Vanguard ETF Strategy Database

Browse and analyze thousands of backtested seasonality strategies

Database Statistics

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Strategies Saved
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Best CAGR
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Avg CAGR
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Passed Filter (≥20%)

ℹ️ Note: All "Final Value" calculations are based on an initial $10,000 investment starting January 1, 2016, with no monthly contributions. Check each strategy's "Period" column to see the scan timeframe used.

Filters & Search

Strategies

Name Rank CAGR % Max DD % Sharpe Volatility % Final Value Period Actions
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