DASHBOARDS: Portfolio Hub Market Pulse Performance
SDCI Uscf Summerhaven Dynamic Commodity Strategy No K-1 Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for SDCI (Uscf Summerhaven Dynamic Commodity Strategy No K-1 Fund) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -15.7% (compared to the benchmark's drawdown of -40.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.3%, compared to a Buy-and-Hold benchmark return of 13.2%. The strategy executed 64 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.

SDCI Quality Metrics & KPI Summary

Metric1Y5YFull History
StrategyB&HStrategyB&HStrategyB&H
CAGR30.58%41.21%15.00%19.94%13.28%13.18%
Sharpe Ratio1.712.051.020.981.020.71
Max Drawdown-9.04%-9.04%-12.68%-18.55%-15.69%-40.17%
% Time Invested100.0%100.0%92.8%100.0%85.6%100.0%
Trades / Year3.00.08.60.08.50.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

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 DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
2026-03-19 Open Open 33.33% $26.93 $28.00 3.97% Mark-to-Market
2025-06-04 Open Open 33.33% $20.54 $28.00 36.33% Mark-to-Market
2025-05-02 Open Open 33.33% $19.57 $28.00 43.05% Mark-to-Market
2026-03-03 2026-03-19 Interest (BIL) 33.33% $1.00 $1.00 0.16% Interest Income
2026-02-25 2026-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.01% Interest Income
2026-01-13 2026-02-25 Completed 33.33% $23.02 $24.04 4.43% Signal
2025-12-05 2026-01-13 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2025-11-11 2025-12-05 Completed 33.33% $22.67 $22.58 -0.38% Signal
2025-10-20 2025-11-11 Interest (FLOT) 33.33% $1.00 $1.00 0.34% Interest Income
2025-09-09 2025-10-20 Completed 33.33% $21.92 $21.79 -0.57% Signal
2025-08-15 2025-09-09 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
2025-05-13 2025-08-15 Completed 33.33% $20.12 $21.00 4.36% Signal
2025-06-03 2025-06-04 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2025-05-05 2025-06-02 Interest (SHV) 33.33% $1.00 $1.00 0.31% Interest Income
2025-05-02 2025-05-13 Interest (SHV) 33.33% $1.00 $1.00 0.10% Interest Income
2025-05-01 2025-05-05 Completed 33.33% $19.37 $19.39 0.10% Signal
2025-04-09 2025-05-02 Interest (FLOT) 33.33% $1.00 $1.01 1.47% Interest Income
2025-04-21 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2025-04-08 2025-05-01 Interest (FLOT) 33.33% $1.00 $1.01 1.21% Interest Income
2025-04-07 2025-04-21 Completed 33.33% $19.16 $19.76 3.12% Signal
2024-11-25 2025-04-09 Completed 33.33% $18.42 $18.64 1.17% Stop
2024-10-09 2025-04-08 Completed 33.33% $17.69 $19.30 9.15% Stop
2025-03-14 2025-04-07 Interest (FLOT) 33.33% $1.00 $0.99 -1.20% Interest Income
2024-11-26 2025-03-14 Completed 33.33% $18.41 $20.12 9.29% Signal
2024-11-04 2024-11-26 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2024-10-02 2024-11-25 Interest (FLOT) 33.33% $1.00 $1.01 0.93% Interest Income
2024-10-11 2024-11-04 Completed 33.33% $18.20 $17.99 -1.15% Signal
2024-10-02 2024-10-11 Interest (FLOT) 33.33% $1.00 $1.00 0.16% Interest Income
2024-10-02 2024-10-09 Interest (FLOT) 33.33% $1.00 $1.00 0.18% Interest Income
2024-09-19 2024-10-01 Interest (SHV) 33.33% $1.00 $1.00 0.18% Interest Income
2024-08-30 2024-10-01 Interest (SHV) 33.33% $1.00 $1.01 0.52% Interest Income
2024-08-05 2024-10-01 Interest (SHV) 33.33% $1.00 $1.01 0.86% Interest Income
2024-09-16 2024-09-19 Completed 33.33% $16.90 $17.38 2.85% Signal
2024-08-02 2024-09-16 Interest (SHV) 33.33% $1.00 $1.01 0.70% Interest Income
2024-04-09 2024-08-30 Completed 33.33% $17.79 $17.39 -2.25% Signal
2024-07-29 2024-08-05 Completed 33.33% $17.28 $16.61 -3.90% Signal
2024-07-26 2024-08-01 Interest (FLOT) 33.33% $1.00 $1.00 0.13% Interest Income
2024-06-17 2024-07-29 Interest (FLOT) 33.33% $1.00 $1.01 0.67% Interest Income
2024-07-17 2024-07-26 Completed 33.33% $17.69 $17.32 -2.06% Signal
2024-06-24 2024-07-17 Interest (FLOT) 33.33% $1.00 $1.00 0.37% Interest Income
2024-06-05 2024-06-24 Completed 33.33% $17.28 $17.72 2.58% Signal
2024-02-28 2024-06-17 Completed 33.33% $16.37 $17.57 7.34% Signal
2024-05-13 2024-06-05 Interest (FLOT) 33.33% $1.00 $1.00 0.35% Interest Income
2024-03-27 2024-05-13 Completed 33.33% $17.04 $17.35 1.82% Signal
2023-12-29 2024-04-09 Interest (FLOT) 33.33% $1.00 $1.02 2.12% Interest Income
2024-03-05 2024-03-27 Interest (FLOT) 33.33% $1.00 $1.00 0.43% Interest Income
2024-01-19 2024-03-05 Completed 33.33% $16.19 $16.19 -0.00% Signal
2023-11-03 2024-02-28 Interest (FLOT) 33.33% $1.00 $1.02 2.30% Interest Income
2023-11-22 2024-01-19 Interest (FLOT) 33.33% $1.00 $1.01 1.16% Interest Income
2023-07-27 2023-12-29 Completed 33.33% $16.61 $16.03 -3.52% Signal
2023-11-01 2023-11-22 Completed 33.33% $16.71 $16.51 -1.18% Signal
2023-07-20 2023-11-03 Completed 33.33% $16.12 $16.74 3.82% Signal
2023-10-10 2023-11-01 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2023-09-22 2023-10-10 Completed 33.33% $16.91 $16.18 -4.31% Signal
2023-08-30 2023-09-22 Interest (FLOT) 33.33% $1.00 $1.00 0.40% Interest Income
2023-06-20 2023-08-30 Completed 33.33% $15.72 $16.56 5.34% Signal
2023-06-02 2023-07-27 Interest (FLOT) 33.33% $1.00 $1.01 1.06% Interest Income
2023-06-02 2023-07-20 Interest (FLOT) 33.33% $1.00 $1.01 0.90% Interest Income
2023-06-02 2023-06-20 Interest (FLOT) 33.33% $1.00 $1.00 0.40% Interest Income
2023-05-31 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.08% Interest Income
2023-05-11 2023-06-01 Interest (SHV) 33.33% $1.00 $1.00 0.27% Interest Income
2023-04-04 2023-06-01 Interest (SHV) 33.33% $1.00 $1.01 0.71% Interest Income
2023-05-10 2023-05-31 Completed 33.33% $14.82 $14.64 -1.19% Signal
2023-04-11 2023-05-11 Completed 33.33% $15.56 $15.12 -2.84% Signal
2023-04-04 2023-05-10 Interest (SHV) 33.33% $1.00 $1.00 0.41% Interest Income
2023-04-04 2023-04-11 Interest (SHV) 33.33% $1.00 $1.00 0.08% Interest Income
2023-03-30 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 0.25% Interest Income
2023-03-03 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.29% Interest Income
2023-02-10 2023-04-03 Interest (FLOT) 33.33% $1.00 $1.00 0.27% Interest Income
2022-12-27 2023-03-30 Completed 33.33% $15.81 $15.10 -4.49% Signal
2022-11-16 2023-03-03 Completed 33.33% $15.66 $15.46 -1.26% Signal
2023-01-03 2023-02-10 Completed 33.33% $15.97 $15.33 -4.02% Signal
2022-12-08 2023-01-03 Interest (FLOT) 33.33% $1.00 $1.01 0.62% Interest Income
2022-12-02 2022-12-27 Interest (FLOT) 33.33% $1.00 $1.00 0.44% Interest Income
