In my studies you can trace the Sabbath tradition back to the Seventh Day Baptists in 1650. There the road comes to a complete dead end.
However, if you want to know where you, as an xCOG member, came from theologically as opposed to historically, it's as easy as 1-2-3. Herbert Armstrong claimed to be the first man in 1,800 years to preach the "truths". He claimed direct divine inspiration from God. Is this true? Not even close. Here is your history:
Herbert Armstrong <- A. N. Dugger <- G. G. Rupert
If you go back to G. G. Rupert, you will find everything you need to know about what you believe. A. N. Dugger (COG7) was a huge fan of G. G. Rupert, and Herbert Armstrong was a huge fan of A. N. Dugger.
Read these two articles for much more info:
This is absolutely no case, in absolutely no way, of Herbert Armstrong being inspired. HWA, unfortunately for many of his believers (and me), used G. G. Rupert's theories and said they were his own; giving no credit to their source. He built an aura of divine inspiration, saying God directly led him to understand these things from a study of the Bible. He created a myth of being the first person in 1,800 years to teach these "truths". He said he was never taught by men. He misled tens of thousands.
I cannot escape the fact, no matter how hard I tried, that Herbert Armstrong was not an honest man.