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 SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -25.0% (compared to the benchmark's drawdown of -18.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 22.1%, compared to a Buy-and-Hold benchmark return of 25.8%. The strategy executed 3 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
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 Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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SDCI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 35.62% | 35.62% | 16.99% | 21.04% | 22.07% | 25.76% |
| Sharpe Ratio | 1.77 | 1.77 | 0.92 | 1.04 | 1.21 | 1.30 |
| Max Drawdown | -11.03% | -11.03% | -25.02% | -18.55% | -25.02% | -18.55% |
| % Time Invested | 100.0% | 100.0% | 90.8% | 100.0% | 90.9% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.4 | 0.0 | 0.5 | 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 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 | ||||||||
| 2023-12-29 | 2024-04-30 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.76% | Interest Income | |
| 2022-07-28 | 2023-12-29 | Completed | 100% | $15.20 | $16.03 | 5.43% | Signal | |
| 2022-07-06 | 2022-07-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2022-04-04 | 2022-07-06 | Completed | 100% | $15.66 | $14.40 | -8.14% | Stop | |
| 2022-03-11 | 2022-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-07-09 | 2022-03-11 | Completed | 100% | $7.22 | $14.95 | 106.81% | Stop | |
| 2020-06-02 | 2020-07-09 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |