DASHBOARDS: Portfolio Hub Market Pulse Performance
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -15.1% (compared to the benchmark's drawdown of -29.8%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.1%, compared to a Buy-and-Hold benchmark return of 10.0%. The strategy executed 63 total trades.

* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.

BCD Quality Metrics & KPI Summary

Metric1Y5YFull History
StrategyB&HStrategyB&HStrategyB&H
CAGR28.28%32.43%11.57%11.93%10.14%9.98%
Sharpe Ratio1.892.030.950.730.960.68
Max Drawdown-7.22%-7.22%-14.45%-23.03%-15.09%-29.81%
% Time Invested95.2%100.0%82.2%100.0%83.3%100.0%
Trades / Year2.00.07.20.07.30.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2025-09-30 Open Open 33.33% $29.28 $36.94 26.18% Mark-to-Market
2025-09-08 Open Open 33.33% $28.75 $36.94 28.51% Mark-to-Market
2025-09-03 Open Open 33.33% $28.92 $36.94 27.71% Mark-to-Market
2025-08-15 2025-09-30 Interest (FLOT) 33.33% $1.00 $1.01 0.62% Interest Income
2025-08-11 2025-09-08 Interest (FLOT) 33.33% $1.00 $1.00 0.28% Interest Income
2025-06-30 2025-09-03 Interest (FLOT) 33.33% $1.00 $1.01 0.93% Interest Income
2025-06-23 2025-08-15 Completed 33.33% $29.39 $27.91 -5.03% Signal
2025-08-07 2025-08-11 Completed 33.33% $28.11 $28.06 -0.18% Signal
2025-07-16 2025-08-07 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2025-05-13 2025-07-16 Completed 33.33% $28.23 $28.76 1.88% Signal
2024-12-06 2025-06-30 Completed 33.33% $26.39 $28.36 7.48% Signal
2025-06-03 2025-06-23 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2025-05-02 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.32% Interest Income
2025-05-02 2025-05-13 Interest (SHV) 33.33% $1.00 $1.00 0.10% Interest Income
2025-04-22 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.45% Interest Income
2025-04-11 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.01 1.19% Interest Income
2025-01-16 2025-04-22 Completed 33.33% $28.00 $28.15 0.52% Signal
2025-04-09 2025-04-11 Completed 33.33% $26.48 $27.40 3.48% Signal
2025-03-18 2025-04-09 Interest (FLOT) 33.33% $1.00 $0.99 -1.16% Interest Income
2025-01-30 2025-03-18 Completed 33.33% $27.99 $28.99 3.60% Signal
2025-01-06 2025-01-30 Interest (FLOT) 33.33% $1.00 $1.00 0.26% Interest Income
2024-12-11 2025-01-16 Interest (FLOT) 33.33% $1.00 $1.01 0.59% Interest Income
2024-12-12 2025-01-06 Completed 33.33% $26.77 $26.86 0.34% Signal
2024-10-31 2024-12-12 Interest (FLOT) 33.33% $1.00 $1.01 0.72% Interest Income
2024-10-04 2024-12-11 Completed 33.33% $27.48 $26.83 -2.37% Signal
2024-10-02 2024-12-06 Interest (FLOT) 33.33% $1.00 $1.01 1.08% Interest Income
2024-10-15 2024-10-31 Completed 33.33% $26.56 $26.66 0.37% Signal
2024-10-02 2024-10-15 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2024-10-02 2024-10-04 Interest (FLOT) 33.33% $1.00 $1.00 0.10% Interest Income
2024-09-23 2024-10-01 Interest (SHV) 33.33% $1.00 $1.00 0.11% Interest Income
2024-08-06 2024-10-01 Interest (SHV) 33.33% $1.00 $1.01 0.86% Interest Income
2024-08-02 2024-10-01 Interest (SHV) 33.33% $1.00 $1.01 0.96% Interest Income
2024-09-03 2024-09-23 Completed 33.33% $25.52 $26.48 3.74% Signal
2024-08-02 2024-09-03 Interest (SHV) 33.33% $1.00 $1.00 0.47% Interest Income
2024-04-08 2024-08-06 Completed 33.33% $26.91 $25.00 -7.07% Stop
2024-07-12 2024-08-01 Interest (FLOT) 33.33% $1.00 $1.00 0.34% Interest Income
2024-06-20 2024-08-01 Interest (FLOT) 33.33% $1.00 $1.01 0.66% Interest Income
2024-04-01 2024-07-12 Completed 33.33% $26.07 $26.58 1.93% Signal
2024-03-12 2024-06-20 Completed 33.33% $25.45 $27.17 6.76% Signal
2023-12-06 2024-04-08 Interest (FLOT) 33.33% $1.00 $1.02 2.49% Interest Income
2023-10-12 2024-04-01 Interest (FLOT) 33.33% $1.00 $1.03 3.22% Interest Income
2023-11-20 2024-03-12 Interest (FLOT) 33.33% $1.00 $1.02 2.26% Interest Income
2023-09-12 2023-12-06 Completed 33.33% $26.64 $25.22 -5.35% Signal
2023-10-31 2023-11-20 Completed 33.33% $26.20 $25.77 -1.65% Signal
2023-10-05 2023-10-31 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2023-07-25 2023-10-12 Completed 33.33% $26.75 $25.80 -3.56% Signal
2023-09-15 2023-10-05 Completed 33.33% $26.74 $25.26 -5.54% Signal
2023-08-23 2023-09-15 Interest (FLOT) 33.33% $1.00 $1.01 0.50% Interest Income
2023-06-02 2023-09-12 Interest (FLOT) 33.33% $1.00 $1.02 1.95% Interest Income
2023-06-22 2023-08-23 Completed 33.33% $25.70 $25.93 0.89% Signal
2023-06-02 2023-07-25 Interest (FLOT) 33.33% $1.00 $1.01 1.00% Interest Income
2023-06-02 2023-06-22 Interest (FLOT) 33.33% $1.00 $1.00 0.32% Interest Income
2023-05-12 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.23% Interest Income
2023-05-12 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.23% Interest Income
2023-05-09 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.30% Interest Income
2023-04-19 2023-05-12 Completed 33.33% $26.46 $25.11 -5.12% Stop
2023-04-19 2023-05-12 Completed 33.33% $26.46 $25.11 -5.12% Stop
2023-04-12 2023-05-09 Completed 33.33% $26.54 $25.62 -3.47% Signal
2023-04-04 2023-04-19 Interest (SHV) 33.33% $1.00 $1.00 0.17% Interest Income
2023-04-04 2023-04-19 Interest (SHV) 33.33% $1.00 $1.00 0.17% Interest Income
2023-04-04 2023-04-12 Interest (SHV) 33.33% $1.00 $1.00 0.10% Interest Income
2023-02-15 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2023-01-23 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.01 0.76% Interest Income
2022-12-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2023-02-01 2023-02-15 Completed 33.33% $27.16 $26.55 -2.26% Signal
2023-01-09 2023-02-01 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2022-12-09 2023-01-23 Completed 33.33% $26.83 $27.50 2.50% Signal
2023-01-05 2023-01-09 Completed 33.33% $26.28 $26.62 1.29% Signal
2022-12-12 2023-01-05 Interest (FLOT) 33.33% $1.00 $1.01 0.62% Interest Income
2022-11-10 2022-12-12 Completed 33.33% $27.16 $26.89 -0.99% Signal
2022-12-02 2022-12-09 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2022-10-14 2022-12-01 Interest (BIL) 33.33% $1.00 $1.00 0.42% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-11-10 Interest (BIL) 33.33% $1.00 $1.00 0.34% Interest Income
2022-09-06 2022-10-14 Completed 33.33% $27.60 $26.97 -2.31% Signal
2022-09-20 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.28% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-08-02 2022-09-20 Completed 33.33% $27.47 $27.16 -1.12% Signal
2022-09-02 2022-09-06 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2022-08-24 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.10% Interest Income
2022-06-23 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.27% Interest Income
2022-07-19 2022-08-24 Completed 33.33% $26.56 $28.88 8.74% Signal
2022-06-23 2022-08-02 Interest (BIL) 33.33% $1.00 $1.00 0.07% Interest Income
2022-06-24 2022-07-19 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2022-04-08 2022-06-24 Completed 33.33% $29.33 $27.70 -5.54% Stop
2022-04-01 2022-06-23 Completed 33.33% $28.45 $28.47 0.08% Stop
2022-04-01 2022-06-23 Completed 33.33% $28.45 $28.47 0.08% Stop
2022-03-17 2022-04-08 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2022-03-10 2022-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.01% Interest Income
2022-03-10 2022-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.01% Interest Income
2020-07-09 2022-03-17 Completed 33.33% $14.61 $27.87 90.75% Stop
2022-01-24 2022-03-10 Completed 33.33% $24.27 $28.80 18.67% Stop
2021-12-30 2022-03-10 Completed 33.33% $23.15 $28.80 24.39% Stop
2022-01-04 2022-01-24 Interest (FLOT) 33.33% $1.00 $1.00 0.00% Interest Income
2021-12-22 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2021-11-17 2021-12-30 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2020-06-09 2021-12-22 Completed 33.33% $14.12 $22.94 62.47% Signal
2021-09-17 2021-11-17 Completed 33.33% $22.13 $23.46 5.99% Signal
2021-09-02 2021-09-17 Interest (FLOT) 33.33% $1.00 $1.00 -0.00% Interest Income
2021-08-25 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2021-07-30 2021-08-25 Completed 33.33% $21.92 $21.38 -2.46% Signal
2021-07-08 2021-07-30 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2021-04-21 2021-07-08 Completed 33.33% $19.36 $20.66 6.74% Signal
2021-04-05 2021-04-21 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-03-29 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.09% Interest Income
2020-10-21 2021-03-29 Completed 33.33% $16.36 $18.73 14.53% Signal
2020-09-29 2020-10-21 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2020-06-01 2020-09-29 Completed 33.33% $13.83 $15.61 12.91% Signal
2020-06-02 2020-07-09 Interest (FLOT) 33.33% $1.00 $1.01 0.66% Interest Income
2020-06-02 2020-06-09 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2020-05-07 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2020-03-03 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.39% Interest Income
2020-03-03 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.39% Interest Income
2020-04-16 2020-05-07 Completed 33.33% $13.59 $13.48 -0.80% Signal
2020-03-03 2020-04-16 Interest (SHV) 33.33% $1.00 $1.00 0.39% Interest Income
2020-03-02 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2020-02-20 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.22% Interest Income
2020-01-29 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2019-11-22 2020-03-02 Completed 33.33% $16.01 $15.08 -5.83% Stop
2019-10-15 2020-02-20 Completed 33.33% $15.99 $15.89 -0.63% Signal
2019-12-23 2020-01-29 Completed 33.33% $16.44 $15.76 -4.13% Signal
2019-11-29 2019-12-23 Interest (FLOT) 33.33% $1.00 $1.00 0.12% Interest Income
2019-11-07 2019-11-29 Completed 33.33% $16.29 $15.85 -2.68% Signal
2019-06-24 2019-11-22 Interest (FLOT) 33.33% $1.00 $1.01 1.33% Interest Income
2019-10-16 2019-11-07 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2019-09-13 2019-10-16 Completed 33.33% $15.95 $15.95 0.02% Signal
2019-08-16 2019-10-15 Interest (FLOT) 33.33% $1.00 $1.01 0.65% Interest Income
2019-08-05 2019-09-13 Interest (FLOT) 33.33% $1.00 $1.00 0.33% Interest Income
2019-07-31 2019-08-16 Completed 33.33% $16.06 $15.51 -3.46% Signal
2019-07-01 2019-08-05 Completed 33.33% $16.04 $15.59 -2.84% Signal
2019-05-14 2019-07-31 Interest (FLOT) 33.33% $1.00 $1.01 0.67% Interest Income
2019-05-01 2019-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2019-04-12 2019-06-24 Completed 33.33% $16.79 $16.09 -4.13% Signal
2019-02-19 2019-05-14 Completed 33.33% $16.48 $16.06 -2.54% Signal
2019-01-23 2019-05-01 Completed 33.33% $16.18 $16.34 0.99% Signal
2019-03-04 2019-04-12 Interest (FLOT) 33.33% $1.00 $1.01 0.52% Interest Income
2018-12-04 2019-03-01 Interest (SHV) 33.33% $1.00 $1.01 0.61% Interest Income
2018-12-04 2019-02-19 Interest (SHV) 33.33% $1.00 $1.01 0.54% Interest Income
2018-12-04 2019-01-23 Interest (SHV) 33.33% $1.00 $1.00 0.35% Interest Income
2018-11-27 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.03% Interest Income
2018-11-05 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.16% Interest Income
2018-11-02 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.16% Interest Income
2018-10-10 2018-11-27 Completed 33.33% $17.31 $15.84 -8.46% Signal
2018-10-01 2018-11-05 Completed 33.33% $17.17 $16.67 -2.88% Signal
2018-07-31 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.01 0.59% Interest Income
2018-07-10 2018-10-10 Interest (FLOT) 33.33% $1.00 $1.01 0.76% Interest Income
2018-08-30 2018-10-01 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2018-08-13 2018-08-30 Completed 33.33% $16.71 $16.71 -0.00% Signal
2018-06-19 2018-08-13 Interest (FLOT) 33.33% $1.00 $1.00 0.45% Interest Income
2017-10-05 2018-07-31 Completed 33.33% $16.23 $16.99 4.70% Signal
2018-04-27 2018-07-10 Completed 33.33% $17.67 $17.12 -3.10% Signal
2018-04-23 2018-06-19 Completed 33.33% $17.66 $17.27 -2.21% Signal
2018-04-04 2018-04-27 Interest (FLOT) 33.33% $1.00 $1.00 0.28% Interest Income
2018-03-29 2018-04-23 Interest (FLOT) 33.33% $1.00 $1.00 0.28% Interest Income
2017-10-05 2018-04-04 Completed 33.33% $16.23 $17.13 5.54% Signal
2018-03-15 2018-03-29 Completed 33.33% $17.22 $17.16 -0.35% Signal
2018-02-21 2018-03-15 Interest (FLOT) 33.33% $1.00 $1.00 0.05% Interest Income
2018-01-05 2018-02-21 Completed 33.33% $17.33 $17.32 -0.11% Signal
2017-12-07 2018-01-05 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2017-11-06 2017-12-07 Completed 33.33% $17.09 $16.68 -2.43% Signal
2017-10-13 2017-11-06 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2017-10-05 2017-10-13 Completed 33.33% $16.23 $16.43 1.20% Signal
2017-10-03 2017-10-05 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2017-10-03 2017-10-05 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2017-10-03 2017-10-05 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income