VTV trading strategies, backtested
Vanguard Value ETF — US large-cap value — the slower, dividend-heavier side of the market. Every DeployQuant template run on VTV over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| First-to-Last Day of Month | 12.3% | −15.3% | 0.98 | 67 | 66% | $18,957 |
| Weekly Entry + 7% Target | 11.6% | −20.4% | 0.94 | 67 | 28% | $18,311 |
| RSI(2) Dip Snapback | 7.7% | −11.7% | 0.88 | 147 | 71% | $15,043 |
| RSI(14) Mean Reversion | 7.4% | −13.1% | 0.77 | 16 | 88% | $14,871 |
| SMA 10/50 Trend | 7.4% | −11.6% | 0.81 | 16 | 63% | $14,808 |
| EMA 12/26 Trend | 7.2% | −16.5% | 0.80 | 20 | 65% | $14,696 |
| SMA-200 Trend + 15% Trailing Stop | 6.2% | −24.2% | 0.57 | 2 | 50% | $13,946 |
| 3-Month Momentum Switch | 6.0% | −11.8% | 0.75 | 9 | 56% | $13,812 |
| Golden Cross (SMA 50/200) | 5.2% | −17.7% | 0.52 | 3 | 67% | $13,218 |
| 200-Day SMA Regime Filter | 4.4% | −23.4% | 0.48 | 21 | 29% | $12,701 |
| Drawdown Dip Buyer + 8% Target | 4.2% | −4.4% | 0.76 | 3 | 100% | $12,525 |
| 20-Day Momentum + Trailing Stop | −0.3% | −9.4% | -0.03 | 1 | 0% | $9,852 |
| Buy & hold VTV | 13.9% | −16.7% | 1.05 | — | — | $20,530 |
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 VTV?
Of the 12 templates tested on VTV over 2021-01-04–2026-07-17, the strongest by CAGR was monthly cycle at 12.3% (max drawdown 15.3%), versus 13.9% 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 VTV?
0 of 12 templates beat VTV buy-and-hold (13.9% CAGR) on this window; 8 of 12 had a shallower maximum drawdown than holding (16.7%).
Other broad index 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.