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DASHBOARDS: Portfolio Hub Market Pulse Performance

COMT

iShares GSCI Commodity Dynamic Roll Strategy ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.6% (compared to the benchmark's drawdown of -41.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.2%, compared to a Buy-and-Hold benchmark return of 5.5%. The strategy executed 83 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

COMT Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR32.14%34.86%9.51%12.01%8.22%8.95%7.18%5.54%
Sharpe Ratio1.431.390.600.540.620.450.550.28
Max Drawdown-9.58%-17.57%-22.58%-29.00%-22.58%-39.22%-22.58%-41.27%
% Time Invested93.7%100.0%77.7%100.0%83.3%100.0%81.9%100.0%
Trades / Year7.00.08.20.07.50.07.40.0

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 or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2025-11-24 2026-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2025-12-04 2026-01-09 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2025-11-11 2025-12-04 Completed 33.33% $25.29 $24.97 -1.30% Signal
2025-10-02 2025-11-24 Completed 33.33% $24.73 $24.29 -1.85% Signal
2025-10-20 2025-11-11 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-09-09 2025-10-20 Completed 33.33% $24.74 $24.36 -1.59% Signal
2025-09-10 2025-10-02 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2025-06-18 2025-09-10 Completed 33.33% $25.54 $24.64 -3.57% Signal
2025-08-15 2025-09-09 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2025-08-11 2025-08-15 Completed 33.33% $24.13 $23.96 -0.74% Signal
2025-07-18 2025-08-11 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-05-12 2025-08-05 Interest (CASH) 33.33% $1.00 $1.01 1.00% Interest Income
2025-05-20 2025-07-18 Completed 33.33% $23.34 $24.69 5.75% Signal
2025-04-03 2025-06-18 Interest (CASH) 33.33% $1.00 $1.01 0.89% Interest Income
2025-04-08 2025-05-20 Interest (CASH) 33.33% $1.00 $1.00 0.49% Interest Income
2025-05-02 2025-05-12 Completed 33.33% $22.73 $23.45 3.13% Signal
2025-04-09 2025-05-02 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-01-23 2025-04-09 Completed 33.33% $24.61 $21.59 -12.33% Stop
2025-04-01 2025-04-08 Completed 33.33% $24.62 $22.62 -8.18% Stop
2025-01-15 2025-04-03 Completed 33.33% $24.69 $23.69 -4.09% Signal
2025-02-25 2025-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.42% Interest Income
2025-01-14 2025-02-25 Completed 33.33% $24.52 $24.29 -1.00% Signal
2024-08-13 2025-01-23 Interest (CASH) 33.33% $1.00 $1.02 2.04% Interest Income
2024-12-10 2025-01-15 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2024-12-18 2025-01-14 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-12-12 2024-12-18 Completed 33.33% $23.21 $23.15 -0.27% Signal
2024-11-04 2024-12-12 Interest (CASH) 33.33% $1.00 $1.00 0.48% Interest Income
2024-10-25 2024-12-10 Completed 33.33% $23.34 $23.02 -1.45% Signal
2024-10-02 2024-11-04 Completed 33.33% $23.59 $23.31 -1.25% Signal
2024-06-13 2024-10-25 Interest (CASH) 33.33% $1.00 $1.02 1.87% Interest Income
2024-07-26 2024-10-02 Interest (CASH) 33.33% $1.00 $1.01 0.94% Interest Income
2024-04-08 2024-08-13 Completed 33.33% $24.70 $23.40 -5.34% Signal
2024-07-02 2024-07-26 Completed 33.33% $24.51 $23.35 -4.77% Signal
2024-05-09 2024-07-02 Interest (CASH) 33.33% $1.00 $1.01 0.77% Interest Income
2024-02-28 2024-06-13 Completed 33.33% $22.78 $24.01 5.34% Signal
2024-04-01 2024-05-09 Completed 33.33% $23.71 $23.99 1.14% Signal
2023-12-07 2024-04-08 Interest (CASH) 33.33% $1.00 $1.02 1.74% Interest Income
2024-03-07 2024-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2024-01-29 2024-03-07 Completed 33.33% $22.91 $22.81 -0.47% Signal
2023-11-07 2024-02-28 Interest (CASH) 33.33% $1.00 $1.02 1.62% Interest Income
2023-10-12 2024-01-29 Interest (CASH) 33.33% $1.00 $1.02 1.56% Interest Income
2023-08-25 2023-12-07 Completed 33.33% $23.71 $21.97 -7.35% Stop
2023-07-21 2023-11-07 Completed 33.33% $23.13 $23.38 1.00% Signal
2023-09-26 2023-10-12 Completed 33.33% $24.50 $23.77 -3.03% Signal
2023-09-01 2023-09-26 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-06-21 2023-09-01 Completed 33.33% $22.30 $24.13 8.13% Signal
