BND trading strategies, backtested
Vanguard Total Bond Market ETF — Vanguard's total US bond market fund. Every DeployQuant template run on BND over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| RSI(2) Dip Snapback | 1.7% | −9.1% | 0.47 | 168 | 60% | $10,996 |
| EMA 12/26 Trend | 1.2% | −5.0% | 0.32 | 21 | 38% | $10,661 |
| Golden Cross (SMA 50/200) | 0.9% | −6.9% | 0.25 | 3 | 33% | $10,515 |
| SMA 10/50 Trend | 0.6% | −6.6% | 0.17 | 19 | 47% | $10,311 |
| 200-Day SMA Regime Filter | 0.5% | −6.5% | 0.14 | 19 | 37% | $10,251 |
| RSI(14) Mean Reversion | 0.2% | −11.7% | 0.08 | 16 | 69% | $10,127 |
| Drawdown Dip Buyer + 8% Target | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| 20-Day Momentum + Trailing Stop | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| Weekly Entry + 7% Target | −0.1% | −15.8% | 0.00 | 64 | 6% | $9,928 |
| First-to-Last Day of Month | −0.5% | −19.0% | -0.07 | 67 | 54% | $9,706 |
| SMA-200 Trend + 15% Trailing Stop | −0.6% | −18.7% | -0.09 | 1 | 0% | $9,676 |
| 3-Month Momentum Switch | −1.2% | −7.3% | -0.65 | 3 | 0% | $9,370 |
| Buy & hold BND | −0.3% | −17.7% | -0.03 | — | — | $9,836 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for BND?
Of the 12 templates tested on BND over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 1.7% (max drawdown 9.1%), versus −0.3% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding BND?
9 of 12 templates beat BND buy-and-hold (−0.3% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (17.7%).
Other bond etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.