VV
Vanguard Large-Cap Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VV (Vanguard Large-Cap 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 -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 10.4%, compared to a Buy-and-Hold benchmark return of 11.2%. The strategy executed 45 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.
VV Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 11.22% | 17.36% | 7.56% | 11.98% | 13.62% | 14.96% | 10.39% | 11.15% |
| Sharpe Ratio | 0.90 | 1.26 | 0.61 | 0.66 | 1.00 | 0.77 | 0.81 | 0.55 |
| Max Drawdown | -9.21% | -9.21% | -18.71% | -25.66% | -18.71% | -34.28% | -19.39% | -54.81% |
| % Time Invested | 100.0% | 100.0% | 91.7% | 100.0% | 95.0% | 100.0% | 92.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 1.9 | 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 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 | ||||||||
| 2026-03-31 | 2026-05-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.48% | 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 (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | 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 (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | 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 (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-11-07 | 2023-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.11% | Interest Income | |
| 2023-01-31 | 2023-11-06 | Completed | 33.33% | $174.73 | $192.80 | 10.28% | Signal | |
| 2022-05-10 | 2023-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.36% | Interest Income | |
| 2022-02-25 | 2023-01-31 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.40% | Interest Income | |
| 2022-10-24 | 2022-11-07 | Completed | 33.33% | $163.21 | $163.76 | 0.29% | Signal | |
| 2022-09-30 | 2022-10-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-01 | 2022-09-30 | Completed | 33.33% | $178.89 | $157.44 | -12.04% | Stop | |
| 2022-05-09 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | 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 | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | 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 (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-24 | 2020-07-02 | Completed | 33.33% | $98.55 | $134.16 | 36.07% | Signal | |
| 2020-04-09 | 2020-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | 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 (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | 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 | |
| 2019-01-16 | 2020-03-10 | Completed | 33.33% | $107.05 | $119.43 | 11.51% | Stop | |
| 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 | |
| 2019-02-12 | 2019-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-12-04 | 2019-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.74% | 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 (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-12-18 | 2019-01-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | 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 (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2016-04-29 | 2018-05-21 | Completed | 33.33% | $80.12 | $110.41 | 37.74% | Signal | |
| 2015-11-05 | 2016-07-06 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2016-02-12 | 2016-04-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2015-12-17 | 2016-02-12 | Completed | 33.33% | $79.98 | $70.99 | -11.28% | Stop | |
| 2015-08-25 | 2015-12-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-09-17 | 2015-11-05 | Completed | 33.33% | $76.73 | $80.82 | 5.28% | Signal | |
| 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 | |
| 2012-08-31 | 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 (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-12-23 | 2012-07-10 | Completed | 33.33% | $44.66 | $48.76 | 9.13% | Signal | |
| 2011-10-17 | 2012-03-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-08-05 | 2011-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | 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 (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 | |
| 2010-07-27 | 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 | |
| 2010-10-13 | 2010-11-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-10-13 | Completed | 33.33% | $37.14 | $40.80 | 9.81% | Signal | |
| 2010-07-16 | 2010-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-07-02 | 2010-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | 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 (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 | |
| 2009-08-17 | 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 | |
| 2008-08-05 | 2009-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2008-01-14 | 2009-08-17 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.41% | Interest Income | |
| 2008-08-01 | 2009-05-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.40% | 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 | |
| 2008-01-07 | 2008-06-12 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.14% | 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 (CASH) | 33.33% | $1.00 | $1.01 | 0.73% | 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 | |