VXUS Vanguard Total International Stock Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
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 -21.1% (compared to the benchmark's drawdown of -36.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 6.2%, compared to a Buy-and-Hold benchmark return of 7.6%. 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 | 32.34% | 32.34% | 5.96% | 8.55% | 8.72% | 9.88% | 6.24% | 7.59% |
| Sharpe Ratio | 1.85 | 1.85 | 0.50 | 0.51 | 0.72 | 0.55 | 0.53 | 0.44 |
| Max Drawdown | -11.27% | -11.27% | -15.77% | -29.44% | -19.23% | -35.97% | -21.11% | -35.97% |
| % Time Invested | 100.0% | 100.0% | 88.6% | 100.0% | 92.5% | 100.0% | 89.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 2.3 | 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 / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-23 | Open | Open | 33.33% | $64.18 | $86.06 | 34.10% | Mark-to-Market |
| 2025-04-01 | Open | Open | 33.33% | $60.17 | $86.06 | 43.02% | Mark-to-Market |
| 2023-12-29 | Open | Open | 33.33% | $54.17 | $86.06 | 58.87% | Mark-to-Market |
| 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% | $55.11 | $53.65 | -2.64% | 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% | $51.92 | $57.03 | 9.84% | 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% | $50.40 | $49.10 | -2.56% | Signal |
| 2023-01-09 | 2023-09-27 | Completed | 33.33% | $49.07 | $49.32 | 0.53% | 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% | $50.83 | $47.76 | -6.05% | Stop |
| 2023-01-18 | 2023-03-13 | Completed | 33.33% | $50.83 | $47.76 | -6.05% | 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% | $49.99 | $46.32 | -7.35% | 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% | $34.01 | $48.11 | 41.45% | 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% | $41.49 | $54.22 | 30.67% | 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% | $41.49 | $54.98 | 32.53% | 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% | $32.71 | $36.90 | 12.80% | 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% | $32.71 | $34.35 | 5.01% | 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% | $42.98 | $39.48 | -8.15% | 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% | $42.98 | $41.55 | -3.32% | Stop |
| 2019-04-08 | 2020-03-02 | Completed | 33.33% | $42.82 | $41.55 | -2.96% | 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% | $42.82 | $40.84 | -4.61% | Stop |
| 2019-03-22 | 2019-08-06 | Completed | 33.33% | $41.89 | $40.84 | -2.49% | 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% | $40.18 | $41.81 | 4.05% | Signal |
| 2018-11-08 | 2018-12-11 | Completed | 33.33% | $40.67 | $38.72 | -4.79% | Stop |
| 2018-11-08 | 2018-12-11 | Completed | 33.33% | $40.67 | $38.72 | -4.79% | 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% | $36.66 | $40.46 | 10.35% | Stop |
| 2016-08-02 | 2018-08-15 | Completed | 33.33% | $34.58 | $41.74 | 20.71% | Signal |
| 2017-02-13 | 2018-05-04 | Completed | 33.33% | $36.86 | $44.00 | 19.36% | 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% | $33.22 | $34.64 | 4.28% | 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% | $33.52 | $34.60 | 3.21% | 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% | $32.52 | $33.83 | 4.04% | Stop |
| 2015-04-29 | 2015-08-24 | Completed | 33.33% | $38.45 | $31.73 | -17.49% | Stop |
| 2015-03-24 | 2015-08-17 | Completed | 33.33% | $37.10 | $35.52 | -4.24% | 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% | $35.46 | $34.89 | -1.60% | 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% | $32.62 | $33.43 | 2.48% | Stop |
| 2013-09-12 | 2014-10-13 | Completed | 33.33% | $34.15 | $34.73 | 1.71% | 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% | $32.62 | $33.32 | 2.14% | 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 |