 We investigated whether using different VMA trading rules could improve investment performance. Our study found that the NASDAQ 100 index outperformed the DJ30 index when measured by annualized returns. Additionally, we discovered that weekly data outperformed daily data when compared with the same time frame. This research provides valuable insight into how investors can use VMA trading rules to maximize their returns on index ETFs. Furthermore, it offers a unique perspective on the performance of these indices by presenting the results in a heat map matrix, which has not been previously explored or presented in the relevant literature. This article was authored by Yusin Chen, Pau Yu-Huan, Minya Day, and others.