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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.3% (compared to the benchmark's drawdown of -27.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.9%, compared to a Buy-and-Hold benchmark return of 3.4%. The strategy executed 5 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
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 Active
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.
🎯 Investment Objective
🛡️ Long-Term Investing Active
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.
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VWOB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.04% | 7.04% | 0.21% | 1.74% | 2.42% | 3.06% | 2.85% | 3.43% |
| Sharpe Ratio | 1.29 | 1.29 | 0.03 | 0.19 | 0.34 | 0.32 | 0.41 | 0.37 |
| Max Drawdown | -4.48% | -4.48% | -24.32% | -26.97% | -24.32% | -26.97% | -24.32% | -26.97% |
| % Time Invested | 100.0% | 100.0% | 64.5% | 100.0% | 79.7% | 100.0% | 81.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.4 | 0.0 | 0.4 | 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 | ||||||||
| 2022-09-27 | 2024-04-17 | Interest (CASH) | 100% | $1.00 | $1.08 | 8.02% | Interest Income | |
| 2022-07-26 | 2022-09-27 | Completed | 100% | $48.94 | $46.40 | -5.23% | Stop | |
| 2022-06-14 | 2022-07-26 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2022-05-31 | 2022-06-14 | Completed | 100% | $51.51 | $48.35 | -6.18% | Stop | |
| 2022-04-20 | 2022-05-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2020-04-06 | 2022-04-20 | Completed | 100% | $50.34 | $52.34 | 3.93% | Stop | |
| 2020-03-13 | 2020-04-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-01-07 | 2020-03-13 | Completed | 100% | $51.04 | $51.95 | 1.74% | Stop | |
| 2018-10-24 | 2019-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.46% | Interest Income | |
| 2015-05-29 | 2018-10-24 | Completed | 100% | $45.22 | $49.98 | 10.47% | Signal | |
| 2015-05-27 | 2015-05-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |