VXUS
Vanguard Total International Stock Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-08-03
Executive Summary
The quantitative backtest for VXUS (Vanguard Total International Stock Index Fund ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -21.2% (compared to the benchmark's drawdown of -36.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.0%, compared to a Buy-and-Hold benchmark return of 7.4%. The strategy executed 32 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
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)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
VXUS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.75% | 26.75% | 6.00% | 8.66% | 8.43% | 9.52% | 6.01% | 7.43% |
| Sharpe Ratio | 1.41 | 1.41 | 0.49 | 0.51 | 0.68 | 0.53 | 0.50 | 0.43 |
| Max Drawdown | -11.27% | -11.27% | -15.91% | -29.44% | -19.48% | -35.97% | -21.24% | -35.97% |
| % Time Invested | 100.0% | 100.0% | 88.6% | 100.0% | 92.5% | 100.0% | 90.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 2.2 | 0.0 | 2.4 | 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 | ||||||||
| 2025-05-02 | 2025-05-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2025-04-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income | |
| 2024-02-26 | 2025-04-07 | Completed | 33.33% | $54.86 | $53.41 | -2.69% | Signal | |
| 2024-12-30 | 2025-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income | |
| 2024-01-17 | 2024-12-30 | Completed | 33.33% | $51.68 | $56.77 | 9.79% | Signal | |
| 2023-11-10 | 2024-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.16% | Interest Income | |
| 2023-09-27 | 2024-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.90% | Interest Income | |
| 2023-06-02 | 2023-12-29 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.66% | Interest Income | |
| 2023-04-04 | 2023-11-10 | Completed | 33.33% | $50.17 | $48.88 | -2.61% | Signal | |
| 2023-01-09 | 2023-09-27 | Completed | 33.33% | $48.85 | $49.10 | 0.48% | Signal | |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2023-03-13 | 2023-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.37% | Interest Income | |
| 2023-03-13 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.37% | Interest Income | |
| 2023-01-18 | 2023-03-13 | Completed | 33.33% | $50.60 | $47.54 | -6.10% | Stop | |
| 2023-01-18 | 2023-03-13 | Completed | 33.33% | $50.60 | $47.54 | -6.10% | Stop | |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income | |
| 2022-12-02 | 2023-01-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2022-08-24 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-05-31 | 2022-08-24 | Completed | 33.33% | $49.77 | $46.11 | -7.40% | Signal | |
| 2022-05-06 | 2022-05-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-05-06 | Completed | 33.33% | $33.86 | $47.89 | 41.38% | Stop | |
| 2022-02-18 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-04 | 2022-02-18 | Completed | 33.33% | $41.30 | $53.97 | 30.61% | Signal | |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2021-10-08 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2020-06-04 | 2021-10-08 | Completed | 33.33% | $41.30 | $54.74 | 32.46% | Signal | |
| 2020-06-02 | 2020-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2020-06-02 | 2020-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2020-05-01 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2020-03-27 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2020-03-24 | 2020-05-01 | Completed | 33.33% | $32.56 | $36.73 | 12.74% | Signal | |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2020-03-24 | 2020-03-27 | Completed | 33.33% | $32.56 | $34.20 | 4.96% | Signal | |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2020-03-03 | 2020-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2019-09-13 | 2020-03-10 | Completed | 33.33% | $42.79 | $39.30 | -8.19% | Stop | |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-03-02 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2019-09-13 | 2020-03-02 | Completed | 33.33% | $42.79 | $41.37 | -3.37% | Stop | |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $42.63 | $41.37 | -3.00% | Stop | |
| 2019-08-06 | 2019-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2019-08-06 | 2019-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2019-04-08 | 2019-08-06 | Completed | 33.33% | $42.63 | $40.66 | -4.66% | Stop | |
| 2019-03-22 | 2019-08-06 | Completed | 33.33% | $41.70 | $40.66 | -2.54% | Signal | |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2019-03-04 | 2019-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2019-03-04 | 2019-03-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2019-02-25 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2018-12-11 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2018-12-11 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2018-11-05 | 2019-02-25 | Completed | 33.33% | $40.00 | $41.62 | 4.00% | Signal | |
| 2018-11-08 | 2018-12-11 | Completed | 33.33% | $40.49 | $38.55 | -4.84% | Stop | |
| 2018-11-08 | 2018-12-11 | Completed | 33.33% | $40.49 | $38.55 | -4.84% | Stop | |
| 2018-11-02 | 2018-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-11-02 | 2018-11-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2018-11-02 | 2018-11-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2018-10-12 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2018-08-15 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2018-05-04 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2017-03-09 | 2018-10-12 | Completed | 33.33% | $36.50 | $40.27 | 10.30% | Stop | |
| 2016-08-02 | 2018-08-15 | Completed | 33.33% | $34.43 | $41.56 | 20.65% | Signal | |
| 2017-02-13 | 2018-05-04 | Completed | 33.33% | $36.70 | $43.80 | 19.30% | Signal | |
| 2016-11-02 | 2017-03-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2016-12-29 | 2017-02-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2016-05-04 | 2016-12-29 | Completed | 33.33% | $33.07 | $34.49 | 4.23% | Signal | |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-04-04 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.17% | Interest Income | |
| 2016-04-04 | 2016-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2016-04-04 | 2016-05-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2015-10-21 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2015-09-16 | 2015-10-21 | Completed | 33.33% | $33.37 | $34.45 | 3.16% | Signal | |
| 2015-09-02 | 2015-09-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2015-08-25 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-24 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-08-17 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2013-02-25 | 2015-08-25 | Completed | 33.33% | $32.37 | $33.68 | 3.98% | Stop | |
| 2015-04-29 | 2015-08-24 | Completed | 33.33% | $38.28 | $31.59 | -17.53% | Stop | |
| 2015-03-24 | 2015-08-17 | Completed | 33.33% | $36.93 | $35.36 | -4.29% | Signal | |
| 2015-03-03 | 2015-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2015-03-03 | 2015-03-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2015-02-03 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-12-30 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2014-11-07 | 2014-12-30 | Completed | 33.33% | $35.30 | $34.73 | -1.65% | Signal | |
| 2014-11-04 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-11-04 | 2014-11-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2014-10-16 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income | |
| 2014-10-13 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income | |
| 2013-01-25 | 2014-10-16 | Completed | 33.33% | $32.47 | $33.28 | 2.43% | Stop | |
| 2013-09-12 | 2014-10-13 | Completed | 33.33% | $33.99 | $34.57 | 1.66% | Signal | |
| 2013-08-15 | 2013-09-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2013-01-25 | 2013-08-15 | Completed | 33.33% | $32.47 | $33.17 | 2.08% | Signal | |
| 2013-01-23 | 2013-02-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2013-01-23 | 2013-01-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2013-01-23 | 2013-01-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |