VV

Vanguard Large-Cap Index Fund ETF

TREND FOLLOWING PERFORMANCE HISTORY

2026-09-10

Executive Summary

The quantitative backtest for VV (Vanguard Large-Cap Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -19.4% (compared to the benchmark's drawdown of -54.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.7%, compared to a Buy-and-Hold benchmark return of 11.2%. The strategy executed 45 total trades.

* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.

📊 Strategy Model 4 Models Available

Compare quantitative moving average overlays for VV:

Excess Return MMA

Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.

Excess Return MMA CA Active Model

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.

🎯 Trading Horizon

Select risk profile & execution style for VV:

🛡️ Long-Term Investing Active Horizon

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.

🛡️ VV Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →

Peak Drawdown Defense

-19.4% (vs -54.8% B&H)

+35.4% shallower drawdown

Downside Efficiency

1.01 Sortino

+0.35 vs 0.66 B&H

Capital Sheltered from Risk

20.4% of Time

Earning Treasury yield during downturns

* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 VV Quality Metrics & KPI Summary

Metric	1Y		5Y		10Y		Full
	Strategy	B&H	Strategy	B&H	Strategy	B&H	Strategy	B&H
Max Drawdown	-9.21%	-9.21%	-18.76%	-25.66%	-18.76%	-34.28%	-19.39%	-54.81%
Sharpe Ratio	0.91	1.24	0.65	0.68	1.03	0.78	0.83	0.55
Sortino Ratio	1.26	1.80	0.81	0.92	1.25	0.92	1.01	0.66
CAGR	11.81%	17.27%	8.14%	12.39%	14.12%	15.29%	10.67%	11.22%
% Time Invested	95.6%	100.0%	75.3%	100.0%	83.4%	100.0%	79.6%	100.0%
Trades / Year	0.0	0.0	1.8	0.0	1.9	0.0	2.2	0.0

Cumulative Growth Performance

Hydrating Performance Trajectory... Loading historical performance data

Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of VV under the Excess Return MMA CA strategy (Investing) versus Buy & Hold. The strategy produced a 10.7% CAGR with a -19.4% Max Drawdown across 45 trade signals (compared to Buy & Hold's 11.2% CAGR and -54.8% Max Drawdown).

Histogram of monthly return distribution for VV under Excess Return MMA CA strategy in Investing context, illustrating downside risk mitigation and return skewness. — **Figure 2: Monthly Return Distribution Profile.** Monthly return distribution for VV under **Excess Return MMA CA** (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.

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Top Diversifiers for VV

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Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset	Category	1Y Correlation (r)	Action
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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. Subscribe to Unlock
2026-05-04	2026-05-18	Interest (FLOT)	33.33%	$1.00	$1.00	0.18%	Interest Income
2026-03-31	2026-05-01	Interest (BIL)	33.33%	$1.00	$1.00	0.32%	Interest Income
2025-05-01	2026-03-31	Completed	33.33%	$254.71	$292.63	14.83%	Signal
2025-07-23	2025-09-08	Interest (FLOT)	33.33%	$1.00	$1.01	0.56%	Interest Income
2025-04-30	2025-07-23	Completed	33.33%	$248.67	$288.16	15.82%	Signal
2025-03-31	2025-05-01	Interest (FLOT)	33.33%	$1.00	$1.00	0.16%	Interest Income
2025-04-07	2025-04-30	Interest (FLOT)	33.33%	$1.00	$1.02	1.64%	Interest Income
2025-04-07	2025-04-30	Interest (FLOT)	33.33%	$1.00	$1.02	1.64%	Interest Income
2023-11-08	2025-04-07	Completed	33.33%	$193.76	$221.15	14.08%	Stop
2023-04-21	2025-04-07	Completed	33.33%	$180.38	$221.15	22.54%	Stop
2024-01-03	2025-03-31	Completed	33.33%	$209.52	$249.09	18.83%	Signal
2023-11-06	2024-01-03	Interest (FLOT)	33.33%	$1.00	$1.01	0.98%	Interest Income
2023-06-02	2023-11-08	Interest (FLOT)	33.33%	$1.00	$1.03	2.75%	Interest Income
2023-01-31	2023-11-06	Completed	33.33%	$174.73	$192.80	10.28%	Signal
2023-04-04	2023-06-01	Interest (SHV)	33.33%	$1.00	$1.01	0.71%	Interest Income
2023-04-04	2023-04-21	Interest (SHV)	33.33%	$1.00	$1.00	0.24%	Interest Income
2022-12-02	2023-04-03	Interest (FLOT)	33.33%	$1.00	$1.02	1.87%	Interest Income
2022-12-02	2023-04-03	Interest (FLOT)	33.33%	$1.00	$1.02	1.87%	Interest Income
2022-12-02	2023-01-31	Interest (FLOT)	33.33%	$1.00	$1.01	1.32%	Interest Income
2022-11-07	2022-12-01	Interest (BIL)	33.33%	$1.00	$1.00	0.24%	Interest Income
2022-10-04	2022-12-01	Interest (BIL)	33.33%	$1.00	$1.01	0.52%	Interest Income
2022-10-04	2022-12-01	Interest (BIL)	33.33%	$1.00	$1.01	0.52%	Interest Income
2022-10-24	2022-11-07	Completed	33.33%	$163.21	$163.76	0.29%	Signal
2022-10-04	2022-10-24	Interest (BIL)	33.33%	$1.00	$1.00	0.15%	Interest Income
2022-09-30	2022-10-03	Interest (FLOT)	33.33%	$1.00	$1.00	0.01%	Interest Income
2022-09-02	2022-10-03	Interest (FLOT)	33.33%	$1.00	$1.00	-0.05%	Interest Income
2022-09-02	2022-10-03	Interest (FLOT)	33.33%	$1.00	$1.00	-0.05%	Interest Income
2022-06-01	2022-09-30	Completed	33.33%	$178.89	$157.44	-12.04%	Stop
2022-05-10	2022-09-01	Interest (BIL)	33.33%	$1.00	$1.00	0.35%	Interest Income
2022-03-02	2022-09-01	Interest (BIL)	33.33%	$1.00	$1.00	0.37%	Interest Income
2022-05-09	2022-06-01	Interest (BIL)	33.33%	$1.00	$1.00	0.01%	Interest Income
2022-03-21	2022-05-10	Completed	33.33%	$192.61	$174.28	-9.56%	Stop
2020-04-01	2022-05-09	Completed	33.33%	$104.62	$174.63	66.83%	Stop
2022-03-02	2022-03-21	Interest (BIL)	33.33%	$1.00	$1.00	-0.00%	Interest Income
2022-02-25	2022-03-01	Interest (FLOT)	33.33%	$1.00	$1.00	0.08%	Interest Income
2022-02-25	2022-03-01	Interest (FLOT)	33.33%	$1.00	$1.00	0.08%	Interest Income
2020-08-31	2022-02-25	Completed	33.33%	$150.19	$186.03	23.81%	Stop
2020-06-25	2022-02-25	Completed	33.33%	$129.29	$186.03	43.82%	Stop
2020-07-02	2020-08-31	Interest (FLOT)	33.33%	$1.00	$1.00	0.39%	Interest Income
2020-03-24	2020-07-02	Completed	33.33%	$98.55	$134.16	36.07%	Signal
2020-06-02	2020-06-25	Interest (FLOT)	33.33%	$1.00	$1.01	0.62%	Interest Income
2020-04-09	2020-06-01	Interest (SHV)	33.33%	$1.00	$1.00	0.01%	Interest Income
2020-03-24	2020-04-09	Completed	33.33%	$98.55	$117.12	18.79%	Signal
2020-03-10	2020-04-01	Interest (SHV)	33.33%	$1.00	$1.00	0.07%	Interest Income
2020-03-03	2020-03-24	Interest (SHV)	33.33%	$1.00	$1.00	0.36%	Interest Income
2020-03-03	2020-03-24	Interest (SHV)	33.33%	$1.00	$1.00	0.36%	Interest Income
2019-01-16	2020-03-10	Completed	33.33%	$107.05	$119.43	11.51%	Stop
2020-03-02	2020-03-02	Interest (FLOT)	33.33%	$1.00	$1.00	0.05%	Interest Income
2020-03-02	2020-03-02	Interest (FLOT)	33.33%	$1.00	$1.00	0.05%	Interest Income
2019-04-08	2020-03-02	Completed	33.33%	$118.84	$125.23	5.32%	Stop
2019-03-28	2020-03-02	Completed	33.33%	$115.66	$125.23	8.22%	Stop
2019-03-04	2019-04-08	Interest (FLOT)	33.33%	$1.00	$1.00	0.42%	Interest Income
2019-03-04	2019-03-28	Interest (FLOT)	33.33%	$1.00	$1.00	0.26%	Interest Income
2019-02-12	2019-03-01	Interest (SHV)	33.33%	$1.00	$1.00	0.12%	Interest Income
2018-12-04	2019-03-01	Interest (SHV)	33.33%	$1.00	$1.01	0.61%	Interest Income
2019-01-11	2019-02-12	Completed	33.33%	$105.85	$111.99	5.75%	Signal
2018-12-21	2019-01-16	Interest (SHV)	33.33%	$1.00	$1.00	0.18%	Interest Income
2018-12-18	2019-01-11	Interest (SHV)	33.33%	$1.00	$1.00	0.17%	Interest Income
2015-09-17	2018-12-21	Completed	33.33%	$76.73	$101.08	31.68%	Stop
2016-07-06	2018-12-18	Completed	33.33%	$80.85	$104.79	29.54%	Stop
2018-07-10	2018-12-04	Completed	33.33%	$113.24	$113.56	0.24%	Signal
2018-05-21	2018-07-10	Interest (FLOT)	33.33%	$1.00	$1.00	0.16%	Interest Income
2016-04-29	2018-05-21	Completed	33.33%	$80.12	$110.41	37.74%	Signal
2016-04-04	2016-07-06	Interest (FLOT)	33.33%	$1.00	$1.01	0.70%	Interest Income
2016-04-04	2016-04-29	Interest (FLOT)	33.33%	$1.00	$1.00	0.24%	Interest Income
2016-03-02	2016-04-01	Interest (BIL)	33.33%	$1.00	$1.00	0.00%	Interest Income
2016-03-02	2016-04-01	Interest (BIL)	33.33%	$1.00	$1.00	0.00%	Interest Income
2016-02-12	2016-03-01	Interest (SHV)	33.33%	$1.00	$1.00	-0.03%	Interest Income
2016-02-02	2016-03-01	Interest (SHV)	33.33%	$1.00	$1.00	0.01%	Interest Income
2015-12-17	2016-02-12	Completed	33.33%	$79.98	$70.99	-11.28%	Stop
2015-11-05	2016-02-01	Interest (FLOT)	33.33%	$1.00	$1.00	0.09%	Interest Income
2015-11-03	2015-12-17	Interest (FLOT)	33.33%	$1.00	$1.00	0.11%	Interest Income
2015-09-17	2015-11-05	Completed	33.33%	$76.73	$80.82	5.28%	Signal
2015-09-02	2015-11-02	Interest (SHV)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2015-09-02	2015-09-17	Interest (SHV)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2015-09-02	2015-09-17	Interest (SHV)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2015-08-25	2015-09-01	Interest (BIL)	33.33%	$1.00	$1.00	0.02%	Interest Income
2015-08-25	2015-09-01	Interest (BIL)	33.33%	$1.00	$1.00	0.02%	Interest Income
2015-08-25	2015-09-01	Interest (BIL)	33.33%	$1.00	$1.00	0.02%	Interest Income
2012-08-31	2015-08-25	Completed	33.33%	$50.65	$73.82	45.67%	Stop
2012-03-09	2015-08-25	Completed	33.33%	$49.02	$73.82	50.51%	Stop
2011-08-31	2015-08-25	Completed	33.33%	$43.19	$73.82	70.82%	Stop
2012-07-10	2012-08-31	Interest (FLOT)	33.33%	$1.00	$1.01	0.74%	Interest Income
2011-12-23	2012-07-10	Completed	33.33%	$44.66	$48.76	9.13%	Signal
2012-01-04	2012-03-09	Interest (FLOT)	33.33%	$1.00	$1.02	1.87%	Interest Income
2011-12-02	2012-01-03	Interest (SHV)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2011-12-02	2011-12-23	Interest (SHV)	33.33%	$1.00	$1.00	-0.01%	Interest Income
2011-10-17	2011-12-01	Interest (BIL)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2011-08-05	2011-12-01	Interest (BIL)	33.33%	$1.00	$1.00	-0.07%	Interest Income
2011-08-30	2011-10-17	Completed	33.33%	$42.60	$43.15	1.24%	Signal
2011-08-09	2011-08-31	Interest (BIL)	33.33%	$1.00	$1.00	0.00%	Interest Income
2011-08-08	2011-08-30	Interest (BIL)	33.33%	$1.00	$1.00	0.00%	Interest Income
2010-07-27	2011-08-09	Completed	33.33%	$38.61	$40.08	3.76%	Stop
2010-11-08	2011-08-08	Completed	33.33%	$42.45	$41.17	-3.08%	Stop
2010-10-11	2011-08-05	Completed	33.33%	$40.44	$42.95	6.16%	Signal
2010-11-02	2010-11-08	Interest (BIL)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2010-10-13	2010-11-01	Interest (SHV)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2010-06-01	2010-10-13	Completed	33.33%	$37.14	$40.80	9.81%	Signal
2010-09-02	2010-10-11	Interest (SHV)	33.33%	$1.00	$1.00	0.04%	Interest Income
2010-07-16	2010-09-01	Interest (BIL)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2010-07-02	2010-07-27	Interest (BIL)	33.33%	$1.00	$1.00	-0.04%	Interest Income
2010-06-01	2010-07-16	Completed	33.33%	$37.14	$37.50	0.93%	Signal
2009-11-11	2010-07-02	Completed	33.33%	$37.26	$35.42	-4.99%	Stop
2010-05-07	2010-06-01	Interest (BIL)	33.33%	$1.00	$1.00	-0.00%	Interest Income
2010-05-07	2010-06-01	Interest (BIL)	33.33%	$1.00	$1.00	0.00%	Interest Income
2009-08-17	2010-05-07	Completed	33.33%	$33.24	$38.54	15.88%	Stop
2009-05-28	2010-05-07	Completed	33.33%	$30.20	$38.54	27.53%	Stop
2009-10-02	2009-11-11	Interest (SHV)	33.33%	$1.00	$1.00	0.04%	Interest Income
2009-07-02	2009-10-01	Interest (BIL)	33.33%	$1.00	$1.00	-0.03%	Interest Income
2009-07-02	2009-08-17	Interest (BIL)	33.33%	$1.00	$1.00	0.00%	Interest Income
2009-06-02	2009-07-01	Interest (SHV)	33.33%	$1.00	$1.00	-0.03%	Interest Income
2009-06-02	2009-07-01	Interest (SHV)	33.33%	$1.00	$1.00	-0.03%	Interest Income
2009-05-04	2009-06-01	Interest (BIL)	33.33%	$1.00	$1.00	-0.10%	Interest Income
2009-05-04	2009-06-01	Interest (BIL)	33.33%	$1.00	$1.00	-0.10%	Interest Income
2009-05-04	2009-05-28	Interest (BIL)	33.33%	$1.00	$1.00	-0.02%	Interest Income
2009-04-02	2009-05-01	Interest (SHV)	33.33%	$1.00	$1.00	0.02%	Interest Income
2009-04-02	2009-05-01	Interest (SHV)	33.33%	$1.00	$1.00	0.02%	Interest Income
2009-04-02	2009-05-01	Interest (SHV)	33.33%	$1.00	$1.00	0.02%	Interest Income
2009-01-05	2009-04-01	Interest (BIL)	33.33%	$1.00	$1.00	0.18%	Interest Income
2009-01-05	2009-04-01	Interest (BIL)	33.33%	$1.00	$1.00	0.18%	Interest Income
2009-01-05	2009-04-01	Interest (BIL)	33.33%	$1.00	$1.00	0.18%	Interest Income
2008-09-03	2009-01-02	Interest (SHV)	33.33%	$1.00	$1.01	0.77%	Interest Income
2008-09-03	2009-01-02	Interest (SHV)	33.33%	$1.00	$1.01	0.77%	Interest Income
2008-09-03	2009-01-02	Interest (SHV)	33.33%	$1.00	$1.01	0.77%	Interest Income
2008-08-05	2008-09-02	Interest (BIL)	33.33%	$1.00	$1.00	0.16%	Interest Income
2008-08-01	2008-09-02	Interest (BIL)	33.33%	$1.00	$1.00	0.15%	Interest Income
2008-06-03	2008-09-02	Interest (BIL)	33.33%	$1.00	$1.00	0.49%	Interest Income
2008-02-14	2008-08-05	Completed	33.33%	$44.12	$41.24	-6.57%	Signal
2008-06-12	2008-08-01	Completed	33.33%	$43.87	$41.58	-5.27%	Signal
2008-06-03	2008-06-12	Interest (BIL)	33.33%	$1.00	$1.00	0.11%	Interest Income
2008-01-14	2008-06-02	Interest (SHV)	33.33%	$1.00	$1.01	1.09%	Interest Income
2008-01-07	2008-06-02	Interest (SHV)	33.33%	$1.00	$1.01	1.22%	Interest Income
2008-01-23	2008-02-14	Interest (SHV)	33.33%	$1.00	$1.00	0.26%	Interest Income
2006-01-25	2008-01-23	Completed	33.33%	$39.20	$40.60	3.53%	Stop
2006-11-20	2008-01-14	Completed	33.33%	$43.68	$45.39	3.86%	Signal
2007-11-28	2008-01-07	Completed	33.33%	$46.39	$45.62	-1.71%	Signal
2007-09-18	2007-11-28	Interest (SHV)	33.33%	$1.00	$1.01	1.12%	Interest Income
2006-10-03	2007-09-18	Completed	33.33%	$41.32	$47.17	14.10%	Signal
2006-10-06	2006-11-20	Interest (CASH)	33.33%	$1.00	$1.01	0.61%	Interest Income
2006-01-25	2006-10-06	Completed	33.33%	$39.20	$41.93	6.92%	Signal
2006-06-23	2006-10-03	Interest (CASH)	33.33%	$1.00	$1.01	1.37%	Interest Income
2006-01-25	2006-06-23	Completed	33.33%	$39.20	$38.52	-1.78%	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

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where VV ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with VV → ⚖️ Compare VV vs Non-Correlated Assets →

VV