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DASHBOARDS: Portfolio Hub Market Pulse Performance

VWOB

Vanguard Emerging Markets Government Bond Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VWOB (Vanguard Emerging Markets Government Bond Index Fund ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -12.4% (compared to the benchmark's drawdown of -27.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.2%, compared to a Buy-and-Hold benchmark return of 3.8%. The strategy executed 87 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

VWOB Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR4.95%7.04%1.35%1.74%2.73%3.06%3.17%3.79%
Sharpe Ratio1.171.290.250.190.510.320.630.43
Max Drawdown-3.58%-4.48%-12.44%-26.97%-12.44%-26.97%-12.44%-26.97%
% Time Invested98.8%100.0%80.6%100.0%84.6%100.0%85.6%100.0%
Trades / Year3.00.07.40.06.90.06.90.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2026-04-22 2026-05-22 Completed 33.33% $66.48 $65.74 -1.17% Signal
2026-03-25 2026-05-08 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2026-03-17 2026-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2025-06-30 2026-04-17 Completed 33.33% $61.24 $66.56 8.63% Signal
2025-05-28 2026-03-25 Completed 33.33% $59.73 $64.69 8.26% Signal
2026-02-18 2026-03-17 Completed 33.33% $66.70 $65.18 -2.33% Signal
2026-01-26 2026-02-18 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2025-05-09 2026-01-26 Completed 33.33% $59.29 $65.78 10.89% Signal
2025-06-05 2025-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-30 2025-06-05 Completed 33.33% $59.18 $60.31 1.86% Signal
2025-04-11 2025-05-28 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
2025-04-01 2025-05-09 Interest (CASH) 33.33% $1.00 $1.00 0.45% Interest Income
2025-01-15 2025-04-30 Interest (CASH) 33.33% $1.00 $1.01 1.22% Interest Income
2025-02-24 2025-04-11 Completed 33.33% $59.15 $57.05 -3.59% Signal
2025-02-05 2025-04-01 Completed 33.33% $59.12 $59.44 0.49% Signal
2024-11-04 2025-02-24 Interest (CASH) 33.33% $1.00 $1.01 1.28% Interest Income
2024-12-31 2025-02-05 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2024-01-12 2025-01-15 Completed 33.33% $54.31 $58.14 6.99% Signal
2024-12-05 2024-12-31 Completed 33.33% $59.16 $57.94 -2.11% Signal
2024-10-22 2024-12-05 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2024-06-04 2024-11-04 Completed 33.33% $55.78 $58.17 4.23% Signal
2024-07-26 2024-10-22 Completed 33.33% $56.49 $58.26 3.09% Signal
2024-07-03 2024-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2024-05-17 2024-07-03 Completed 33.33% $55.96 $56.16 0.31% Signal
2024-05-06 2024-06-04 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2024-04-22 2024-05-17 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2024-03-18 2024-05-06 Completed 33.33% $54.68 $55.31 1.11% Signal
2024-03-07 2024-04-22 Completed 33.33% $55.04 $54.45 -1.12% Signal
2024-02-15 2024-03-18 Interest (CASH) 33.33% $1.00 $1.00 0.44% Interest Income
2024-01-25 2024-03-07 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2023-11-28 2024-02-15 Completed 33.33% $51.95 $53.96 3.81% Signal
2023-11-13 2024-01-25 Completed 33.33% $50.09 $53.74 7.24% Signal
2023-09-27 2024-01-12 Interest (CASH) 33.33% $1.00 $1.02 1.59% Interest Income
2023-08-25 2023-11-28 Interest (CASH) 33.33% $1.00 $1.01 1.41% Interest Income
2023-08-17 2023-11-13 Interest (CASH) 33.33% $1.00 $1.01 1.32% Interest Income
2023-08-11 2023-09-27 Completed 33.33% $51.79 $50.30 -2.92% Signal
2023-07-05 2023-08-25 Completed 33.33% $51.78 $51.11 -1.33% Signal
2023-06-21 2023-08-17 Completed 33.33% $51.41 $50.77 -1.28% Signal
2023-05-16 2023-08-11 Interest (CASH) 33.33% $1.00 $1.01 1.27% Interest Income
2023-05-24 2023-07-05 Interest (CASH) 33.33% $1.00 $1.01 0.57% Interest Income
2023-05-09 2023-06-21 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
2023-04-24 2023-05-24 Completed 33.33% $50.58 $50.37 -0.45% Signal
2023-01-23 2023-05-16 Completed 33.33% $51.62 $50.52 -2.18% Signal
2023-04-04 2023-05-09 Completed 33.33% $51.20 $50.79 -0.86% Signal
2023-03-08 2023-04-24 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2023-02-24 2023-04-04 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2022-11-25 2023-03-08 Completed 33.33% $49.32 $50.06 1.45% Signal
