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* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -11.8% (compared to the benchmark's drawdown of -14.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 10.5%, compared to a Buy-and-Hold benchmark return of 16.1%. The strategy executed 35 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.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
HGER Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 32.25% | 40.10% | 10.53% | 16.15% |
| Sharpe Ratio | 1.76 | 1.92 | 0.91 | 0.99 |
| Max Drawdown | -9.52% | -14.04% | -11.81% | -14.04% |
| % Time Invested | 93.7% | 100.0% | 85.6% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 8.9 | 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 | ||||||||
| 2025-12-12 | 2026-01-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-09-08 | 2025-12-12 | Completed | 33.33% | $23.53 | $24.96 | 6.02% | Signal | |
| 2025-09-11 | 2025-10-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-05-08 | 2025-09-11 | Completed | 33.33% | $22.11 | $23.91 | 8.09% | Signal | |
| 2025-08-14 | 2025-09-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-08-08 | 2025-08-14 | Completed | 33.33% | $22.89 | $22.76 | -0.62% | Signal | |
| 2025-07-17 | 2025-08-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-19 | 2025-07-17 | Completed | 33.33% | $22.20 | $22.88 | 3.02% | Signal | |
| 2025-04-25 | 2025-05-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-15 | 2025-05-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-03 | 2025-04-25 | Completed | 33.33% | $21.90 | $22.48 | 2.59% | Signal | |
| 2025-01-15 | 2025-04-15 | Completed | 33.33% | $21.33 | $21.91 | 2.66% | Signal | |
| 2025-03-12 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-12-13 | 2025-03-12 | Completed | 33.33% | $20.73 | $21.54 | 3.88% | Signal | |
| 2024-12-16 | 2025-01-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2024-10-09 | 2024-12-16 | Completed | 33.33% | $20.53 | $20.83 | 1.40% | Signal | |
| 2024-11-04 | 2024-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.50% | Interest Income | |
| 2024-08-23 | 2024-12-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.34% | Interest Income | |
| 2024-10-01 | 2024-11-04 | Completed | 33.33% | $20.40 | $20.69 | 1.37% | Signal | |
| 2024-06-20 | 2024-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.56% | Interest Income | |
| 2024-09-09 | 2024-10-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-09-03 | 2024-09-09 | Completed | 33.33% | $19.80 | $19.37 | -2.24% | Signal | |
| 2024-07-23 | 2024-09-03 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 2024-04-09 | 2024-08-23 | Completed | 33.33% | $20.88 | $19.64 | -5.98% | Signal | |
| 2024-07-15 | 2024-07-23 | Completed | 33.33% | $20.34 | $20.17 | -0.90% | Signal | |
| 2024-06-13 | 2024-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2024-03-07 | 2024-06-20 | Completed | 33.33% | $19.43 | $20.62 | 6.03% | Signal | |
| 2024-06-05 | 2024-06-13 | Completed | 33.33% | $20.33 | $20.37 | 0.17% | Signal | |
| 2024-05-13 | 2024-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-03-21 | 2024-05-13 | Completed | 33.33% | $19.82 | $20.59 | 3.81% | Signal | |
| 2023-12-21 | 2024-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.55% | Interest Income | |
| 2024-02-28 | 2024-03-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-01 | 2024-03-07 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.83% | Interest Income | |
| 2024-02-07 | 2024-02-28 | Completed | 33.33% | $19.04 | $18.87 | -0.90% | Signal | |
| 2024-01-16 | 2024-02-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-09 | 2024-01-16 | Completed | 33.33% | $18.68 | $18.79 | 0.53% | Signal | |
| 2023-11-20 | 2024-01-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.70% | Interest Income | |
| 2023-09-01 | 2023-12-21 | Completed | 33.33% | $19.44 | $19.08 | -1.88% | Signal | |
| 2023-11-01 | 2023-11-20 | Completed | 33.33% | $19.32 | $18.86 | -2.45% | Signal | |
| 2023-10-10 | 2023-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-07-26 | 2023-11-01 | Completed | 33.33% | $19.28 | $19.32 | 0.17% | Signal | |
| 2023-09-25 | 2023-10-10 | Completed | 33.33% | $19.61 | $18.98 | -3.27% | Signal | |
| 2023-08-31 | 2023-09-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-04 | 2023-09-01 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 2023-06-26 | 2023-08-31 | Completed | 33.33% | $17.90 | $19.27 | 7.62% | Signal | |
| 2023-05-26 | 2023-07-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income | |
| 2023-05-08 | 2023-06-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income | |
| 2023-05-05 | 2023-05-26 | Completed | 33.33% | $18.17 | $17.95 | -1.25% | Signal | |
| 2023-04-06 | 2023-05-08 | Completed | 33.33% | $19.29 | $18.33 | -5.07% | Signal | |
| 2023-03-20 | 2023-05-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.64% | Interest Income | |
| 2023-04-12 | 2023-05-04 | Completed | 33.33% | $19.05 | $18.01 | -5.49% | Signal | |
| 2023-03-20 | 2023-04-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-02-22 | 2023-04-06 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2023-01-05 | 2023-03-20 | Completed | 33.33% | $17.99 | $17.95 | -0.24% | Stop | |
| 2023-01-04 | 2023-03-20 | Completed | 33.33% | $18.20 | $17.95 | -1.39% | Stop | |
| 2023-01-04 | 2023-02-22 | Completed | 33.33% | $18.20 | $18.45 | 1.34% | Signal | |
| 2022-08-22 | 2023-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.42% | Interest Income | |
| 2022-12-09 | 2023-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-12-09 | 2023-01-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-11-15 | 2022-12-09 | Completed | 33.33% | $18.52 | $17.79 | -3.99% | Stop | |
| 2022-10-18 | 2022-12-09 | Completed | 33.33% | $17.37 | $17.79 | 2.36% | Stop | |
| 2022-08-16 | 2022-11-15 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2022-09-16 | 2022-10-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-08-18 | 2022-09-16 | Completed | 33.33% | $18.05 | $17.36 | -3.85% | Signal | |
| 2022-08-18 | 2022-08-22 | Completed | 33.33% | $18.05 | $18.08 | 0.14% | Signal | |
| 2022-08-16 | 2022-08-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2022-08-16 | 2022-08-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |