VTI Stock: Golden Cross (50/200 SMA) Backtest — +18.7% vs +98.5% Buy-and-Hold
Real backtest of the Golden Cross (50/200 SMA) strategy on VTI over 5 years: +18.7% return vs +98.5% buy-and-hold, 2 trades, 50% win rate, 8.9% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +18.7% (trailed buy-and-hold at +98.5%)
- Win rate: 50% over 2 trades
- Max drawdown: 8.9%
- Sharpe ratio: -0.07
- Period: 5 years of real historical price data
What the numbers say
On VTI, the Golden Cross (50/200 SMA) trailed buy-and-hold over the five years through Nov 2026: +18.7% against +98.5% for simply holding — a gap of 79.8 percentage points. The strategy took 2 completed trades (1 profitable, 1 not), a 50% win rate — a small sample, so read this as a clue about the rule, not proof.
That came with a shallower worst stretch: the strategy's max drawdown was 8.9% versus 19.3% for buy-and-hold. Dollar-cost averaging into VTI over the same window returned +47.4%. Best single trade: +24.9% (2025-07-01 to 2026-11-12); 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.
One of the most widely cited trend-following signals: go long VTI when the 50-day SMA crosses above the 200-day SMA (a 'golden cross'), exit when it crosses back below (a 'death cross').
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