2022-10-19 2022-12-08 Completed 33.33% $14.99 $15.79 5.34% Signal
2022-10-04 2022-12-01 Interest (BIL) 33.33% $1.00 $1.01 0.52% Interest Income
2022-10-18 2022-11-16 Interest (BIL) 33.33% $1.00 $1.00 0.26% Interest Income
2022-10-04 2022-10-19 Interest (BIL) 33.33% $1.00 $1.00 0.10% Interest Income
2022-09-13 2022-10-18 Completed 33.33% $15.36 $15.15 -1.37% Signal
2022-09-21 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.24% Interest Income
2022-09-02 2022-10-03 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2022-08-09 2022-09-21 Completed 33.33% $15.06 $15.18 0.78% Signal
2022-09-02 2022-09-13 Interest (FLOT) 33.33% $1.00 $1.00 0.24% Interest Income
2022-09-01 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.02% Interest Income
2022-07-19 2022-09-01 Completed 33.33% $14.62 $15.09 3.16% Signal
2022-06-24 2022-09-01 Interest (BIL) 33.33% $1.00 $1.00 0.27% Interest Income
2022-07-06 2022-08-09 Interest (BIL) 33.33% $1.00 $1.00 0.11% Interest Income
2022-06-24 2022-07-19 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2022-06-22 2022-07-06 Completed 33.33% $16.07 $14.40 -10.43% Signal
2022-04-01 2022-06-24 Completed 33.33% $15.34 $15.49 1.00% Stop
2022-04-01 2022-06-24 Completed 33.33% $15.34 $15.49 1.00% Stop
2022-05-27 2022-06-22 Interest (BIL) 33.33% $1.00 $1.00 0.01% Interest Income
2022-04-01 2022-05-27 Completed 33.33% $15.34 $16.63 8.39% Signal
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
2022-03-10 2022-04-01 Interest (BIL) 33.33% $1.00 $1.00 0.01% Interest Income
2022-01-24 2022-03-10 Completed 33.33% $12.77 $15.63 22.36% Stop
2021-12-28 2022-03-10 Completed 33.33% $12.39 $15.63 26.18% Stop
2020-07-09 2022-03-10 Completed 33.33% $7.22 $15.63 116.36% Stop
2022-01-04 2022-01-24 Interest (FLOT) 33.33% $1.00 $1.00 0.00% Interest Income
2021-12-30 2022-01-03 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income
2021-12-27 2021-12-30 Completed 33.33% $11.95 $13.08 9.49% Signal
2021-11-23 2021-12-28 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-12-02 2021-12-27 Interest (BIL) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-09-30 2021-12-02 Completed 33.33% $11.23 $11.16 -0.58% Stop
2021-09-16 2021-11-23 Completed 33.33% $11.05 $11.92 7.86% Signal
2021-09-03 2021-09-30 Interest (FLOT) 33.33% $1.00 $1.00 0.10% Interest Income
2021-09-02 2021-09-16 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2021-08-24 2021-09-03 Completed 33.33% $10.99 $11.12 1.14% Signal
2021-08-23 2021-09-01 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-08-03 2021-08-24 Interest (SHV) 33.33% $1.00 $1.00 -0.02% Interest Income
2021-07-23 2021-08-23 Completed 33.33% $11.10 $10.79 -2.76% Signal
2021-07-30 2021-08-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.03% Interest Income
2020-12-01 2021-07-30 Completed 33.33% $8.32 $11.30 35.83% Signal
2021-06-30 2021-07-23 Interest (FLOT) 33.33% $1.00 $1.00 0.01% Interest Income
2021-04-26 2021-06-30 Completed 33.33% $10.66 $10.92 2.49% Signal
2021-04-05 2021-04-26 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2021-04-01 2021-04-01 Interest (FLOT) 33.33% $1.00 $1.00 -0.04% Interest Income
2020-10-22 2021-04-01 Completed 33.33% $8.15 $9.82 20.47% Signal
2020-11-06 2020-12-01 Interest (BIL) 33.33% $1.00 $1.00 -0.01% Interest Income
2020-06-11 2020-11-06 Completed 33.33% $7.13 $8.20 15.01% Signal
2020-09-30 2020-10-22 Interest (FLOT) 33.33% $1.00 $1.00 0.02% Interest Income
2020-07-27 2020-09-30 Completed 33.33% $7.63 $7.96 4.41% Signal
2020-07-02 2020-07-27 Interest (FLOT) 33.33% $1.00 $1.00 0.12% Interest Income
2020-06-02 2020-07-09 Interest (FLOT) 33.33% $1.00 $1.01 0.66% Interest Income
2020-05-29 2020-07-02 Completed 33.33% $7.09 $7.17 1.19% Signal
2020-06-02 2020-06-11 Interest (FLOT) 33.33% $1.00 $1.00 0.34% 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
2020-05-06 2020-05-29 Interest (SHV) 33.33% $1.00 $1.00 -0.01% Interest Income
2020-04-27 2020-05-06 Completed 33.33% $6.87 $6.92 0.83% Signal
2020-03-03 2020-04-27 Interest (SHV) 33.33% $1.00 $1.00 0.41% Interest Income
2020-02-04 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2020-02-04 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 -0.05% Interest Income
2020-01-27 2020-03-02 Interest (FLOT) 33.33% $1.00 $1.00 0.04% Interest Income
2020-01-22 2020-02-04 Completed 33.33% $9.56 $8.82 -7.70% Signal
2019-09-05 2020-02-04 Completed 33.33% $9.62 $8.82 -8.30% Stop
2019-12-13 2020-01-27 Completed 33.33% $9.72 $9.07 -6.70% Signal
2019-12-06 2020-01-22 Interest (FLOT) 33.33% $1.00 $1.00 0.39% Interest Income
2019-11-20 2019-12-13 Interest (FLOT) 33.33% $1.00 $1.00 0.09% Interest Income
2019-09-05 2019-12-06 Completed 33.33% $9.62 $9.52 -1.04% Signal
2019-11-11 2019-11-20 Completed 33.33% $9.69 $9.54 -1.59% Signal
2019-10-18 2019-11-11 Interest (FLOT) 33.33% $1.00 $1.00 0.19% Interest Income
2019-09-05 2019-10-18 Completed 33.33% $9.62 $9.75 1.31% Signal
2019-08-02 2019-09-05 Interest (FLOT) 33.33% $1.00 $1.00 0.27% Interest Income
2019-08-02 2019-09-05 Interest (FLOT) 33.33% $1.00 $1.00 0.27% Interest Income
2019-07-23 2019-09-05 Interest (FLOT) 33.33% $1.00 $1.00 0.29% Interest Income
2019-07-15 2019-08-02 Completed 33.33% $10.04 $9.43 -6.11% Stop
2019-07-15 2019-08-02 Completed 33.33% $10.04 $9.43 -6.11% Stop
2019-07-08 2019-07-23 Completed 33.33% $9.90 $9.77 -1.32% Signal
2019-05-07 2019-07-15 Interest (FLOT) 33.33% $1.00 $1.00 0.47% Interest Income
2019-03-04 2019-07-15 Interest (FLOT) 33.33% $1.00 $1.01 1.26% Interest Income
2019-04-30 2019-07-08 Interest (FLOT) 33.33% $1.00 $1.01 0.50% Interest Income
2019-02-25 2019-05-07 Completed 33.33% $10.56 $10.07 -4.59% Signal
2019-04-15 2019-04-30 Completed 33.33% $11.39 $10.32 -9.41% Signal
2019-03-22 2019-04-15 Interest (FLOT) 33.33% $1.00 $1.00 0.34% Interest Income
2019-01-24 2019-03-22 Completed 33.33% $10.37 $10.50 1.25% Signal
2018-12-04 2019-03-01 Interest (SHV) 33.33% $1.00 $1.01 0.61% Interest Income
2018-12-04 2019-02-25 Interest (SHV) 33.33% $1.00 $1.01 0.57% Interest Income
2018-12-04 2019-01-24 Interest (SHV) 33.33% $1.00 $1.00 0.35% Interest Income
2018-11-19 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.07% Interest Income
2018-11-05 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-05 2018-12-03 Interest (BIL) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-07 2018-11-19 Completed 33.33% $11.00 $10.68 -2.85% Signal
2018-11-05 2018-11-07 Interest (BIL) 33.33% $1.00 $1.00 0.00% Interest Income