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 Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -26.9% (compared to the benchmark's drawdown of -36.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 5.8%, compared to a Buy-and-Hold benchmark return of 7.4%. The strategy executed 9 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 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
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
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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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% | 8.78% | 8.66% | 8.12% | 9.52% | 5.80% | 7.43% |
| Sharpe Ratio | 1.41 | 1.41 | 0.66 | 0.51 | 0.62 | 0.53 | 0.45 | 0.43 |
| Max Drawdown | -11.27% | -11.27% | -16.96% | -29.44% | -26.91% | -35.97% | -26.91% | -35.97% |
| % Time Invested | 100.0% | 100.0% | 72.4% | 100.0% | 76.6% | 100.0% | 73.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.6 | 0.0 | 0.7 | 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 | ||||||||
| 2025-01-15 | 2025-03-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2023-12-29 | 2025-01-15 | Completed | 100% | $53.93 | $56.76 | 5.21% | Signal | |
| 2023-10-13 | 2023-12-29 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2023-01-13 | 2023-10-13 | Completed | 100% | $49.56 | $48.95 | -1.28% | Signal | |
| 2021-12-30 | 2023-01-13 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.23% | Interest Income | |
| 2020-06-04 | 2021-12-30 | Completed | 100% | $41.30 | $55.53 | 34.39% | Signal | |
| 2020-03-10 | 2020-06-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2019-11-05 | 2020-03-10 | Completed | 100% | $44.41 | $39.30 | -11.54% | Stop | |
| 2019-10-14 | 2019-11-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-04-03 | 2019-10-14 | Completed | 100% | $42.49 | $42.40 | -0.27% | Signal | |
| 2018-12-11 | 2019-04-03 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2018-11-08 | 2018-12-11 | Completed | 100% | $40.49 | $38.55 | -4.84% | Stop | |
| 2018-07-03 | 2018-11-08 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2016-05-12 | 2018-07-03 | Completed | 100% | $33.39 | $42.45 | 27.08% | Signal | |
| 2015-08-25 | 2016-05-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2015-04-16 | 2015-08-25 | Completed | 100% | $37.90 | $33.68 | -11.19% | Stop | |
| 2014-10-23 | 2015-04-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-01-25 | 2014-10-23 | Completed | 100% | $32.47 | $35.01 | 7.75% | Signal | |
| 2013-01-23 | 2013-01-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |