FTGC
First Trust Global Tactical Commodity Strategy Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for FTGC (First Trust Global Tactical Commodity Strategy Fund) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -16.6% (compared to the benchmark's drawdown of -35.9%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 9.2%, compared to a Buy-and-Hold benchmark return of 7.6%. The strategy executed 51 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
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 | 37.48% | 37.30% | 12.36% | 13.21% | 9.75% | 8.15% | 9.15% | 7.63% |
| Sharpe Ratio | 2.18 | 2.00 | 0.99 | 0.79 | 0.86 | 0.53 | 0.83 | 0.50 |
| Max Drawdown | -8.93% | -12.34% | -16.56% | -22.64% | -16.56% | -35.91% | -16.56% | -35.91% |
| % Time Invested | 98.0% | 100.0% | 90.1% | 100.0% | 78.9% | 100.0% | 75.9% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 6.4 | 0.0 | 5.0 | 0.0 | 4.8 | 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 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 | ||||||||
| 2026-02-03 | 2026-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-03 | 2026-02-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-04-30 | 2026-02-03 | Completed | 33.33% | $20.29 | $24.13 | 18.85% | Stop | |
| 2025-04-30 | 2026-02-03 | Completed | 33.33% | $20.29 | $24.13 | 18.85% | Stop | |
| 2025-06-10 | 2025-08-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income | |
| 2025-05-05 | 2025-06-10 | Completed | 33.33% | $20.31 | $20.79 | 2.33% | Signal | |
| 2025-04-10 | 2025-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-11-25 | 2025-04-10 | Completed | 33.33% | $19.60 | $19.73 | 0.66% | Stop | |
| 2025-02-19 | 2025-04-07 | Completed | 33.33% | $21.54 | $19.68 | -8.66% | Stop | |
| 2024-01-29 | 2025-04-07 | Completed | 33.33% | $18.56 | $19.68 | 5.98% | Stop | |
| 2024-11-11 | 2025-02-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2024-08-15 | 2024-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.34% | Interest Income | |
| 2024-08-28 | 2024-11-11 | Completed | 33.33% | $18.84 | $19.20 | 1.87% | Signal | |
| 2024-08-06 | 2024-08-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-01-29 | 2024-08-15 | Completed | 33.33% | $18.56 | $18.69 | 0.64% | Signal | |
| 2024-07-10 | 2024-08-06 | Completed | 33.33% | $19.57 | $18.36 | -6.22% | Stop | |
| 2024-02-09 | 2024-07-10 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.20% | Interest Income | |
| 2024-01-08 | 2024-02-09 | Completed | 33.33% | $17.78 | $18.68 | 5.06% | Signal | |
| 2023-12-11 | 2024-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2023-08-18 | 2024-01-29 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 2.40% | Interest Income | |
| 2023-12-13 | 2024-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-17 | 2023-12-13 | Completed | 33.33% | $18.54 | $17.71 | -4.52% | Stop | |
| 2023-08-23 | 2023-12-11 | Completed | 33.33% | $18.92 | $17.87 | -5.59% | Signal | |
| 2022-11-23 | 2023-11-17 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 5.06% | Interest Income | |
| 2022-08-11 | 2023-08-23 | Interest (CASH) | 33.33% | $1.00 | $1.05 | 4.74% | Interest Income | |
| 2023-05-25 | 2023-08-18 | Completed | 33.33% | $17.47 | $18.95 | 8.42% | Signal | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-03-22 | 2023-05-03 | Completed | 33.33% | $17.86 | $17.59 | -1.58% | Stop | |
| 2023-02-28 | 2023-03-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-12-30 | 2023-02-28 | Completed | 33.33% | $19.01 | $18.48 | -2.83% | Stop | |
| 2022-12-07 | 2022-12-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-09-30 | 2022-12-07 | Completed | 33.33% | $17.94 | $18.25 | 1.68% | Stop | |
| 2022-09-30 | 2022-11-23 | Completed | 33.33% | $17.94 | $18.81 | 4.78% | Signal | |
| 2022-09-08 | 2022-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-09-08 | 2022-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2022-07-18 | 2022-09-08 | Completed | 33.33% | $18.45 | $18.42 | -0.24% | Stop | |
| 2022-07-18 | 2022-09-08 | Completed | 33.33% | $18.45 | $18.42 | -0.24% | Stop | |
| 2022-07-26 | 2022-08-11 | Completed | 33.33% | $18.72 | $19.29 | 2.96% | 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 | |
| 2022-06-23 | 2022-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2022-04-06 | 2022-07-01 | Completed | 33.33% | $20.28 | $18.91 | -6.80% | Stop | |
| 2022-06-02 | 2022-06-23 | Completed | 33.33% | $20.82 | $19.70 | -5.40% | Stop | |
| 2022-06-02 | 2022-06-23 | Completed | 33.33% | $20.82 | $19.70 | -5.40% | Stop | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-05-10 | 2022-06-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-04-01 | 2022-05-10 | Completed | 33.33% | $20.05 | $19.90 | -0.79% | Stop | |
| 2022-04-01 | 2022-05-10 | Completed | 33.33% | $20.05 | $19.90 | -0.79% | Stop | |
| 2022-03-15 | 2022-04-06 | 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 | |
| 2020-06-23 | 2022-03-15 | Completed | 33.33% | $10.29 | $19.08 | 85.30% | Stop | |
| 2021-12-21 | 2022-03-10 | Completed | 33.33% | $15.79 | $20.41 | 29.19% | Stop | |
| 2021-12-21 | 2022-03-10 | Completed | 33.33% | $15.79 | $20.41 | 29.19% | Stop | |
| 2021-11-29 | 2021-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-11-29 | 2021-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-14 | 2021-11-29 | Completed | 33.33% | $15.68 | $16.08 | 2.46% | Stop | |
| 2021-09-14 | 2021-11-29 | Completed | 33.33% | $15.68 | $16.08 | 2.46% | Stop | |
| 2021-08-20 | 2021-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-20 | 2021-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-13 | 2021-08-20 | Completed | 33.33% | $15.43 | $15.01 | -2.73% | Stop | |
| 2021-07-13 | 2021-08-20 | Completed | 33.33% | $15.43 | $15.01 | -2.73% | Stop | |
| 2021-06-18 | 2021-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-06-18 | 2021-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-21 | 2021-06-18 | Completed | 33.33% | $14.26 | $14.80 | 3.74% | Stop | |
| 2020-06-23 | 2021-06-18 | Completed | 33.33% | $10.29 | $14.80 | 43.75% | Stop | |
| 2021-03-29 | 2021-04-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-06-23 | 2021-03-29 | Completed | 33.33% | $10.29 | $13.81 | 34.16% | Stop | |
| 2020-02-28 | 2020-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2018-11-12 | 2020-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 2.73% | Interest Income | |
| 2018-09-10 | 2020-06-23 | Interest (CASH) | 33.33% | $1.00 | $1.03 | 3.14% | Interest Income | |
| 2019-11-22 | 2020-02-28 | Completed | 33.33% | $12.06 | $10.93 | -9.38% | Stop | |
| 2019-06-06 | 2019-11-22 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2019-04-25 | 2019-06-06 | Completed | 33.33% | $12.27 | $11.65 | -5.15% | Signal | |
| 2018-07-31 | 2019-04-25 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.70% | Interest Income | |
| 2018-09-04 | 2018-11-12 | Completed | 33.33% | $12.58 | $12.35 | -1.85% | Stop | |
| 2018-07-13 | 2018-09-10 | Completed | 33.33% | $12.90 | $12.52 | -2.96% | Signal | |
| 2018-08-10 | 2018-09-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2017-07-05 | 2018-08-10 | Completed | 33.33% | $12.51 | $12.84 | 2.63% | Stop | |
| 2017-07-05 | 2018-07-31 | Completed | 33.33% | $12.51 | $12.99 | 3.82% | Signal | |
| 2018-06-20 | 2018-07-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2018-05-02 | 2018-06-20 | Completed | 33.33% | $13.77 | $13.39 | -2.84% | Stop | |
| 2018-04-10 | 2018-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2017-07-05 | 2018-04-10 | Completed | 33.33% | $12.51 | $13.61 | 8.74% | Stop | |
| 2017-04-19 | 2017-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2017-01-09 | 2017-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2016-11-15 | 2017-07-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income | |
| 2017-02-23 | 2017-04-19 | Completed | 33.33% | $13.31 | $12.97 | -2.64% | Signal | |
| 2016-10-06 | 2017-02-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2016-12-05 | 2017-01-09 | Completed | 33.33% | $13.14 | $13.09 | -0.44% | Signal | |
| 2016-11-10 | 2016-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2016-08-09 | 2016-11-15 | Completed | 33.33% | $13.52 | $12.81 | -5.29% | Stop | |
| 2016-08-09 | 2016-11-10 | Completed | 33.33% | $13.52 | $13.09 | -3.26% | Stop | |
| 2016-05-09 | 2016-10-06 | Completed | 33.33% | $13.29 | $13.06 | -1.83% | Signal | |
| 2015-11-18 | 2016-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2015-11-18 | 2016-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2015-11-18 | 2016-05-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |