SDCI
USCF SUMMERHAVEN DYNAMIC COMMODITY STRATEGY NO K-1 FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SDCI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 31.98% | 42.72% | 16.77% | 21.59% | 13.63% | 13.55% |
| Sharpe Ratio | 1.85 | 2.12 | 1.15 | 1.06 | 1.07 | 0.73 |
| Max Drawdown | -9.04% | -9.04% | -11.20% | -18.55% | -14.00% | -40.17% |
| % Time Invested | 99.2% | 100.0% | 92.6% | 100.0% | 83.0% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 9.0 | 0.0 | 9.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-19 | Open | Open | 33% | $26.93 | $28.41 | 5.50% | Mark-to-Market |
| 2025-06-04 | Open | Open | 34% | $20.54 | $28.41 | 38.33% | Mark-to-Market |
| 2025-05-02 | Open | Open | 33% | $19.57 | $28.41 | 45.15% | Mark-to-Market |
| 2026-02-25 | 2026-03-19 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2026-01-14 | 2026-02-25 | Completed | 33% | $23.45 | $24.04 | 2.52% | Signal |
| 2025-12-05 | 2026-01-14 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2025-11-11 | 2025-12-05 | Completed | 33% | $22.67 | $22.58 | -0.38% | Signal |
| 2025-10-20 | 2025-11-11 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-09-09 | 2025-10-20 | Completed | 33% | $21.92 | $21.79 | -0.57% | Signal |
| 2025-08-15 | 2025-09-09 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-05-13 | 2025-08-15 | Completed | 33% | $20.12 | $21.00 | 4.36% | Signal |
| 2025-05-05 | 2025-06-04 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-04-21 | 2025-05-13 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-05-01 | 2025-05-05 | Completed | 34% | $19.37 | $19.39 | 0.10% | Signal |
| 2025-04-09 | 2025-05-02 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-21 | Completed | 33% | $19.16 | $19.76 | 3.12% | Signal |
| 2024-11-22 | 2025-04-09 | Completed | 33% | $18.40 | $18.64 | 1.32% | Stop |
| 2024-10-09 | 2025-04-08 | Completed | 34% | $17.69 | $19.30 | 9.15% | Stop |
| 2025-03-14 | 2025-04-07 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-11-26 | 2025-03-14 | Completed | 33% | $18.41 | $20.12 | 9.29% | Signal |
| 2024-11-04 | 2024-11-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-09-04 | 2024-11-22 | Interest | 33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2024-10-14 | 2024-11-04 | Completed | 33% | $17.99 | $17.99 | 0.05% | Signal |
| 2024-09-20 | 2024-10-14 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-07-18 | 2024-10-09 | Interest | 34% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2024-09-13 | 2024-09-20 | Completed | 33% | $17.11 | $17.43 | 1.84% | Signal |
| 2024-07-26 | 2024-09-13 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2024-04-08 | 2024-09-04 | Completed | 33% | $17.83 | $16.84 | -5.56% | Signal |
| 2024-07-18 | 2024-07-26 | Completed | 33% | $17.69 | $17.32 | -2.06% | Signal |
| 2024-07-16 | 2024-07-18 | Completed | 34% | $17.61 | $17.69 | 0.41% | Signal |
| 2024-06-25 | 2024-07-18 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-06-17 | 2024-07-16 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-06-05 | 2024-06-25 | Completed | 33% | $17.28 | $17.65 | 2.16% | Signal |
| 2024-02-27 | 2024-06-17 | Completed | 34% | $16.40 | $17.57 | 7.10% | Signal |
| 2024-05-13 | 2024-06-05 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-03-27 | 2024-05-13 | Completed | 33% | $17.04 | $17.35 | 1.82% | Signal |
| 2024-01-02 | 2024-04-08 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2024-03-05 | 2024-03-27 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2024-02-07 | 2024-03-05 | Completed | 33% | $16.23 | $16.19 | -0.25% | Signal |
| 2023-11-06 | 2024-02-27 | Interest | 34% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2024-01-16 | 2024-02-07 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-01-11 | 2024-01-16 | Completed | 33% | $16.08 | $16.11 | 0.17% | Signal |
| 2023-11-22 | 2024-01-11 | Interest | 33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2023-08-22 | 2024-01-02 | Completed | 33% | $16.27 | $16.00 | -1.62% | Signal |
| 2023-11-01 | 2023-11-22 | Completed | 33% | $16.71 | $16.51 | -1.18% | Signal |
| 2023-07-19 | 2023-11-06 | Completed | 34% | $15.90 | $16.79 | 5.62% | Signal |
| 2023-10-10 | 2023-11-01 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-09-22 | 2023-10-10 | Completed | 33% | $16.91 | $16.18 | -4.31% | Signal |
| 2023-08-30 | 2023-09-22 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-06-16 | 2023-08-30 | Completed | 33% | $15.67 | $16.56 | 5.69% | Signal |
| 2023-07-31 | 2023-08-22 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2023-07-27 | 2023-07-31 | Completed | 33% | $16.61 | $16.57 | -0.27% | Signal |
| 2023-04-03 | 2023-07-27 | Interest | 33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2023-06-01 | 2023-07-19 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2023-05-11 | 2023-06-16 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-05-09 | 2023-06-01 | Completed | 34% | $15.09 | $14.77 | -2.11% | Signal |
| 2023-04-11 | 2023-05-11 | Completed | 33% | $15.56 | $15.12 | -2.84% | Signal |
| 2023-03-07 | 2023-05-09 | Interest | 34% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-02-10 | 2023-04-11 | Interest | 33% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2022-12-23 | 2023-04-03 | Completed | 33% | $15.59 | $15.52 | -0.43% | Signal |
| 2022-11-16 | 2023-03-07 | Completed | 34% | $15.66 | $15.41 | -1.60% | Signal |
| 2023-01-03 | 2023-02-10 | Completed | 33% | $15.97 | $15.33 | -4.02% | Signal |
| 2022-12-08 | 2023-01-03 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-08-31 | 2022-12-23 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2022-10-19 | 2022-12-08 | Completed | 33% | $14.99 | $15.79 | 5.34% | Signal |
| 2022-10-18 | 2022-11-16 | Interest | 34% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2022-09-21 | 2022-10-19 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2022-09-13 | 2022-10-18 | Completed | 34% | $15.36 | $15.15 | -1.37% | Signal |
| 2022-08-09 | 2022-09-21 | Completed | 33% | $15.06 | $15.18 | 0.78% | Signal |
| 2022-06-24 | 2022-09-13 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2022-07-19 | 2022-08-31 | Completed | 33% | $14.62 | $15.45 | 5.68% | Signal |
| 2022-07-06 | 2022-08-09 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-06-24 | 2022-07-19 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-22 | 2022-07-06 | Completed | 33% | $16.07 | $14.40 | -10.43% | Signal |
| 2022-04-01 | 2022-06-24 | Completed | 34% | $15.34 | $15.49 | 1.00% | Stop |
| 2022-04-01 | 2022-06-24 | Completed | 33% | $15.34 | $15.49 | 1.00% | Stop |
| 2022-05-27 | 2022-06-22 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-04-01 | 2022-05-27 | Completed | 33% | $15.34 | $16.63 | 8.39% | Signal |
| 2022-03-10 | 2022-04-01 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-03-10 | 2022-04-01 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-03-10 | 2022-04-01 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-01-24 | 2022-03-10 | Completed | 34% | $12.77 | $15.63 | 22.36% | Stop |
| 2021-12-28 | 2022-03-10 | Completed | 33% | $12.39 | $15.63 | 26.18% | Stop |
| 2020-08-13 | 2022-03-10 | Completed | 33% | $7.89 | $15.63 | 98.08% | Stop |
| 2021-12-30 | 2022-01-24 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2021-12-27 | 2021-12-30 | Completed | 34% | $11.95 | $13.08 | 9.49% | Signal |
| 2021-11-22 | 2021-12-28 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-12-02 | 2021-12-27 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-09-30 | 2021-12-02 | Completed | 34% | $11.23 | $11.16 | -0.58% | Stop |
| 2021-09-16 | 2021-11-22 | Completed | 33% | $11.05 | $11.91 | 7.78% | Signal |
| 2021-09-01 | 2021-09-30 | Interest | 34% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2021-08-23 | 2021-09-16 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-08-26 | 2021-09-01 | Completed | 34% | $11.02 | $10.94 | -0.79% | Signal |
| 2021-07-29 | 2021-08-26 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-07-23 | 2021-08-23 | Completed | 33% | $11.10 | $10.79 | -2.76% | Signal |
| 2020-12-01 | 2021-07-29 | Completed | 34% | $8.32 | $11.31 | 35.95% | Signal |
| 2021-06-30 | 2021-07-23 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2021-04-26 | 2021-06-30 | Completed | 33% | $10.66 | $10.92 | 2.49% | Signal |
| 2021-04-01 | 2021-04-26 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-10-22 | 2021-04-01 | Completed | 33% | $8.15 | $9.82 | 20.47% | Signal |
| 2020-11-06 | 2020-12-01 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-11 | 2020-11-06 | Completed | 34% | $7.13 | $8.20 | 15.01% | Signal |
| 2020-09-30 | 2020-10-22 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-07-27 | 2020-09-30 | Completed | 33% | $7.63 | $7.96 | 4.41% | Signal |
| 2020-07-13 | 2020-08-13 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-07-02 | 2020-07-27 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 33% | $7.22 | $7.24 | 0.15% | Signal |
| 2020-02-04 | 2020-07-09 | Interest | 33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2020-05-29 | 2020-07-02 | Completed | 33% | $7.09 | $7.17 | 1.19% | Signal |
| 2020-02-04 | 2020-06-11 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2020-05-06 | 2020-05-29 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-04-27 | 2020-05-06 | Completed | 33% | $6.87 | $6.92 | 0.83% | Signal |
| 2020-01-27 | 2020-04-27 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2020-01-22 | 2020-02-04 | Completed | 34% | $9.56 | $8.82 | -7.70% | Signal |
| 2020-01-09 | 2020-02-04 | Completed | 33% | $9.76 | $8.82 | -9.61% | Signal |
| 2020-01-10 | 2020-01-27 | Completed | 33% | $9.76 | $9.07 | -7.12% | Signal |
| 2019-12-05 | 2020-01-22 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-12-17 | 2020-01-10 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-12-16 | 2020-01-09 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-12-13 | 2019-12-17 | Completed | 33% | $9.72 | $9.78 | 0.61% | Signal |
| 2019-12-12 | 2019-12-16 | Completed | 33% | $9.67 | $9.81 | 1.40% | Signal |
| 2019-11-20 | 2019-12-13 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-09-09 | 2019-12-12 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2019-10-11 | 2019-12-05 | Completed | 34% | $9.75 | $9.49 | -2.74% | Signal |
| 2019-11-11 | 2019-11-20 | Completed | 33% | $9.69 | $9.54 | -1.59% | Signal |
| 2019-10-18 | 2019-11-11 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-10-01 | 2019-10-18 | Completed | 33% | $9.62 | $9.75 | 1.29% | Signal |
| 2019-09-09 | 2019-10-11 | Interest | 34% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-09-09 | 2019-10-01 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-09-05 | 2019-09-09 | Completed | 33% | $9.62 | $9.57 | -0.51% | Signal |
| 2019-09-05 | 2019-09-09 | Completed | 34% | $9.62 | $9.57 | -0.51% | Signal |
| 2019-09-05 | 2019-09-09 | Completed | 33% | $9.62 | $9.57 | -0.51% | Signal |
| 2019-07-23 | 2019-09-05 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2019-07-17 | 2019-09-05 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-07-17 | 2019-09-05 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-07-08 | 2019-07-23 | Completed | 33% | $9.90 | $9.77 | -1.32% | Signal |
| 2019-07-15 | 2019-07-17 | Completed | 34% | $10.04 | $9.84 | -1.98% | Signal |
| 2019-07-15 | 2019-07-17 | Completed | 33% | $10.04 | $9.84 | -1.98% | Signal |
| 2019-05-06 | 2019-07-15 | Interest | 34% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2018-11-05 | 2019-07-15 | Interest | 33% | $1.00 | $1.02 | 1.73% | Interest Income |
| 2019-04-30 | 2019-07-08 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-02-25 | 2019-05-06 | Completed | 34% | $10.56 | $10.17 | -3.70% | Signal |
| 2019-04-15 | 2019-04-30 | Completed | 33% | $11.39 | $10.32 | -9.41% | Signal |
| 2019-03-22 | 2019-04-15 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-01-24 | 2019-03-22 | Completed | 33% | $10.37 | $10.50 | 1.25% | Signal |
| 2018-11-19 | 2019-02-25 | Interest | 34% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2018-11-05 | 2019-01-24 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2018-11-07 | 2018-11-19 | Completed | 34% | $11.00 | $10.68 | -2.85% | Signal |
| 2018-11-05 | 2018-11-07 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
