 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.97% | Interest Income | |
| 2024-08-28 | 2025-04-01 | Completed | 100% | $62.13 | $61.23 | -1.51% | Stop | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-01-18 | 2024-08-06 | Completed | 100% | $37.16 | $56.77 | 52.69% | Stop | |
| 2022-02-28 | 2023-01-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2022-02-16 | 2022-02-28 | Completed | 100% | $46.17 | $44.64 | -3.35% | Signal | |
| 2022-01-25 | 2022-02-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-06-03 | 2022-01-25 | Completed | 100% | $31.64 | $44.96 | 42.03% | Stop | |
| 2020-04-17 | 2020-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-04-17 | Completed | 100% | $23.24 | $28.39 | 22.07% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-02-20 | 2020-03-02 | Completed | 100% | $24.03 | $28.50 | 18.56% | Stop | |
| 2018-12-04 | 2019-02-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2016-04-29 | 2018-12-04 | Completed | 100% | $16.22 | $23.59 | 45.31% | Signal | |
| 2016-01-19 | 2016-04-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-09 | 2016-01-19 | Completed | 100% | $16.50 | $15.03 | -8.95% | Signal | |
| 2015-09-24 | 2015-12-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2015-09-24 | Completed | 100% | $15.96 | $15.45 | -3.26% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-01-19 | 2015-08-25 | Completed | 100% | $9.38 | $15.16 | 61.55% | Stop | |
| 2011-08-09 | 2012-01-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-09-17 | 2011-08-09 | Completed | 100% | $7.68 | $8.10 | 5.39% | Stop | |
| 2010-07-08 | 2010-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2010-06-01 | 2010-07-08 | Completed | 100% | $7.26 | $7.18 | -1.17% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-12 | 2010-05-07 | Completed | 100% | $6.16 | $7.54 | 22.28% | Stop | |
| 2008-07-15 | 2009-06-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 2008-06-12 | 2008-07-15 | Completed | 100% | $8.51 | $7.82 | -8.18% | Signal | |
| 2008-01-23 | 2008-06-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2006-10-17 | 2008-01-23 | Completed | 100% | $7.64 | $7.62 | -0.33% | Stop | |
| 2006-06-30 | 2006-10-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.47% | Interest Income | |
| 2006-01-25 | 2006-06-30 | Completed | 100% | $7.36 | $7.23 | -1.88% | Signal | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |