FTGC First Trust Global Tactical Commodity Strategy Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for FTGC (First Trust Global Tactical Commodity Strategy Fund) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -16.5% (compared to the benchmark's drawdown of -35.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.7%, compared to a Buy-and-Hold benchmark return of 7.6%. The strategy executed 48 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.
* 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.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
FTGC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 42.45% | 43.68% | 12.29% | 13.29% | 10.11% | 7.96% | 9.66% | 7.56% |
| Sharpe Ratio | 2.43 | 2.31 | 0.94 | 0.78 | 0.89 | 0.52 | 0.87 | 0.50 |
| Max Drawdown | -7.22% | -7.91% | -16.50% | -22.64% | -16.50% | -35.91% | -16.50% | -35.91% |
| % Time Invested | 100.0% | 100.0% | 90.5% | 100.0% | 79.1% | 100.0% | 75.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 6.2 | 0.0 | 4.7 | 0.0 | 4.6 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-02-26 | Open | Open | 33.33% | $24.73 | $29.07 | 17.56% | Mark-to-Market |
| 2026-02-26 | Open | Open | 33.33% | $24.73 | $29.07 | 17.56% | Mark-to-Market |
| 2025-08-13 | Open | Open | 33.33% | $21.06 | $29.07 | 38.02% | Mark-to-Market |
| 2026-02-03 | 2026-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-02-03 | 2026-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-04-30 | 2026-02-03 | Completed | 33.33% | $20.42 | $24.28 | 18.91% | Stop |
| 2025-04-30 | 2026-02-03 | Completed | 33.33% | $20.42 | $24.28 | 18.91% | Stop |
| 2025-06-10 | 2025-08-13 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2025-05-05 | 2025-06-10 | Completed | 33.33% | $20.44 | $20.93 | 2.38% | Signal |
| 2025-05-02 | 2025-05-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2025-04-10 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 2024-11-25 | 2025-04-10 | Completed | 33.33% | $19.72 | $19.86 | 0.71% | Stop |
| 2025-02-19 | 2025-04-07 | Completed | 33.33% | $21.68 | $19.81 | -8.62% | Stop |
| 2024-01-29 | 2025-04-07 | Completed | 33.33% | $18.68 | $19.81 | 6.03% | Stop |
| 2024-11-11 | 2025-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2024-10-02 | 2024-11-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2024-08-28 | 2024-11-11 | Completed | 33.33% | $18.96 | $19.32 | 1.92% | Signal |
| 2024-08-15 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2024-08-06 | 2024-08-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-01-29 | 2024-08-15 | Completed | 33.33% | $18.68 | $18.81 | 0.69% | Signal |
| 2024-07-10 | 2024-08-06 | Completed | 33.33% | $19.70 | $18.48 | -6.17% | Stop |
| 2024-02-09 | 2024-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2024-01-08 | 2024-02-09 | Completed | 33.33% | $17.89 | $18.80 | 5.11% | Signal |
| 2023-12-11 | 2024-01-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2023-08-18 | 2024-01-29 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.94% | Interest Income |
| 2023-12-13 | 2024-01-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-11-17 | 2023-12-13 | Completed | 33.33% | $18.66 | $17.83 | -4.47% | Stop |
| 2023-08-23 | 2023-12-11 | Completed | 33.33% | $19.04 | $17.99 | -5.54% | Signal |
| 2023-06-02 | 2023-11-17 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.97% | Interest Income |
| 2023-06-02 | 2023-08-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2023-05-25 | 2023-08-18 | Completed | 33.33% | $17.58 | $19.07 | 8.47% | Signal |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-05-03 | 2023-05-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-22 | 2023-05-03 | Completed | 33.33% | $17.98 | $17.70 | -1.53% | Stop |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2023-02-28 | 2023-03-22 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.51% | Interest Income |
| 2022-12-30 | 2023-02-28 | Completed | 33.33% | $19.13 | $18.60 | -2.79% | Stop |
| 2022-12-07 | 2022-12-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2022-09-30 | 2022-12-07 | Completed | 33.33% | $18.05 | $18.37 | 1.73% | Stop |
| 2022-11-23 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-09-30 | 2022-11-23 | Completed | 33.33% | $18.05 | $18.93 | 4.83% | Signal |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-08 | 2022-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.24% | Interest Income |
| 2022-09-08 | 2022-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.24% | Interest Income |
| 2022-07-18 | 2022-09-08 | Completed | 33.33% | $18.57 | $18.54 | -0.19% | Stop |
| 2022-07-18 | 2022-09-08 | Completed | 33.33% | $18.57 | $18.54 | -0.19% | Stop |
| 2022-08-11 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-07-26 | 2022-08-11 | Completed | 33.33% | $18.84 | $19.41 | 3.01% | Signal |
| 2022-07-01 | 2022-07-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-06-23 | 2022-07-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-06-23 | 2022-07-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-04-06 | 2022-07-01 | Completed | 33.33% | $20.40 | $19.03 | -6.75% | Stop |
| 2022-06-02 | 2022-06-23 | Completed | 33.33% | $20.95 | $19.83 | -5.35% | Stop |
| 2022-06-02 | 2022-06-23 | Completed | 33.33% | $20.95 | $19.83 | -5.35% | Stop |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-05-10 | 2022-06-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-04-01 | 2022-05-10 | Completed | 33.33% | $20.18 | $20.03 | -0.74% | Stop |
| 2022-04-01 | 2022-05-10 | Completed | 33.33% | $20.18 | $20.03 | -0.74% | Stop |
| 2022-03-15 | 2022-04-06 | 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 |
| 2022-03-10 | 2022-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-23 | 2022-03-15 | Completed | 33.33% | $10.36 | $19.20 | 85.40% | Stop |
| 2021-12-21 | 2022-03-10 | Completed | 33.33% | $15.89 | $20.54 | 29.26% | Stop |
| 2021-12-21 | 2022-03-10 | Completed | 33.33% | $15.89 | $20.54 | 29.26% | Stop |
| 2021-11-29 | 2021-12-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-11-29 | 2021-12-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2021-09-14 | 2021-11-29 | Completed | 33.33% | $15.78 | $16.18 | 2.51% | Stop |
| 2021-09-14 | 2021-11-29 | Completed | 33.33% | $15.78 | $16.18 | 2.51% | Stop |
| 2021-09-02 | 2021-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-09-02 | 2021-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-08-20 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-08-20 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-07-13 | 2021-08-20 | Completed | 33.33% | $15.53 | $15.11 | -2.68% | Stop |
| 2021-07-13 | 2021-08-20 | Completed | 33.33% | $15.53 | $15.11 | -2.68% | Stop |
| 2021-06-18 | 2021-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-06-18 | 2021-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-21 | 2021-06-18 | Completed | 33.33% | $14.35 | $14.89 | 3.79% | Stop |
| 2020-06-23 | 2021-06-18 | Completed | 33.33% | $10.36 | $14.89 | 43.82% | Stop |
| 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 |
| 2020-06-23 | 2021-03-29 | Completed | 33.33% | $10.36 | $13.90 | 34.23% | Stop |
| 2020-06-02 | 2020-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2020-06-02 | 2020-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2020-06-02 | 2020-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | 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 |
| 2020-03-03 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2019-03-04 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.01% | Interest Income |
| 2019-03-04 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.01% | Interest Income |
| 2019-11-22 | 2020-02-28 | Completed | 33.33% | $12.14 | $11.00 | -9.33% | Stop |
| 2019-06-06 | 2019-11-22 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2019-04-25 | 2019-06-06 | Completed | 33.33% | $12.35 | $11.72 | -5.10% | Signal |
| 2019-03-04 | 2019-04-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-11-12 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.11% | 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 |
| 2018-09-04 | 2018-11-12 | Completed | 33.33% | $12.66 | $12.43 | -1.80% | Stop |
| 2018-09-10 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2018-07-31 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2018-07-13 | 2018-09-10 | Completed | 33.33% | $12.98 | $12.60 | -2.91% | Signal |
| 2018-08-10 | 2018-09-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-07-05 | 2018-08-10 | Completed | 33.33% | $12.59 | $12.92 | 2.69% | Stop |
| 2017-07-05 | 2018-07-31 | Completed | 33.33% | $12.59 | $13.07 | 3.88% | Signal |
| 2018-06-20 | 2018-07-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-05-02 | 2018-06-20 | Completed | 33.33% | $13.86 | $13.47 | -2.79% | Stop |
| 2018-04-10 | 2018-05-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2017-07-05 | 2018-04-10 | Completed | 33.33% | $12.59 | $13.69 | 8.79% | Stop |
| 2017-05-02 | 2017-07-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2017-05-02 | 2017-07-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2017-05-02 | 2017-07-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2017-04-19 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-02-23 | 2017-04-19 | Completed | 33.33% | $13.40 | $13.05 | -2.59% | Signal |
| 2017-01-09 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2016-11-15 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2016-11-02 | 2017-02-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2016-12-05 | 2017-01-09 | Completed | 33.33% | $13.23 | $13.18 | -0.39% | Signal |
| 2016-11-10 | 2016-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-08-09 | 2016-11-15 | Completed | 33.33% | $13.61 | $12.89 | -5.24% | Stop |
| 2016-08-09 | 2016-11-10 | Completed | 33.33% | $13.61 | $13.17 | -3.21% | Stop |
| 2016-10-06 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2016-05-09 | 2016-10-06 | Completed | 33.33% | $13.38 | $13.14 | -1.78% | Signal |
| 2016-04-04 | 2016-08-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2016-04-04 | 2016-08-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2016-04-04 | 2016-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-11-18 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2015-11-18 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2015-11-18 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |