VV Vanguard Large-Cap Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
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 -19.3% (compared to the benchmark's drawdown of -54.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.9%, compared to a Buy-and-Hold benchmark return of 11.3%. 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.
* 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.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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.
VV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 22.59% | 29.47% | 9.54% | 13.77% | 14.58% | 15.64% | 10.88% | 11.35% |
| Sharpe Ratio | 1.86 | 2.16 | 0.77 | 0.75 | 1.07 | 0.80 | 0.85 | 0.56 |
| Max Drawdown | -9.21% | -9.21% | -18.67% | -25.66% | -18.67% | -34.28% | -19.33% | -54.81% |
| % Time Invested | 100.0% | 100.0% | 91.7% | 100.0% | 95.0% | 100.0% | 92.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.0 | 0.0 | 2.2 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-18 | Open | Open | 33.33% | $340.23 | $348.23 | 2.35% | Mark-to-Market |
| 2025-09-08 | Open | Open | 33.33% | $297.11 | $348.23 | 17.21% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33.33% | $249.39 | $348.23 | 39.63% | Mark-to-Market |
| 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% | $255.45 | $293.47 | 14.88% | 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% | $249.39 | $288.99 | 15.88% | 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% | $194.32 | $221.79 | 14.13% | Stop |
| 2023-04-21 | 2025-04-07 | Completed | 33.33% | $180.90 | $221.79 | 22.60% | Stop |
| 2024-01-03 | 2025-03-31 | Completed | 33.33% | $210.13 | $249.81 | 18.89% | 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% | $175.24 | $193.36 | 10.34% | 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% | $163.68 | $164.23 | 0.34% | 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% | $179.41 | $157.89 | -11.99% | 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% | $193.17 | $174.78 | -9.52% | Stop |
| 2020-04-01 | 2022-05-09 | Completed | 33.33% | $104.93 | $175.13 | 66.91% | 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% | $150.62 | $186.57 | 23.87% | Stop |
| 2020-06-25 | 2022-02-25 | Completed | 33.33% | $129.66 | $186.57 | 43.89% | 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% | $98.83 | $134.54 | 36.14% | 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% | $98.83 | $117.46 | 18.85% | 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% | $107.35 | $119.77 | 11.57% | 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% | $119.18 | $125.59 | 5.38% | Stop |
| 2019-03-28 | 2020-03-02 | Completed | 33.33% | $115.99 | $125.59 | 8.28% | 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% | $106.15 | $112.31 | 5.80% | 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% | $76.95 | $101.38 | 31.75% | Stop |
| 2016-07-06 | 2018-12-18 | Completed | 33.33% | $81.09 | $105.09 | 29.60% | Stop |
| 2018-07-10 | 2018-12-04 | Completed | 33.33% | $113.57 | $113.89 | 0.29% | 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% | $80.35 | $110.73 | 37.81% | 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% | $80.21 | $71.19 | -11.24% | 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% | $76.95 | $81.05 | 5.33% | 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% | $50.80 | $74.03 | 45.74% | Stop |
| 2012-03-09 | 2015-08-25 | Completed | 33.33% | $49.16 | $74.03 | 50.58% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33.33% | $43.32 | $74.03 | 70.91% | 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% | $44.79 | $48.90 | 9.18% | 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% | $42.72 | $43.27 | 1.29% | 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% | $38.72 | $40.20 | 3.82% | Stop |
| 2010-11-08 | 2011-08-08 | Completed | 33.33% | $42.57 | $41.28 | -3.03% | Stop |
| 2010-10-11 | 2011-08-05 | Completed | 33.33% | $40.56 | $43.08 | 6.21% | 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% | $37.25 | $40.92 | 9.87% | 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% | $37.25 | $37.61 | 0.98% | Signal |
| 2009-11-11 | 2010-07-02 | Completed | 33.33% | $37.37 | $35.52 | -4.94% | 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% | $33.34 | $38.65 | 15.93% | Stop |
| 2009-05-28 | 2010-05-07 | Completed | 33.33% | $30.29 | $38.65 | 27.59% | 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% | $44.25 | $41.36 | -6.52% | Signal |
| 2008-06-12 | 2008-08-01 | Completed | 33.33% | $44.00 | $41.70 | -5.22% | 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% | $39.31 | $40.72 | 3.58% | Stop |
| 2006-11-20 | 2008-01-14 | Completed | 33.33% | $43.81 | $45.52 | 3.91% | Signal |
| 2007-11-28 | 2008-01-07 | Completed | 33.33% | $46.53 | $45.75 | -1.66% | 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% | $41.44 | $47.30 | 14.16% | 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% | $39.31 | $42.06 | 6.98% | 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% | $39.31 | $38.63 | -1.73% | 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 |