2023-02-08 2023-02-24 Completed 33.33% $51.29 $50.19 -2.20% Signal
2023-01-17 2023-02-08 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2022-09-27 2023-01-23 Interest (CASH) 33.33% $1.00 $1.01 1.32% Interest Income
2022-11-11 2023-01-17 Completed 33.33% $48.49 $51.04 5.21% Signal
2022-09-19 2022-11-25 Interest (CASH) 33.33% $1.00 $1.01 0.73% Interest Income
2022-09-09 2022-11-11 Interest (CASH) 33.33% $1.00 $1.01 0.65% Interest Income
2022-07-26 2022-09-27 Completed 33.33% $48.94 $46.40 -5.23% Stop
2022-07-26 2022-09-19 Completed 33.33% $48.94 $48.31 -1.34% Stop
2022-07-26 2022-09-09 Completed 33.33% $48.94 $49.43 0.95% Signal
2022-06-14 2022-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2022-06-14 2022-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2022-06-14 2022-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2022-05-31 2022-06-14 Completed 33.33% $51.51 $48.35 -6.18% Stop
2022-05-31 2022-06-14 Completed 33.33% $51.51 $48.35 -6.18% Stop
2022-05-31 2022-06-14 Completed 33.33% $51.51 $48.35 -6.18% Stop
2022-01-14 2022-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2022-01-14 2022-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.21% Interest Income
2021-11-22 2022-05-31 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2022-01-11 2022-01-14 Completed 33.33% $58.41 $58.04 -0.68% Signal
2021-12-23 2022-01-14 Completed 33.33% $59.64 $58.04 -2.73% Signal
2021-12-17 2022-01-11 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-12-01 2021-12-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-12-08 2021-12-17 Completed 33.33% $59.80 $59.73 -0.17% Signal
2021-10-11 2021-12-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-11-09 2021-12-01 Completed 33.33% $60.43 $58.95 -2.50% Signal
2021-07-06 2021-11-22 Completed 33.33% $60.18 $59.54 -1.13% Signal
2021-10-01 2021-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-05-03 2021-10-11 Completed 33.33% $59.12 $59.10 -0.08% Signal
2021-04-15 2021-10-01 Completed 33.33% $58.95 $59.73 1.27% Signal
2021-04-13 2021-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-02-11 2021-05-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-01-26 2021-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-15 2021-04-13 Completed 33.33% $57.02 $58.46 2.47% Signal
2020-11-13 2021-02-11 Completed 33.33% $59.59 $60.40 1.30% Signal
2020-10-28 2021-01-26 Completed 33.33% $57.96 $60.25 3.91% Signal
2020-10-05 2020-11-13 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-09-22 2020-10-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-05-11 2020-10-05 Completed 33.33% $52.83 $57.88 9.50% Signal
2020-04-15 2020-09-22 Completed 33.33% $51.60 $57.92 12.19% Signal
2020-04-03 2020-07-15 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-03-10 2020-05-11 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-10 2020-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-01 2020-04-03 Completed 33.33% $49.29 $50.30 2.01% Signal
2020-03-10 2020-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2019-12-12 2020-03-10 Completed 33.33% $57.12 $54.75 -4.20% Stop
2019-12-12 2020-03-10 Completed 33.33% $57.12 $54.75 -4.20% Stop
2018-09-28 2020-03-10 Completed 33.33% $50.62 $54.75 8.11% Stop
2019-11-14 2019-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2019-11-08 2019-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2019-10-25 2019-11-14 Completed 33.33% $56.65 $56.38 -0.54% Signal
2019-11-06 2019-11-08 Completed 33.33% $56.33 $56.24 -0.21% Signal
2019-10-15 2019-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-10-01 2019-10-25 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2019-01-04 2019-10-15 Completed 33.33% $50.83 $56.45 11.00% Signal
2019-06-04 2019-10-01 Completed 33.33% $54.09 $56.25 3.94% Signal
2019-05-09 2019-06-04 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2018-12-20 2019-05-09 Completed 33.33% $50.55 $53.37 5.54% Signal
2018-11-05 2019-01-04 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2018-10-25 2018-12-20 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2018-09-28 2018-11-05 Completed 33.33% $50.62 $49.97 -1.34% Signal
2018-09-28 2018-10-25 Completed 33.33% $50.62 $49.93 -1.41% Signal
2018-09-06 2018-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2018-08-21 2018-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2018-02-08 2018-09-28 Interest (CASH) 33.33% $1.00 $1.01 1.22% Interest Income
