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DASHBOARDS: Portfolio Hub Market Pulse Performance

VWO

Vanguard Emerging Markets Stock Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for VWO (Vanguard Emerging Markets Stock 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 -42.7% (compared to the benchmark's drawdown of -67.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.3%, compared to a Buy-and-Hold benchmark return of 5.1%. The strategy executed 79 total trades.

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

VWO Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR16.36%16.36%6.12%5.80%8.25%7.72%3.32%5.11%
Sharpe Ratio0.870.870.510.320.630.390.220.19
Max Drawdown-11.17%-11.17%-13.26%-30.88%-19.02%-36.39%-42.74%-67.68%
% Time Invested100.0%100.0%79.8%100.0%88.2%100.0%85.1%100.0%
Trades / Year0.00.01.60.02.40.04.10.0

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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2025-01-31 2025-05-06 Interest (CASH) 33.33% $1.00 $1.01 1.10% Interest Income
2025-04-08 2025-05-01 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
2024-02-26 2025-04-08 Completed 33.33% $38.97 $40.52 3.91% Stop
2024-02-26 2025-04-07 Completed 33.33% $38.97 $38.96 -0.10% Stop
2024-01-26 2025-01-31 Completed 33.33% $37.70 $43.57 15.51% Signal
2023-10-12 2024-02-26 Interest (CASH) 33.33% $1.00 $1.02 1.97% Interest Income
2022-07-11 2024-02-26 Interest (CASH) 33.33% $1.00 $1.08 7.85% Interest Income
2023-10-12 2024-01-26 Interest (CASH) 33.33% $1.00 $1.02 1.54% Interest Income
2023-07-31 2023-10-12 Completed 33.33% $39.16 $36.51 -6.83% Signal
2023-04-26 2023-10-12 Completed 33.33% $36.06 $36.51 1.19% Signal
2023-05-10 2023-07-31 Interest (CASH) 33.33% $1.00 $1.01 1.16% Interest Income
2023-01-23 2023-05-10 Completed 33.33% $38.65 $36.53 -5.52% Signal
2021-11-23 2023-04-26 Interest (CASH) 33.33% $1.00 $1.04 3.59% Interest Income
2021-09-10 2023-01-23 Interest (CASH) 33.33% $1.00 $1.02 2.34% Interest Income
2022-06-07 2022-07-11 Completed 33.33% $38.03 $35.90 -5.65% Signal
2022-05-13 2022-06-07 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2022-03-21 2022-05-13 Completed 33.33% $40.06 $35.72 -10.87% Stop
2022-02-25 2022-03-21 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-04-01 2022-02-25 Completed 33.33% $27.25 $41.67 52.85% Stop
2020-09-23 2021-11-23 Completed 33.33% $36.17 $43.73 20.84% Signal
2020-07-07 2021-09-10 Completed 33.33% $35.47 $45.37 27.83% Signal
2020-05-05 2020-09-23 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2020-04-02 2020-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-03-24 2020-05-05 Completed 33.33% $26.80 $29.78 11.08% Signal
2020-03-24 2020-04-02 Completed 33.33% $26.80 $27.39 2.16% 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
2019-06-05 2020-03-10 Completed 33.33% $32.99 $32.20 -2.42% Stop
2019-11-14 2020-03-02 Completed 33.33% $34.46 $33.68 -2.31% Stop
2019-05-10 2020-03-02 Completed 33.33% $33.47 $33.68 0.59% Stop
2019-07-19 2019-11-14 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2019-02-19 2019-07-19 Completed 33.33% $32.75 $34.92 6.55% Signal
2019-02-11 2019-06-05 Interest (CASH) 33.33% $1.00 $1.01 0.76% Interest Income
2018-08-09 2019-05-10 Interest (CASH) 33.33% $1.00 $1.02 1.75% Interest Income
2018-05-29 2019-02-19 Interest (CASH) 33.33% $1.00 $1.02 1.59% Interest Income
2018-11-21 2019-02-11 Completed 33.33% $31.14 $32.99 5.90% Signal
2018-10-30 2018-11-21 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-07-13 2018-10-30 Completed 33.33% $33.74 $29.49 -12.61% Stop
2018-07-19 2018-08-09 Completed 33.33% $33.33 $34.27 2.79% Signal
2018-06-26 2018-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-06-20 2018-07-13 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2018-03-07 2018-06-26 Completed 33.33% $37.01 $33.33 -9.97% Stop
2017-02-10 2018-06-20 Completed 33.33% $29.51 $34.09 15.45% Stop
2018-03-07 2018-05-29 Completed 33.33% $37.01 $34.94 -5.64% Signal
2018-02-12 2018-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2018-02-12 2018-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2017-02-24 2018-02-12 Completed 33.33% $29.93 $36.15 20.72% Stop
2016-07-18 2018-02-12 Completed 33.33% $27.40 $36.15 31.88% Stop
2016-12-30 2017-02-24 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2015-09-25 2017-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.41% Interest Income
2016-04-22 2016-12-30 Completed 33.33% $26.20 $27.49 4.89% Signal
2015-08-24 2016-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.18% Interest Income
2015-08-05 2016-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2015-08-19 2015-09-25 Completed 33.33% $26.15 $24.53 -6.24% Signal
2015-07-06 2015-08-24 Completed 33.33% $29.25 $23.00 -21.41% Stop
2015-07-28 2015-08-19 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-07-30 2015-08-05 Completed 33.33% $27.76 $27.89 0.40% Signal
2015-07-08 2015-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-01-09 2015-07-28 Completed 33.33% $29.16 $27.60 -5.41% Stop
2015-04-09 2015-07-08 Completed 33.33% $31.67 $27.92 -11.91% Stop
2015-02-24 2015-07-06 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-11-17 2015-04-09 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-01-12 2015-02-24 Completed 33.33% $28.88 $30.03 3.93% Signal
2014-12-17 2015-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-12-16 2015-01-09 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-10 2014-12-17 Completed 33.33% $30.40 $27.34 -10.11% Stop
2014-07-28 2014-12-16 Completed 33.33% $31.99 $26.99 -15.69% Stop
2014-11-10 2014-11-17 Completed 33.33% $30.40 $30.03 -1.28% Signal
2014-10-17 2014-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-10-17 2014-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-03-31 2014-10-17 Completed 33.33% $28.64 $29.45 2.78% Stop
2014-02-19 2014-10-17 Completed 33.33% $27.24 $29.45 8.07% Stop
2014-03-24 2014-07-28 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2014-02-04 2014-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-07-16 2014-03-24 Completed 33.33% $27.63 $27.44 -0.74% Signal
2014-01-27 2014-02-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-09-10 2014-02-04 Completed 33.33% $28.44 $26.27 -7.68% Stop
2013-09-10 2014-01-27 Completed 33.33% $28.44 $26.67 -6.24% Stop
2013-08-06 2013-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-05-16 2013-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2013-07-08 2013-08-06 Completed 33.33% $26.19 $27.32 4.24% Signal
2013-06-21 2013-07-16 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2013-06-13 2013-07-08 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-12-12 2013-06-21 Completed 33.33% $29.60 $25.83 -12.78% Stop
2012-12-12 2013-06-13 Completed 33.33% $29.60 $27.03 -8.73% Stop
2012-09-20 2013-05-16 Completed 33.33% $28.32 $30.14 6.37% Signal
2012-09-17 2012-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-04-24 2012-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2012-06-19 2012-09-20 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2012-06-08 2012-09-17 Completed 33.33% $25.44 $28.78 13.06% Signal
2012-06-08 2012-06-19 Completed 33.33% $25.44 $26.54 4.26% Signal
2012-05-16 2012-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-05-16 2012-06-08 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2012-01-26 2012-05-16 Completed 33.33% $28.61 $25.97 -9.30% Stop
2012-01-26 2012-05-16 Completed 33.33% $28.61 $25.97 -9.30% Stop
2011-10-17 2012-04-24 Completed 33.33% $26.03 $28.11 7.96% Signal
2011-09-22 2012-01-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-08-05 2012-01-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-09-23 2011-10-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-30 2011-09-23 Completed 33.33% $27.91 $23.73 -15.02% Stop
2011-08-29 2011-09-22 Completed 33.33% $27.70 $24.09 -13.06% Signal
2011-08-08 2011-08-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-05 2011-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-01 2011-08-08 Completed 33.33% $24.25 $27.29 12.51% Stop
2010-09-03 2011-08-05 Completed 33.33% $27.43 $28.92 5.40% Stop
2010-06-01 2011-08-05 Completed 33.33% $24.25 $28.92 19.22% Stop
2010-07-06 2010-09-03 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-06-01 2010-07-06 Completed 33.33% $24.25 $25.23 4.00% Signal
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
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-03-03 2010-05-07 Completed 33.33% $25.86 $24.81 -4.09% Stop
2010-03-03 2010-05-07 Completed 33.33% $25.86 $24.81 -4.09% Stop
2010-01-13 2010-05-07 Completed 33.33% $27.14 $24.81 -8.61% Stop
2010-02-08 2010-03-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-02-08 2010-03-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-06-19 2010-02-08 Completed 33.33% $19.89 $23.96 20.44% Stop
2009-04-15 2010-02-08 Completed 33.33% $16.85 $23.96 42.17% Stop
2008-12-05 2010-01-13 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2008-06-10 2009-06-19 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
2008-08-05 2009-04-15 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2008-12-02 2008-12-05 Completed 33.33% $13.18 $12.81 -2.88% Signal
2008-11-07 2008-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2008-10-29 2008-11-07 Completed 33.33% $13.27 $14.63 10.20% Stop
2008-10-07 2008-10-29 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2008-09-29 2008-10-07 Completed 33.33% $20.94 $17.54 -16.26% Stop
2008-09-05 2008-09-29 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2008-07-25 2008-09-05 Completed 33.33% $26.60 $22.58 -15.14% Stop
2008-07-25 2008-08-05 Completed 33.33% $26.60 $25.95 -2.49% Signal
2008-07-02 2008-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2008-07-02 2008-07-25 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2008-06-02 2008-07-02 Completed 33.33% $31.42 $27.61 -12.16% Stop
2008-02-14 2008-07-02 Completed 33.33% $29.33 $27.61 -5.90% Stop
2008-04-10 2008-06-10 Completed 33.33% $29.60 $29.38 -0.77% Signal
2008-02-25 2008-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.40% Interest Income
2008-03-18 2008-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2008-02-12 2008-03-18 Completed 33.33% $28.31 $27.56 -2.69% Stop
2008-02-12 2008-02-25 Completed 33.33% $28.31 $30.10 6.30% Signal
2008-01-23 2008-02-14 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-01-18 2008-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2008-01-18 2008-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2007-12-19 2008-01-23 Completed 33.33% $30.68 $26.62 -13.27% Stop
2007-12-17 2008-01-18 Completed 33.33% $30.69 $28.66 -6.68% Stop
2007-12-17 2008-01-18 Completed 33.33% $30.69 $28.66 -6.68% Stop
2007-11-27 2007-12-19 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2007-11-23 2007-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2007-11-23 2007-12-17 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2007-09-10 2007-11-27 Completed 33.33% $27.85 $29.98 7.62% Stop
2007-09-10 2007-11-23 Completed 33.33% $27.85 $30.48 9.40% Stop
2007-09-10 2007-11-23 Completed 33.33% $27.85 $30.48 9.40% Stop
2007-08-16 2007-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-08-16 2007-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-08-16 2007-09-10 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-03-07 2007-08-16 Completed 33.33% $21.82 $23.71 8.64% Stop
2007-03-07 2007-08-16 Completed 33.33% $21.82 $23.71 8.64% Stop
2007-03-07 2007-08-16 Completed 33.33% $21.82 $23.71 8.64% Stop
2007-03-05 2007-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2007-03-05 2007-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2007-03-05 2007-03-07 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income