A universe of Vanguard funds for back-testing

The following universe for testing was selected from a list of low cost funds from Vanguard.  This list was selected to have a reasonably long data history.  No other considerations were made.

VGPMX,VGHCX,VASVX,VHGEX,VINEX,VFTSX,VWNFX,VUVLX,VIVAX,VWNDX,

VDIGX,VQNPX,VWELX,VGSTX,VEIPX,VASGX,VSMGX,VISVX,VTRIX,VEIEX,VFINX,

VPCCX,VLACX,VDMIX,VTSMX,VDEQX,VWINX,VPMCX,VGENX,VIMSX,VBINX,

VHCOX,VCVLX,VEXMX,VSCGX,NAESX,VASIX,VGEQX,VWUSX,VCVSX,VSEQX,

VIGRX,VMRGX,VGTSX,VEURX,VISGX,VEXPX,VMGRX,VPACX,VGSIX

Note that other funds may be substituted at the strategy tracking stage.

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3 thoughts on “A universe of Vanguard funds for back-testing

  1. Pingback: Strategy Test 2 | RRSP Strategy

  2. Pingback: Momentum Investing: strategy testing | RRSP Strategy

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