2018-07-25 2018-09-06 Completed 33.33% $50.54 $49.89 -1.33% Signal
2018-07-16 2018-08-21 Completed 33.33% $50.54 $50.12 -0.87% Signal
2018-02-09 2018-07-25 Interest (CASH) 33.33% $1.00 $1.01 0.83% Interest Income
2018-04-30 2018-07-16 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2018-04-16 2018-04-30 Completed 33.33% $51.01 $50.57 -0.92% Signal
2018-02-01 2018-04-16 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
2017-12-27 2018-02-09 Completed 33.33% $51.97 $50.84 -2.23% Signal
2017-03-22 2018-02-08 Completed 33.33% $49.48 $51.16 3.34% Signal
2017-12-12 2018-02-01 Completed 33.33% $51.73 $51.85 0.18% Signal
2017-11-08 2017-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2017-11-09 2017-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2017-11-02 2017-11-09 Completed 33.33% $51.89 $51.36 -1.08% Signal
2017-08-15 2017-11-08 Completed 33.33% $51.24 $51.36 0.19% Signal
2017-10-11 2017-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-08-02 2017-10-11 Completed 33.33% $51.16 $51.78 1.16% Signal
2017-07-24 2017-08-15 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-07 2017-08-02 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-01-17 2017-07-24 Completed 33.33% $48.87 $51.03 4.37% Signal
2017-04-20 2017-07-07 Completed 33.33% $50.23 $50.11 -0.29% Signal
2017-03-28 2017-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2016-12-28 2017-03-28 Completed 33.33% $47.85 $49.71 3.85% Signal
2016-12-16 2017-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2016-10-20 2017-01-17 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2016-11-01 2016-12-28 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2016-03-02 2016-12-16 Completed 33.33% $44.74 $47.51 6.15% Signal
2016-10-19 2016-11-01 Completed 33.33% $49.40 $49.02 -0.81% Signal
2016-03-01 2016-10-20 Completed 33.33% $44.74 $49.51 10.60% Signal
2016-09-27 2016-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-02-18 2016-09-27 Completed 33.33% $44.08 $49.61 12.48% Signal
2016-02-05 2016-03-02 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-12-18 2016-03-01 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2015-12-01 2016-02-18 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2015-10-09 2016-02-05 Completed 33.33% $44.53 $44.06 -1.11% Signal
2015-10-09 2015-12-18 Completed 33.33% $44.53 $44.07 -1.09% Signal
2015-10-09 2015-12-01 Completed 33.33% $44.53 $44.70 0.32% Signal
2015-08-24 2015-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-06 2015-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-06-12 2015-10-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-04-15 2015-08-24 Completed 33.33% $45.65 $42.93 -6.00% Signal
2015-07-17 2015-08-06 Completed 33.33% $44.61 $44.42 -0.48% Signal
2015-05-26 2015-07-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-02-12 2015-06-12 Completed 33.33% $43.75 $44.29 1.18% Signal
2015-04-22 2015-05-26 Completed 33.33% $45.24 $45.39 0.29% Signal
2015-03-30 2015-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-20 2015-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-01-22 2015-03-30 Completed 33.33% $43.34 $44.48 2.56% Signal
2014-12-10 2015-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-26 2015-01-22 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-14 2014-12-10 Completed 33.33% $44.34 $43.41 -2.14% Signal
2014-10-28 2014-11-26 Completed 33.33% $44.59 $44.65 0.09% Signal
2013-12-12 2014-11-20 Completed 33.33% $41.39 $44.32 7.03% Signal
2014-09-09 2014-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-24 2014-10-28 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-09-04 2014-09-24 Completed 33.33% $44.96 $44.45 -1.18% Signal
2014-01-15 2014-09-09 Completed 33.33% $41.88 $44.71 6.69% Signal
2014-08-12 2014-09-04 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-03-07 2014-08-12 Completed 33.33% $42.47 $44.42 4.53% Signal
2014-02-12 2014-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-27 2014-02-12 Completed 33.33% $41.52 $41.86 0.77% Signal
2013-12-10 2014-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-12-10 2013-12-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-12-10 2013-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income