* 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
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 32.25% | 38.95% | 9.54% | 10.83% | 7.67% | 7.51% |
| Sharpe Ratio | 1.74 | 1.92 | 0.73 | 0.62 | 0.66 | 0.47 |
| Max Drawdown | -7.69% | -7.69% | -17.63% | -26.63% | -20.60% | -33.50% |
| % Time Invested | 94.0% | 100.0% | 79.6% | 100.0% | 80.5% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 7.6 | 0.0 | 7.8 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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 Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net 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 |