* 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
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 30.58% | 41.21% | 15.00% | 19.94% | 13.28% | 13.18% |
| Sharpe Ratio | 1.71 | 2.05 | 1.02 | 0.98 | 1.02 | 0.71 |
| Max Drawdown | -9.04% | -9.04% | -12.68% | -18.55% | -15.69% | -40.17% |
| % Time Invested | 100.0% | 100.0% | 92.8% | 100.0% | 85.6% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 8.6 | 0.0 | 8.5 | 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 / 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 Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net 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 |