COMT
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
COMT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 32.14% | 34.86% | 9.51% | 12.01% | 8.22% | 8.95% | 7.18% | 5.54% |
| Sharpe Ratio | 1.43 | 1.39 | 0.60 | 0.54 | 0.62 | 0.45 | 0.55 | 0.28 |
| Max Drawdown | -9.58% | -17.57% | -22.58% | -29.00% | -22.58% | -39.22% | -22.58% | -41.27% |
| % Time Invested | 93.7% | 100.0% | 77.7% | 100.0% | 83.3% | 100.0% | 81.9% | 100.0% |
| Trades / Year | 7.0 | 0.0 | 8.2 | 0.0 | 7.5 | 0.0 | 7.4 | 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 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 Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 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 | |