Vanguard Intermediate-Term Corporate Bond Index (VCIT) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to VCIT's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -3.51%.   Win rate: 12.50%.   Sharpe Ratio: -5.623.   Maximum drawdown: -22.30% on 21 October 2022.
Mean CAGR: 0.64%. Time in market: 8382 days.   Hypothetical return: $1000 would be worth $880.19 on 01 March 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Intermediate Corp Bond

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 16 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (12.50% * 7.58%) + (43.75% * 2.32%) - (43.75% * 12.50%) = -3.51%.
Wins: 2 Breakevens: 7 Losses: 7

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
19 May 2026   LOW   smart_toy0.545  factory0.124   50 Day Low $ 81.59 schedule schedule schedule schedule schedule
11 March 2026   MEDIUM   smart_toy0.215  factory0.158   50 Day Low $ 83.32 schedule schedule schedule schedule schedule
23 December 2025   MEDIUM   smart_toy0.147  factory0.05   50 Day Low $ 83.54 schedule schedule schedule schedule schedule
09 April 2025   MEDIUM   smart_toy0.842  factory0.524   50 Day Low $ 79.84 select_check_box select_check_box select_check_box select_check_box select_check_box
19 December 2024   MEDIUM   smart_toy0.057  factory0.447   50 Day Low $ 80.40 select_check_box select_check_box select_check_box select_check_box select_check_box
23 October 2024   MEDIUM   smart_toy0.712  factory0.363   50 Day Low $ 81.76 select_check_box select_check_box select_check_box select_check_box select_check_box
08 April 2024   MEDIUM   smart_toy0.146  factory0.249   50 Day Low $ 79.34 select_check_box select_check_box select_check_box select_check_box select_check_box
21 September 2023   MEDIUM   smart_toy0.404  factory0.287   50 Day Low $ 76.54 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
15 August 2023   MEDIUM   smart_toy0.2  factory0.218   50 Day Low $ 77.45 select_check_box select_check_box select_check_box select_check_box select_check_box
06 July 2023   MEDIUM   smart_toy0.19  factory0.229   50 Day Low $ 77.62 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2023   MEDIUM   smart_toy0.362  factory0.327   50 Day Low $ 78.23 select_check_box select_check_box select_check_box select_check_box select_check_box
01 March 2023   MEDIUM   smart_toy0.342  factory0.539   50 Day Low $ 77.42 select_check_box select_check_box select_check_box select_check_box select_check_box
10 October 2022   MEDIUM   smart_toy0.993  factory0.864   FIRE SALE 50 Day Low $ 75.26 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
01 September 2022   MEDIUM   smart_toy0.872  factory0.844   FIRE SALE 50 Day Low $ 79.12 select_check_box select_check_box select_check_box select_check_box select_check_box
10 June 2022   MEDIUM   smart_toy0.97  factory0.806   50 Day Low $ 80.28 select_check_box select_check_box select_check_box select_check_box select_check_box
08 April 2022   MEDIUM   smart_toy0.936  factory0.379   FIRE SALE 50 Day Low $ 83.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 March 2022   HIGH   smart_toy0.99  factory0.601   50 Day Low $ 87.36 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 February 2022   LOW   smart_toy0.963  factory0.548   50 Day Low $ 89.35 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 January 2022   LOW   smart_toy0.331  factory0.369   50 Day Low $ 92.26 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
16 November 2021   LOW   smart_toy0.32  factory0.415   50 Day Low $ 93.06 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 September 2021   LOW   smart_toy0.838  factory0.268   50 Day Low $ 94.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 March 2021   LOW   smart_toy0.347  factory0.299   50 Day Low $ 92.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Vanguard Intermediate-Term Corporate Bond Index (exchange: XNAS symbol: VCIT) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.