VTI Stock: 20-Day EMA Trend Follow Backtest — +67.3% vs +98.5% Buy-and-Hold
Real backtest of the 20-Day EMA Trend Follow strategy on VTI over 5 years: +67.3% return vs +98.5% buy-and-hold, 3 trades, 67% win rate, 19.3% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +67.3% (trailed buy-and-hold at +98.5%)
- Win rate: 67% over 3 trades
- Max drawdown: 19.3%
- Sharpe ratio: 0.59
- Period: 5 years of real historical price data
What the numbers say
On VTI, the 20-Day EMA Trend Follow trailed buy-and-hold over the five years through Nov 2026: +67.3% against +98.5% for simply holding — a gap of 31.2 percentage points. The strategy took 3 completed trades (2 profitable, 1 not), a 67% win rate — a small sample, so read this as a clue about the rule, not proof.
It did not buy that return with less pain: the strategy's max drawdown was 19.3%, against 19.3% for buy-and-hold. Dollar-cost averaging into VTI over the same window returned +47.4%. Best single trade: +41.0% (2023-03-10 to 2025-04-15); worst: -5.0% (2023-01-27 to 2023-03-10).
Computed by StratIQ's backtest engine on real daily prices through Nov 2026 (generated 2026-11-12). Fills are assumed at the close with a 5% stop-loss; slippage and commissions are not modeled. This is a historical study of a rule — not a pick, not a recommendation, and not financial advice.
A simple trend-following rule: hold VTI whenever price is above its 20-day EMA, exit whenever price drops below it.
Run this exact rule on your own ticker — Test-My-Rule, free · StratIQ Premium: daily picks with exact levels