VTI Stock: MACD Signal Line Crossover Backtest — +32.7% vs +98.5% Buy-and-Hold
Real backtest of the MACD Signal Line Crossover strategy on VTI over 5 years: +32.7% return vs +98.5% buy-and-hold, 51 trades, 39% win rate, 11.8% max drawdown. Computed on real historical data, not simulated — full trade log and verdict inside.
- Total return: +32.7% (trailed buy-and-hold at +98.5%)
- Win rate: 39% over 51 trades
- Max drawdown: 11.8%
- Sharpe ratio: 0.23
- Period: 5 years of real historical price data
What the numbers say
On VTI, the MACD Signal Line Crossover trailed buy-and-hold over the five years through Nov 2026: +32.7% against +98.5% for simply holding — a gap of 65.8 percentage points. The strategy took 51 completed trades (20 profitable, 31 not), a 39% win rate.
That came with a shallower worst stretch: the strategy's max drawdown was 11.8% versus 19.3% for buy-and-hold. Dollar-cost averaging into VTI over the same window returned +47.4%. Best single trade: +11.9% (2026-04-02 to 2026-05-18); worst: -5.0% (2022-10-05 to 2022-10-11).
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 momentum strategy: buy VTI when the MACD line crosses above its signal line, sell when it crosses back below.
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