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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.9% (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 12.8%. 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.
Switch to MMA to enable
VUG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.86% | 21.17% | 10.16% | 13.60% | 17.07% | 17.91% | 10.88% | 12.78% |
| Sharpe Ratio | 0.52 | 1.17 | 0.65 | 0.57 | 1.02 | 0.77 | 0.74 | 0.58 |
| Max Drawdown | -13.10% | -16.53% | -21.03% | -35.61% | -21.03% | -35.61% | -26.93% | -50.68% |
| % Time Invested | 90.9% | 100.0% | 73.9% | 100.0% | 83.0% | 100.0% | 77.6% | 100.0% |
| Trades / Year | 1.0 | 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 / 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-20 | Open | Open | 100% | $82.13 | $85.27 | 3.83% | Mark-to-Market |
| 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% | $70.77 | $73.27 | 3.54% | 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% | $62.20 | $61.29 | -1.46% | 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% | $37.20 | $56.83 | 52.77% | 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% | $46.22 | $44.69 | -3.30% | 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% | $31.68 | $45.01 | 42.10% | 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% | $23.27 | $28.42 | 22.13% | 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% | $24.05 | $28.53 | 18.62% | 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% | $16.24 | $23.61 | 45.39% | 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% | $16.52 | $15.05 | -8.91% | 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% | $15.98 | $15.47 | -3.21% | 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% | $9.39 | $15.18 | 61.63% | 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% | $7.69 | $8.10 | 5.45% | 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% | $7.27 | $7.19 | -1.12% | 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% | $6.17 | $7.55 | 22.34% | 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% | $8.52 | $7.83 | -8.14% | 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% | $7.65 | $7.63 | -0.28% | 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% | $7.37 | $7.23 | -1.83% | Signal |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |