DASHBOARDS: Portfolio Hub Market Pulse Performance
COMB Graniteshares Bloomberg Commodity Broad Strategy No K-1 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for COMB (Graniteshares Bloomberg Commodity Broad Strategy No K-1 ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.6% (compared to the benchmark's drawdown of -33.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.7%, compared to a Buy-and-Hold benchmark return of 7.5%. The strategy executed 65 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.

COMB Quality Metrics & KPI Summary

Metric1Y5YFull History
StrategyB&HStrategyB&HStrategyB&H
CAGR32.25%38.95%9.54%10.83%7.67%7.51%
Sharpe Ratio1.741.920.730.620.660.47
Max Drawdown-7.69%-7.69%-17.63%-26.63%-20.60%-33.50%
% Time Invested94.0%100.0%79.6%100.0%80.5%100.0%
Trades / Year4.00.07.60.07.80.0

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
2025-10-14 Open Open 33.33% $20.00 $26.37 31.84% Mark-to-Market
2025-10-01 Open Open 33.33% $19.99 $26.37 31.90% Mark-to-Market
2025-09-08 Open Open 33.33% $19.62 $26.37 34.43% Mark-to-Market
2025-09-22 2025-10-14 Interest (FLOT) 33.33% $1.00 $1.00 0.23% Interest Income
2025-08-15 2025-10-01 Interest (FLOT) 33.33% $1.00 $1.01 0.64% Interest Income
2025-09-16 2025-09-22 Completed 33.33% $20.04 $19.60 -2.17% Signal
2025-06-27 2025-09-16 Interest (FLOT) 33.33% $1.00 $1.01 1.22% Interest Income
2025-08-11 2025-09-08 Interest (FLOT) 33.33% $1.00 $1.00 0.28% Interest Income
2025-06-25 2025-08-15 Completed 33.33% $19.31 $19.03 -1.45% Signal
2025-08-07 2025-08-11 Completed 33.33% $19.18 $19.10 -0.41% Signal
2025-07-16 2025-08-07 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2025-06-23 2025-07-16 Completed 33.33% $20.09 $19.63 -2.29% Signal
2024-12-06 2025-06-27 Completed 33.33% $17.99 $19.32 7.41% Signal
2025-06-03 2025-06-25 Interest (FLOT) 33.33% $1.00 $1.00 0.33% Interest Income
2025-06-03 2025-06-23 Interest (FLOT) 33.33% $1.00 $1.00 0.30% Interest Income
2025-05-29 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.06% Interest Income
2025-05-02 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.32% Interest Income
2025-05-14 2025-05-29 Completed 33.33% $19.27 $19.01 -1.36% Signal
2025-05-02 2025-05-14 Interest (SHV) 33.33% $1.00 $1.00 0.11% Interest Income
2025-04-17 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2025-04-11 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.01 1.19% Interest Income
2025-01-15 2025-04-17 Completed 33.33% $19.25 $19.26 0.05% Signal
2025-04-08 2025-04-11 Completed 33.33% $18.61 $18.84 1.23% Signal
2025-03-17 2025-04-08 Interest (FLOT) 33.33% $1.00 $0.99 -0.89% Interest Income
2025-02-03 2025-03-17 Completed 33.33% $19.24 $19.64 2.10% Signal
2025-01-08 2025-02-03 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2024-12-11 2025-01-15 Interest (FLOT) 33.33% $1.00 $1.01 0.55% Interest Income
2024-12-11 2025-01-08 Completed 33.33% $18.33 $18.53 1.10% Signal
2024-10-31 2024-12-11 Interest (FLOT) 33.33% $1.00 $1.01 0.72% Interest Income
2024-10-04 2024-12-11 Completed 33.33% $18.81 $18.33 -2.53% Signal
2024-10-02 2024-12-06 Interest (FLOT) 33.33% $1.00 $1.01 1.08% Interest Income
2024-10-14 2024-10-31 Completed 33.33% $18.35 $18.14 -1.12% Signal
2024-10-02 2024-10-14 Interest (FLOT) 33.33% $1.00 $1.00 0.20% Interest Income
2024-10-02 2024-10-04 Interest (FLOT) 33.33% $1.00 $1.00 0.10% Interest Income
2024-09-20 2024-10-01 Interest (SHV) 33.33% $1.00 $1.00 0.16% 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
2024-08-30 2024-09-20 Completed 33.33% $17.61 $17.90 1.63% Signal
2024-08-02 2024-08-30 Interest (SHV) 33.33% $1.00 $1.00 0.44% Interest Income
2024-05-09 2024-08-06 Completed 33.33% $18.39 $17.09 -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
2024-04-03 2024-07-12 Completed 33.33% $18.18 $18.27 0.49% Signal
2024-06-10 2024-06-20 Completed 33.33% $18.49 $18.61 0.63% Signal
2024-05-16 2024-06-10 Interest (FLOT) 33.33% $1.00 $1.00 0.37% Interest Income
2024-03-13 2024-05-16 Completed 33.33% $17.59 $18.72 6.42% Signal
2023-12-08 2024-05-09 Interest (FLOT) 33.33% $1.00 $1.03 3.05% Interest Income
2023-10-17 2024-04-03 Interest (FLOT) 33.33% $1.00 $1.03 3.25% Interest Income
2023-11-17 2024-03-13 Interest (FLOT) 33.33% $1.00 $1.02 2.32% Interest Income
2023-09-05 2023-12-08 Completed 33.33% $18.58 $17.30 -6.88% Signal
2023-10-31 2023-11-17 Completed 33.33% $18.39 $17.85 -2.95% Signal
2023-10-06 2023-10-31 Interest (FLOT) 33.33% $1.00 $1.00 0.32% Interest Income
2023-07-24 2023-10-17 Completed 33.33% $18.49 $18.30 -1.05% Signal
2023-09-15 2023-10-06 Completed 33.33% $18.73 $17.87 -4.56% Signal
2023-08-23 2023-09-15 Interest (FLOT) 33.33% $1.00 $1.01 0.50% Interest Income
2023-06-02 2023-09-05 Interest (FLOT) 33.33% $1.00 $1.02 1.70% Interest Income
2023-06-22 2023-08-23 Completed 33.33% $17.86 $18.06 1.08% Signal
2023-06-02 2023-07-24 Interest (FLOT) 33.33% $1.00 $1.01 0.96% Interest Income
2023-06-02 2023-06-22 Interest (FLOT) 33.33% $1.00 $1.00 0.32% Interest Income
2023-05-09 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.30% Interest Income
2023-05-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.36% Interest Income
2023-05-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.36% Interest Income
2023-04-12 2023-05-09 Completed 33.33% $18.33 $17.70 -3.42% Signal
2023-04-19 2023-05-04 Completed 33.33% $18.37 $17.35 -5.57% Stop
2023-04-19 2023-05-04 Completed 33.33% $18.37 $17.35 -5.57% Stop
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
2023-02-10 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 0.27% Interest Income
2023-01-04 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.01 1.14% Interest Income
2022-12-02 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.02 1.87% Interest Income
2023-02-02 2023-02-10 Completed 33.33% $18.69 $18.30 -2.08% Signal
2022-12-12 2023-02-02 Interest (FLOT) 33.33% $1.00 $1.01 1.31% Interest Income
2022-12-16 2023-01-04 Completed 33.33% $18.89 $18.53 -1.91% Signal
2022-12-02 2022-12-16 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2022-11-11 2022-12-12 Completed 33.33% $19.77 $19.01 -3.83% Signal
2022-10-12 2022-12-01 Interest (BIL) 33.33% $1.00 $1.00 0.46% Interest Income
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-04 2022-11-11 Interest (BIL) 33.33% $1.00 $1.00 0.35% Interest Income
2022-09-08 2022-10-12 Completed 33.33% $19.47 $19.29 -0.93% 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% $19.79 $19.58 -1.05% Signal
2022-09-02 2022-09-08 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2022-08-22 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.09% Interest Income
2022-06-23 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.27% Interest Income
2022-07-19 2022-08-22 Completed 33.33% $19.25 $20.52 6.59% 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
2022-04-07 2022-06-24 Completed 33.33% $20.88 $20.12 -3.66% Stop
2022-04-07 2022-06-23 Completed 33.33% $20.88 $20.65 -1.12% Stop
2022-04-07 2022-06-23 Completed 33.33% $20.88 $20.65 -1.12% Stop
2022-03-16 2022-04-07 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2022-03-16 2022-04-07 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2022-03-16 2022-04-07 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-27 2022-03-16 Completed 33.33% $17.76 $20.01 12.66% Stop
2022-01-03 2022-03-16 Completed 33.33% $16.54 $20.01 20.99% Stop
2020-07-09 2022-03-16 Completed 33.33% $11.24 $20.01 77.93% Stop
2022-01-04 2022-01-27 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-12-01 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-11-17 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2020-06-12 2021-12-01 Completed 33.33% $10.78 $16.12 49.56% Stop
2021-09-16 2021-11-17 Completed 33.33% $16.52 $17.24 4.34% Signal
2021-09-02 2021-09-16 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2021-08-24 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 0.00% Interest Income
2021-07-29 2021-08-24 Completed 33.33% $16.22 $15.67 -3.38% Signal
2021-07-07 2021-07-29 Interest (FLOT) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-04-21 2021-07-07 Completed 33.33% $14.54 $15.56 7.05% 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
2020-10-20 2021-03-29 Completed 33.33% $12.32 $14.05 14.06% Signal
2020-09-28 2020-10-20 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2020-05-20 2020-09-28 Completed 33.33% $10.68 $11.87 11.06% Signal
2020-06-02 2020-07-09 Interest (FLOT) 33.33% $1.00 $1.01 0.66% Interest Income
2020-06-02 2020-06-12 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2020-04-22 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2020-04-22 2020-06-01 Interest (SHV) 33.33% $1.00 $1.00 -0.03% Interest Income
2020-04-22 2020-05-20 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2020-04-14 2020-04-22 Completed 33.33% $10.72 $10.10 -5.84% Stop
2020-04-14 2020-04-22 Completed 33.33% $10.72 $10.10 -5.84% Stop
2020-04-14 2020-04-22 Completed 33.33% $10.72 $10.10 -5.84% Stop
2020-03-03 2020-04-14 Interest (SHV) 33.33% $1.00 $1.00 0.38% Interest Income
2020-03-03 2020-04-14 Interest (SHV) 33.33% $1.00 $1.00 0.38% Interest Income
2020-03-03 2020-04-14 Interest (SHV) 33.33% $1.00 $1.00 0.38% Interest Income
2020-02-24 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.22% Interest Income
2020-02-11 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.16% Interest Income
2020-01-29 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2019-11-18 2020-02-24 Completed 33.33% $13.13 $12.58 -4.15% Signal
2019-10-11 2020-02-11 Completed 33.33% $13.08 $12.51 -4.38% Signal
2019-12-23 2020-01-29 Completed 33.33% $13.42 $12.75 -4.97% Signal
2019-11-29 2019-12-23 Interest (FLOT) 33.33% $1.00 $1.00 0.12% Interest Income
2019-11-06 2019-11-29 Completed 33.33% $13.48 $12.97 -3.80% Signal
2019-06-17 2019-11-18 Interest (FLOT) 33.33% $1.00 $1.01 1.35% Interest Income
2019-10-15 2019-11-06 Interest (FLOT) 33.33% $1.00 $1.00 0.17% Interest Income
2019-09-11 2019-10-15 Completed 33.33% $13.09 $13.09 0.04% Signal
2019-08-20 2019-10-11 Interest (FLOT) 33.33% $1.00 $1.01 0.57% Interest Income
2019-08-05 2019-09-11 Interest (FLOT) 33.33% $1.00 $1.00 0.31% Interest Income
2019-07-30 2019-08-20 Completed 33.33% $13.10 $12.76 -2.61% Signal
2019-07-01 2019-08-05 Completed 33.33% $13.23 $12.56 -5.04% Signal
2019-05-15 2019-07-30 Interest (FLOT) 33.33% $1.00 $1.01 0.59% Interest Income
2019-05-01 2019-07-01 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2019-05-02 2019-06-17 Completed 33.33% $13.21 $12.91 -2.29% Signal
2019-02-27 2019-05-15 Completed 33.33% $13.46 $13.18 -2.13% Signal
2019-03-04 2019-05-02 Interest (FLOT) 33.33% $1.00 $1.01 0.74% Interest Income
2019-01-25 2019-05-01 Completed 33.33% $13.30 $13.32 0.14% Signal
2018-12-04 2019-03-01 Interest (SHV) 33.33% $1.00 $1.01 0.61% Interest Income
2018-12-04 2019-02-27 Interest (SHV) 33.33% $1.00 $1.01 0.57% Interest Income
2018-12-04 2019-01-25 Interest (SHV) 33.33% $1.00 $1.00 0.38% Interest Income
2018-11-29 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2018-11-02 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 2018-11-29 Completed 33.33% $14.29 $13.53 -5.28% Signal
2018-09-28 2018-11-02 Completed 33.33% $13.91 $13.73 -1.35% Signal
2018-07-24 2018-11-01 Interest (FLOT) 33.33% $1.00 $1.01 0.67% Interest Income
2018-07-06 2018-10-10 Interest (FLOT) 33.33% $1.00 $1.01 0.82% Interest Income
2018-08-28 2018-09-28 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
2018-08-14 2018-08-28 Completed 33.33% $13.72 $13.74 0.12% Signal
2018-06-18 2018-08-14 Interest (FLOT) 33.33% $1.00 $1.00 0.41% Interest Income
2018-01-19 2018-07-24 Completed 33.33% $14.40 $13.78 -4.32% Signal
2018-05-07 2018-07-06 Completed 33.33% $14.65 $13.94 -4.85% Signal
2018-04-18 2018-06-18 Completed 33.33% $14.67 $14.29 -2.57% Signal
2018-03-26 2018-05-07 Interest (FLOT) 33.33% $1.00 $1.00 0.38% Interest Income
2018-03-26 2018-04-18 Interest (FLOT) 33.33% $1.00 $1.00 0.22% Interest Income
2018-03-14 2018-03-26 Completed 33.33% $14.31 $14.25 -0.46% Signal
2018-01-19 2018-03-26 Completed 33.33% $14.40 $14.25 -1.06% Signal
2018-02-20 2018-03-14 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2018-01-19 2018-02-20 Completed 33.33% $14.40 $14.65 1.74% Signal
2018-01-17 2018-01-19 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2018-01-17 2018-01-19 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income
2018-01-17 2018-01-19 Interest (FLOT) 33.33% $1.00 $1.00 0.06% Interest Income