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We establish time-resolved high harmonic generation (tr-HHG) as a powerful spectroscopy method for tracking photoinduced dynamics in strongly correlated materials through a detailed investigation of the insulator-to-metal phase transitions in vanadium dioxide. We benchmark the technique by comparing our measurements to established momentum-resolved ultrafast electron diffraction, and theoretical density functional calculations. Tr-HHG allows distinguishing of individual dynamic channels, including a transition to a thermodynamically hidden phase. In addition, the HHG yield is shown to be modulated at a frequency characteristic of a coherent phonon of the equilibrium monoclinic phase over a wide range of excitation fluences. These results demonstrate that tr-HHG is capable of tracking complex dynamics in solids through its sensitivity to the band structure.