2022-12-07 2023-08-25 Interest (CASH) 33.33% $1.00 $1.04 3.57% Interest Income
2022-12-07 2023-07-21 Interest (CASH) 33.33% $1.00 $1.03 3.02% Interest Income
2023-05-05 2023-06-21 Interest (CASH) 33.33% $1.00 $1.01 0.64% Interest Income
2023-04-12 2023-05-05 Completed 33.33% $23.34 $21.62 -7.40% Stop
2023-02-21 2023-04-12 Interest (CASH) 33.33% $1.00 $1.01 0.66% Interest Income
2023-01-18 2023-02-21 Completed 33.33% $23.91 $23.13 -3.32% Signal
2022-12-02 2023-01-18 Interest (CASH) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-28 2022-12-07 Completed 33.33% $24.49 $22.99 -6.19% Stop
2022-10-28 2022-12-07 Completed 33.33% $24.49 $22.99 -6.19% Stop
2022-10-18 2022-12-02 Completed 33.33% $24.09 $24.23 0.51% Signal
2022-09-01 2022-10-28 Interest (CASH) 33.33% $1.00 $1.01 0.55% Interest Income
2022-07-27 2022-10-28 Interest (CASH) 33.33% $1.00 $1.01 0.82% Interest Income
2022-09-20 2022-10-18 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2022-08-29 2022-09-20 Completed 33.33% $25.76 $23.95 -7.08% Signal
2022-07-26 2022-09-01 Completed 33.33% $25.37 $24.43 -3.72% Signal
2022-06-23 2022-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.43% Interest Income
2022-07-18 2022-07-27 Completed 33.33% $25.32 $25.17 -0.66% Signal
2022-07-01 2022-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2022-06-23 2022-07-18 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2022-04-01 2022-07-01 Completed 33.33% $25.61 $26.68 4.14% Stop
2022-04-01 2022-06-23 Completed 33.33% $25.61 $27.06 5.59% Stop
2022-04-01 2022-06-23 Completed 33.33% $25.61 $27.06 5.59% Stop
2022-03-10 2022-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-03-10 2022-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-03-10 2022-04-01 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2022-01-24 2022-03-10 Completed 33.33% $21.07 $26.07 23.67% Stop
2021-12-29 2022-03-10 Completed 33.33% $19.88 $26.07 31.03% Stop
2021-12-23 2022-03-10 Completed 33.33% $19.53 $26.07 33.42% Stop
2021-12-01 2022-01-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-11-18 2021-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2021-12-01 2021-12-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-12-02 2021-12-01 Completed 33.33% $13.88 $18.80 35.39% Stop
2020-07-09 2021-12-01 Completed 33.33% $13.19 $18.80 42.45% Stop
2021-09-15 2021-11-18 Completed 33.33% $19.06 $20.22 6.02% Signal
2021-08-23 2021-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2021-04-29 2021-08-23 Completed 33.33% $17.61 $17.89 1.52% Signal
2021-04-07 2021-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-11-24 2021-04-07 Completed 33.33% $13.97 $16.34 16.88% Signal
2020-10-20 2020-12-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-11-02 2020-11-24 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-10-26 2020-11-02 Completed 33.33% $13.49 $13.17 -2.42% Signal
2020-09-22 2020-10-26 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-06-12 2020-10-20 Completed 33.33% $12.67 $13.61 7.39% Signal
2020-05-29 2020-09-22 Completed 33.33% $12.40 $13.61 9.68% Signal
2020-02-26 2020-07-09 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2020-02-04 2020-06-12 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2020-05-06 2020-05-29 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-04-22 2020-05-06 Completed 33.33% $11.89 $12.02 1.04% Signal
2020-01-29 2020-04-22 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2019-12-04 2020-02-26 Completed 33.33% $16.91 $15.85 -6.31% Stop
2019-10-18 2020-02-04 Completed 33.33% $16.68 $16.23 -2.77% Stop
2019-12-30 2020-01-29 Completed 33.33% $17.92 $16.80 -6.27% Signal
2019-12-05 2019-12-30 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-11-06 2019-12-05 Completed 33.33% $17.21 $16.98 -1.43% Signal
2019-07-10 2019-12-04 Interest (CASH) 33.33% $1.00 $1.01 0.75% Interest Income
2019-10-15 2019-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2019-08-22 2019-10-18 Interest (CASH) 33.33% $1.00 $1.00 0.29% Interest Income
2019-09-13 2019-10-15 Completed 33.33% $16.72 $16.62 -0.66% Signal
2019-08-05 2019-09-13 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2019-07-26 2019-08-22 Completed 33.33% $17.12 $16.41 -4.24% Signal
2019-06-27 2019-08-05 Completed 33.33% $17.42 $16.46 -5.59% Signal
2019-05-24 2019-07-26 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2019-04-12 2019-07-10 Completed 33.33% $17.80 $17.30 -2.89% Signal
2019-05-08 2019-06-27 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
2019-02-19 2019-05-24 Completed 33.33% $17.39 $16.76 -3.63% Signal
2019-01-18 2019-05-08 Completed 33.33% $16.99 $17.09 0.57% Signal
2018-09-14 2019-04-12 Interest (CASH) 33.33% $1.00 $1.01 1.35% Interest Income
2018-11-14 2019-02-19 Interest (CASH) 33.33% $1.00 $1.01 0.60% Interest Income
2018-10-30 2019-01-18 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2018-10-04 2018-11-14 Completed 33.33% $19.11 $17.44 -8.81% Stop
2018-09-14 2018-10-30 Completed 33.33% $18.06 $17.77 -1.66% Signal
2018-07-16 2018-10-04 Interest (CASH) 33.33% $1.00 $1.00 0.47% Interest Income
2018-08-17 2018-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2017-07-03 2018-09-14 Completed 33.33% $14.79 $18.06 22.08% Signal
2018-08-13 2018-08-17 Completed 33.33% $18.13 $17.68 -2.52% Signal
2018-06-18 2018-08-13 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
2018-04-20 2018-07-16 Completed 33.33% $18.23 $18.14 -0.55% Signal
2018-03-14 2018-06-18 Completed 33.33% $17.40 $18.20 4.51% Signal
2018-03-22 2018-04-20 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2017-07-03 2018-03-22 Completed 33.33% $14.79 $17.47 18.07% Signal
2018-02-16 2018-03-14 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2018-01-12 2018-02-16 Completed 33.33% $17.79 $17.20 -3.35% Signal
2017-12-19 2018-01-12 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2017-09-21 2017-12-19 Completed 33.33% $15.72 $16.58 5.43% Signal
2017-08-29 2017-09-21 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2017-07-14 2017-08-29 Completed 33.33% $14.88 $15.15 1.74% Signal
2017-06-15 2017-07-14 Interest (CASH) 33.33% $1.00 $1.00 0.08% Interest Income
2017-05-15 2017-07-03 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2017-03-20 2017-07-03 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2017-06-01 2017-06-15 Completed 33.33% $14.83 $14.34 -3.32% Signal
2017-05-09 2017-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2016-04-28 2017-05-15 Completed 33.33% $14.26 $14.94 4.70% Signal
2017-04-12 2017-05-09 Completed 33.33% $15.61 $14.63 -6.35% Signal
2017-02-28 2017-04-12 Interest (CASH) 33.33% $1.00 $1.00 0.09% Interest Income
2016-09-28 2017-03-20 Completed 33.33% $14.24 $14.94 4.90% Signal
2016-12-06 2017-02-28 Completed 33.33% $15.48 $15.47 -0.11% Signal
2016-11-11 2016-12-06 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2016-10-11 2016-11-11 Completed 33.33% $14.82 $14.58 -1.72% Signal
2016-09-19 2016-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2016-08-12 2016-09-28 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2016-08-22 2016-09-19 Completed 33.33% $14.88 $14.01 -5.90% Signal
2016-07-15 2016-08-22 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2016-03-10 2016-08-12 Completed 33.33% $12.97 $14.27 9.95% Signal
2016-02-12 2016-07-15 Completed 33.33% $11.67 $14.63 25.28% Signal
2015-07-27 2016-04-28 Interest (CASH) 33.33% $1.00 $1.00 0.13% Interest Income
2015-11-27 2016-03-10 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2015-11-11 2016-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2015-11-02 2015-11-27 Completed 33.33% $14.71 $13.87 -5.77% Signal
2015-09-18 2015-11-11 Completed 33.33% $14.78 $14.14 -4.38% Signal
2015-07-06 2015-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-06-04 2015-09-18 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2015-06-23 2015-07-27 Completed 33.33% $17.29 $15.50 -10.38% Stop
2015-05-06 2015-07-06 Completed 33.33% $18.58 $17.05 -8.28% Signal
2015-04-22 2015-06-23 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-04-24 2015-06-04 Completed 33.33% $18.08 $17.60 -2.70% Signal
2015-04-22 2015-05-06 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-04-22 2015-04-24 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income