SDCI
Uscf Summerhaven Dynamic Commodity Strategy No K-1 Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for SDCI (Uscf Summerhaven Dynamic Commodity Strategy No K-1 Fund) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -16.6% (compared to the benchmark's drawdown of -40.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.0%, compared to a Buy-and-Hold benchmark return of 13.5%. The strategy executed 67 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
SDCI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.49% | 35.62% | 14.13% | 21.04% | 12.04% | 13.48% |
| Sharpe Ratio | 1.13 | 1.77 | 0.99 | 1.04 | 0.94 | 0.73 |
| Max Drawdown | -9.04% | -11.03% | -12.54% | -18.55% | -16.57% | -40.17% |
| % Time Invested | 94.0% | 100.0% | 91.5% | 100.0% | 85.1% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 9.0 | 0.0 | 8.7 | 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 | ||||||||
| 2026-02-25 | 2026-03-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-13 | 2026-02-25 | Completed | 33.33% | $23.02 | $24.04 | 4.38% | Signal | |
| 2025-12-05 | 2026-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2025-11-11 | 2025-12-05 | Completed | 33.33% | $22.67 | $22.58 | -0.43% | Signal | |
| 2025-10-20 | 2025-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-09-09 | 2025-10-20 | Completed | 33.33% | $21.92 | $21.79 | -0.62% | Signal | |
| 2025-08-15 | 2025-09-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-05-13 | 2025-08-15 | Completed | 33.33% | $20.12 | $21.00 | 4.31% | Signal | |
| 2025-05-05 | 2025-06-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2025-04-21 | 2025-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-01 | 2025-05-05 | Completed | 33.33% | $19.37 | $19.39 | 0.05% | Signal | |
| 2025-04-09 | 2025-05-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-07 | 2025-04-21 | Completed | 33.33% | $19.16 | $19.76 | 3.07% | Signal | |
| 2024-11-25 | 2025-04-09 | Completed | 33.33% | $18.42 | $18.64 | 1.12% | Stop | |
| 2024-10-09 | 2025-04-08 | Completed | 33.33% | $17.69 | $19.30 | 9.09% | Stop | |
| 2025-03-14 | 2025-04-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-11-26 | 2025-03-14 | Completed | 33.33% | $18.41 | $20.12 | 9.23% | Signal | |
| 2024-11-04 | 2024-11-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-30 | 2024-11-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.12% | Interest Income | |
| 2024-10-11 | 2024-11-04 | Completed | 33.33% | $18.20 | $17.99 | -1.20% | Signal | |
| 2024-09-19 | 2024-10-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-08-05 | 2024-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2024-09-16 | 2024-09-19 | Completed | 33.33% | $16.90 | $17.38 | 2.80% | Signal | |
| 2024-07-26 | 2024-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2024-04-09 | 2024-08-30 | Completed | 33.33% | $17.79 | $17.39 | -2.30% | Signal | |
| 2024-07-29 | 2024-08-05 | Completed | 33.33% | $17.28 | $16.61 | -3.94% | Signal | |
| 2024-06-17 | 2024-07-29 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.59% | Interest Income | |
| 2024-07-17 | 2024-07-26 | Completed | 33.33% | $17.69 | $17.32 | -2.11% | Signal | |
| 2024-06-24 | 2024-07-17 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-06-05 | 2024-06-24 | Completed | 33.33% | $17.28 | $17.72 | 2.53% | Signal | |
| 2024-02-28 | 2024-06-17 | Completed | 33.33% | $16.37 | $17.57 | 7.28% | Signal | |
| 2024-05-13 | 2024-06-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-03-27 | 2024-05-13 | Completed | 33.33% | $17.04 | $17.35 | 1.77% | Signal | |
| 2023-12-29 | 2024-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.44% | Interest Income | |
| 2024-03-05 | 2024-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-19 | 2024-03-05 | Completed | 33.33% | $16.19 | $16.19 | -0.05% | Signal | |
| 2023-11-03 | 2024-02-28 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.66% | Interest Income | |
| 2023-11-22 | 2024-01-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.80% | Interest Income | |
| 2023-07-27 | 2023-12-29 | Completed | 33.33% | $16.61 | $16.03 | -3.57% | Signal | |
| 2023-11-01 | 2023-11-22 | Completed | 33.33% | $16.71 | $16.51 | -1.23% | Signal | |
| 2023-07-20 | 2023-11-03 | Completed | 33.33% | $16.12 | $16.74 | 3.77% | Signal | |
| 2023-10-10 | 2023-11-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2023-09-22 | 2023-10-10 | Completed | 33.33% | $16.91 | $16.18 | -4.36% | Signal | |
| 2023-08-30 | 2023-09-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-06-20 | 2023-08-30 | Completed | 33.33% | $15.72 | $16.56 | 5.29% | Signal | |
| 2023-03-30 | 2023-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.68% | Interest Income | |
| 2023-05-31 | 2023-07-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income | |
| 2023-05-11 | 2023-06-20 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2023-05-10 | 2023-05-31 | Completed | 33.33% | $14.82 | $14.64 | -1.24% | Signal | |
| 2023-04-11 | 2023-05-11 | Completed | 33.33% | $15.56 | $15.12 | -2.89% | Signal | |
| 2023-03-03 | 2023-05-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income | |
| 2023-02-10 | 2023-04-11 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2022-12-27 | 2023-03-30 | Completed | 33.33% | $15.81 | $15.10 | -4.54% | Signal | |
| 2022-11-16 | 2023-03-03 | Completed | 33.33% | $15.66 | $15.46 | -1.31% | Signal | |
| 2023-01-03 | 2023-02-10 | Completed | 33.33% | $15.97 | $15.33 | -4.07% | Signal | |
| 2022-12-08 | 2023-01-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-09-01 | 2022-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income | |
| 2022-10-19 | 2022-12-08 | Completed | 33.33% | $14.99 | $15.79 | 5.29% | Signal | |
| 2022-10-18 | 2022-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2022-09-21 | 2022-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-09-13 | 2022-10-18 | Completed | 33.33% | $15.36 | $15.15 | -1.42% | Signal | |
| 2022-08-09 | 2022-09-21 | Completed | 33.33% | $15.06 | $15.18 | 0.73% | Signal | |
| 2022-06-24 | 2022-09-13 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2022-07-19 | 2022-09-01 | Completed | 33.33% | $14.62 | $15.09 | 3.10% | Signal | |
| 2022-07-06 | 2022-08-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2022-06-24 | 2022-07-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2022-06-22 | 2022-07-06 | Completed | 33.33% | $16.07 | $14.40 | -10.48% | Signal | |
| 2022-04-01 | 2022-06-24 | Completed | 33.33% | $15.34 | $15.49 | 0.95% | Stop | |
| 2022-04-01 | 2022-06-24 | Completed | 33.33% | $15.34 | $15.49 | 0.95% | Stop | |
| 2022-05-27 | 2022-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2022-04-01 | 2022-05-27 | Completed | 33.33% | $15.34 | $16.63 | 8.34% | Signal | |
| 2022-03-10 | 2022-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-03-10 | 2022-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-03-10 | 2022-04-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-01-24 | 2022-03-10 | Completed | 33.33% | $12.77 | $15.63 | 22.30% | Stop | |
| 2021-12-28 | 2022-03-10 | Completed | 33.33% | $12.39 | $15.63 | 26.12% | Stop | |
| 2020-07-09 | 2022-03-10 | Completed | 33.33% | $7.22 | $15.63 | 116.25% | Stop | |
| 2021-12-30 | 2022-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-27 | 2021-12-30 | Completed | 33.33% | $11.95 | $13.08 | 9.43% | Signal | |
| 2021-11-23 | 2021-12-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-12-02 | 2021-12-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-09-30 | 2021-12-02 | Completed | 33.33% | $11.23 | $11.16 | -0.63% | Stop | |
| 2021-09-16 | 2021-11-23 | Completed | 33.33% | $11.05 | $11.92 | 7.81% | Signal | |
| 2021-09-03 | 2021-09-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-23 | 2021-09-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-08-24 | 2021-09-03 | Completed | 33.33% | $10.99 | $11.12 | 1.09% | Signal | |
| 2021-07-30 | 2021-08-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-23 | 2021-08-23 | Completed | 33.33% | $11.10 | $10.79 | -2.81% | Signal | |
| 2020-12-01 | 2021-07-30 | Completed | 33.33% | $8.32 | $11.30 | 35.76% | Signal | |
| 2021-06-30 | 2021-07-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-04-26 | 2021-06-30 | Completed | 33.33% | $10.66 | $10.92 | 2.44% | Signal | |
| 2021-04-01 | 2021-04-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-10-22 | 2021-04-01 | Completed | 33.33% | $8.15 | $9.82 | 20.41% | Signal | |
| 2020-11-06 | 2020-12-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-11 | 2020-11-06 | Completed | 33.33% | $7.13 | $8.20 | 14.95% | Signal | |
| 2020-09-30 | 2020-10-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-27 | 2020-09-30 | Completed | 33.33% | $7.63 | $7.96 | 4.35% | Signal | |
| 2020-07-02 | 2020-07-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-02-04 | 2020-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2020-05-29 | 2020-07-02 | Completed | 33.33% | $7.09 | $7.17 | 1.13% | Signal | |
| 2020-02-04 | 2020-06-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2020-05-06 | 2020-05-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-27 | 2020-05-06 | Completed | 33.33% | $6.87 | $6.92 | 0.78% | Signal | |
| 2020-01-27 | 2020-04-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2020-01-22 | 2020-02-04 | Completed | 33.33% | $9.56 | $8.82 | -7.74% | Signal | |
| 2019-09-05 | 2020-02-04 | Completed | 33.33% | $9.62 | $8.82 | -8.34% | Stop | |
| 2019-12-13 | 2020-01-27 | Completed | 33.33% | $9.72 | $9.07 | -6.75% | Signal | |
| 2019-12-06 | 2020-01-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2019-11-20 | 2019-12-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-05 | 2019-12-06 | Completed | 33.33% | $9.62 | $9.52 | -1.09% | Signal | |
| 2019-11-11 | 2019-11-20 | Completed | 33.33% | $9.69 | $9.54 | -1.64% | Signal | |
| 2019-10-18 | 2019-11-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-09-05 | 2019-10-18 | Completed | 33.33% | $9.62 | $9.75 | 1.26% | Signal | |
| 2019-08-02 | 2019-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2019-08-02 | 2019-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income | |
| 2019-07-23 | 2019-09-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2019-07-15 | 2019-08-02 | Completed | 33.33% | $10.04 | $9.43 | -6.16% | Stop | |
| 2019-07-15 | 2019-08-02 | Completed | 33.33% | $10.04 | $9.43 | -6.16% | Stop | |
| 2019-07-08 | 2019-07-23 | Completed | 33.33% | $9.90 | $9.77 | -1.37% | Signal | |
| 2019-05-07 | 2019-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2018-11-05 | 2019-07-15 | Interest (CASH) | 33.33% | $1.00 | $1.02 | 1.60% | Interest Income | |
| 2019-04-30 | 2019-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income | |
| 2019-02-25 | 2019-05-07 | Completed | 33.33% | $10.56 | $10.07 | -4.64% | Signal | |
| 2019-04-15 | 2019-04-30 | Completed | 33.33% | $11.39 | $10.32 | -9.45% | Signal | |
| 2019-03-22 | 2019-04-15 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-01-24 | 2019-03-22 | Completed | 33.33% | $10.37 | $10.50 | 1.20% | Signal | |
| 2018-11-19 | 2019-02-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income | |
| 2018-11-05 | 2019-01-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2018-11-07 | 2018-11-19 | Completed | 33.33% | $11.00 | $10.68 | -2.90% | Signal | |
| 2018-11-05 | 2018-11-07 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |