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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.6% (compared to the benchmark's drawdown of -54.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.0%, compared to a Buy-and-Hold benchmark return of 11.2%. The strategy executed 11 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.
📊 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
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 Model
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.
Switch to MMA to enable
🛡️ VV Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-20.6% (vs -54.8% B&H)
+34.2% shallower drawdown
Downside Efficiency
0.84 Sortino
+0.18 vs 0.66 B&H
Capital Sheltered from Risk
21.6% 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% | -20.57% | -25.66% | -20.57% | -34.28% | -20.57% | -54.81% |
| Sharpe Ratio | 1.24 | 1.24 | 0.79 | 0.68 | 1.00 | 0.78 | 0.77 | 0.55 |
| Sortino Ratio | 1.80 | 1.80 | 0.92 | 0.92 | 1.13 | 0.92 | 0.84 | 0.66 |
| CAGR | 17.27% | 17.27% | 10.80% | 12.39% | 13.73% | 15.29% | 10.00% | 11.22% |
| % Time Invested | 100.0% | 100.0% | 80.8% | 100.0% | 84.4% | 100.0% | 78.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for VV... Top Diversifiers for VV
Explore Correlation Across Horizons →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 |
|---|---|---|---|
| Loading top diversifier assets... | |||
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 | ||||||||
| 2025-04-07 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2023-02-01 | 2025-04-07 | Completed | 100% | $176.61 | $221.15 | 25.16% | Stop | |
| 2022-03-11 | 2023-02-01 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.40% | Interest Income | |
| 2020-07-02 | 2022-03-11 | Completed | 100% | $134.16 | $184.82 | 37.70% | Signal | |
| 2020-04-01 | 2020-07-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-01 | Completed | 100% | $98.55 | $104.62 | 6.12% | Signal | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2019-03-26 | 2020-03-02 | Completed | 100% | $115.93 | $125.23 | 7.97% | Stop | |
| 2018-12-12 | 2019-03-26 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.67% | Interest Income | |
| 2016-04-25 | 2018-12-12 | Completed | 100% | $80.63 | $109.13 | 35.29% | Signal | |
| 2016-01-14 | 2016-04-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-12-15 | 2016-01-14 | Completed | 100% | $78.48 | $73.16 | -6.82% | Signal | |
| 2015-08-25 | 2015-12-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2012-01-26 | 2015-08-25 | Completed | 100% | $47.44 | $73.82 | 55.52% | Stop | |
| 2011-08-09 | 2012-01-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-10-14 | 2011-08-09 | Completed | 100% | $40.83 | $40.08 | -1.88% | Stop | |
| 2010-07-01 | 2010-10-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2009-06-19 | 2010-07-01 | Completed | 100% | $31.05 | $35.43 | 14.03% | Stop | |
| 2008-01-04 | 2009-06-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.45% | Interest Income | |
| 2006-09-01 | 2008-01-04 | Completed | 100% | $40.64 | $46.17 | 13.56% | Signal | |
| 2006-07-27 | 2006-09-01 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2006-01-25 | 2006-07-27 | Completed | 100% | $39.20 | $39.54 | 0.81% | Signal | |
| 2006-01-23 | 2006-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |