VWO
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
VWO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 16.36% | 16.36% | 6.12% | 5.80% | 8.25% | 7.72% | 3.32% | 5.11% |
| Sharpe Ratio | 0.87 | 0.87 | 0.51 | 0.32 | 0.63 | 0.39 | 0.22 | 0.19 |
| Max Drawdown | -11.17% | -11.17% | -13.26% | -30.88% | -19.02% | -36.39% | -42.74% | -67.68% |
| % Time Invested | 100.0% | 100.0% | 79.8% | 100.0% | 88.2% | 100.0% | 85.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 2.4 | 0.0 | 4.1 | 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 | ||||||||
| 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 | |