HGER
Harbor Commodity All-weather Strategy ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-04
Executive Summary
The quantitative backtest for HGER (Harbor Commodity All-weather Strategy ETF) using the Excess Return MMA* 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 18.4%, compared to a Buy-and-Hold benchmark return of 26.5%. The strategy executed 13 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for HGER:
Excess Return MMA Active Model
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.
🎯 Trading Horizon
Select risk profile & execution style for HGER:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ HGER Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-9.8% (vs -14.0% B&H)
+4.2% shallower drawdown
Drawdown Shield
4.2% Cut
Protected capital vs -14.0% B&H
Capital Sheltered from Risk
21.4% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 HGER Quality Metrics & KPI Summary
| Metric | 1Y | Full | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -9.80% | -14.04% | -9.80% | -14.04% |
| Sharpe Ratio | 2.21 | 2.25 | 1.33 | 1.53 |
| Sortino Ratio | 2.88 | 3.20 | 1.71 | 2.22 |
| CAGR | 41.76% | 50.53% | 18.41% | 26.50% |
| % Time Invested | 85.2% | 100.0% | 78.6% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 5.2 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for HGER... Top Diversifiers for HGER
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
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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. Subscribe to Unlock | ||||||||
| 2026-05-28 | 2026-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2026-05-28 | 2026-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2024-12-05 | 2026-06-18 | Completed | 33.33% | $20.23 | $29.74 | 46.94% | Stop | |
| 2026-04-16 | 2026-05-28 | Completed | 33.33% | $31.34 | $31.37 | 0.03% | Stop | |
| 2026-04-16 | 2026-05-28 | Completed | 33.33% | $31.34 | $31.37 | 0.03% | Stop | |
| 2026-03-24 | 2026-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-24 | 2026-04-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | 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 (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-02-02 | 2026-02-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | 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 (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 | |
| 2025-02-20 | 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 (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2024-08-19 | 2024-12-06 | Completed | 33.33% | $19.92 | $20.26 | 1.63% | Signal | |
| 2024-08-21 | 2024-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.38% | Interest Income | |
| 2024-08-05 | 2024-08-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-04-08 | 2024-08-21 | Completed | 33.33% | $20.84 | $19.90 | -4.56% | Signal | |
| 2024-07-26 | 2024-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-06-24 | 2024-08-05 | Completed | 33.33% | $20.32 | $19.48 | -4.18% | Stop | |
| 2024-04-03 | 2024-07-26 | Completed | 33.33% | $20.45 | $19.88 | -2.84% | Stop | |
| 2024-03-12 | 2024-06-24 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income | |
| 2024-03-12 | 2024-04-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2024-03-12 | 2024-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |