HGER
Harbor Commodity All-weather Strategy ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for HGER (Harbor Commodity All-weather Strategy ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -9.8% (compared to the benchmark's drawdown of -14.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 15.8%, compared to a Buy-and-Hold benchmark return of 23.4%. The strategy executed 13 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.
HGER Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 32.07% | 40.10% | 15.81% | 23.39% |
| Sharpe Ratio | 1.85 | 1.92 | 1.17 | 1.38 |
| Max Drawdown | -9.76% | -14.04% | -9.76% | -14.04% |
| % Time Invested | 99.6% | 100.0% | 97.5% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 5.5 | 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 | ||||||||
| 2026-03-24 | 2026-04-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2026-03-24 | 2026-04-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income | |
| 2026-02-25 | 2026-03-24 | Completed | 33.33% | $27.92 | $29.67 | 6.21% | Stop | |
| 2026-02-25 | 2026-03-24 | Completed | 33.33% | $27.92 | $29.67 | 6.21% | Stop | |
| 2026-02-02 | 2026-02-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2026-02-02 | 2026-02-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2025-04-30 | 2026-02-02 | Completed | 33.33% | $22.25 | $26.11 | 17.28% | Stop | |
| 2025-04-30 | 2026-02-02 | Completed | 33.33% | $22.25 | $26.11 | 17.28% | Stop | |
| 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 | |
| 2025-02-20 | 2025-04-07 | Completed | 33.33% | $22.38 | $21.16 | -5.49% | Stop | |
| 2024-08-27 | 2025-04-07 | Completed | 33.33% | $20.11 | $21.16 | 5.15% | Stop | |
| 2024-12-06 | 2025-02-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income | |
| 2024-08-19 | 2024-12-06 | Completed | 33.33% | $19.92 | $20.26 | 1.63% | Signal | |
| 2024-10-02 | 2024-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.06% | Interest Income | |
| 2024-08-21 | 2024-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2024-08-05 | 2024-08-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-04-08 | 2024-08-21 | Completed | 33.33% | $20.84 | $19.90 | -4.56% | Signal | |
| 2024-08-02 | 2024-08-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2024-06-24 | 2024-08-05 | Completed | 33.33% | $20.32 | $19.48 | -4.18% | Stop | |
| 2024-07-26 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2024-04-03 | 2024-07-26 | Completed | 33.33% | $20.45 | $19.88 | -2.84% | Stop | |
| 2024-03-12 | 2024-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.75% | Interest Income | |
| 2024-03-12 | 2024-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2024-03-12 | 2024-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |