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All portfolios and performance
Portfolio Ref: CO5LO1MS2
Performance in the last:
Follow this Portfolio
1D 0.6 %
1W 1.6 %
2W 1.6 %
1M 1.6 %
3M 9.5 %
6M 6.7 %
9M 6.0 %
1Y 12.4 %
Alpha
12.1%
Beta
0.03
sharpe-R
1.75
Benchmark
SPGSCI (S&P-GSCI Commodity Index Future)
sharpe-R Benchmark
-0.23
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2024-11-21 00:32:07
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -4.26%
Max. DrawDown Benchmark -16.49%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Commodity asset class. The maximum number of assets that can be allocated in this strategy is 5.

The assets selection in this portfolio is based on: Pattern-Driven Strategy.
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Action Weight PnL
CC.FUT Cocoa Future Buy 20.86% 8.1%
The percentage of cash held in the portfolio is: 79.14%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2024-09-30 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All 3.5%
NG.FUT Sell All 36.43%
Assets Rebalanced
None
2024-08-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.59% -0.09%
NG.FUT Natural Gas Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.81%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All -1.78%
KC.FUT Sell All -6.99%
Assets Rebalanced
None
2024-07-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.12% -3.91%
ZO.FUT Oat Front Future Buy 20.1% 1.01%
The percentage of cash held in the portfolio is: 60.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
SI.FUT Sell All -4.66%
Assets Rebalanced
None
2024-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 19.14% -3.62%
KC.FUT Coffee Future Buy 19.26% -3.02%
ZO.FUT Oat Front Future Buy 19.87% 0%
The percentage of cash held in the portfolio is: 41.74%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 19.71% 0.72%
KC.FUT Coffee Future Buy 19.57% 0%
The percentage of cash held in the portfolio is: 60.71%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2024-05-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All -6.38%
Assets Rebalanced
None
2024-05-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-04-19 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All -1.03%
Assets Rebalanced
None
2024-04-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.48% 0.9%
The percentage of cash held in the portfolio is: 80.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
BZ.FUT Sell All 7.38%
Assets Rebalanced
None
2024-03-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 20.1% 3.71%
KE.FUT KC HRW Wheat Front Future Buy 19.48% 0%
The percentage of cash held in the portfolio is: 60.43%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-03-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 19.76% 1.54%
The percentage of cash held in the portfolio is: 80.24%
New Assets Added
None
Assets Removed
Asset Action Perf %
OJ.FUT Sell All 2.12%
Assets Rebalanced
None
2024-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
OJ.FUT Orange Juice Future Buy 19.69% 0.57%
BZ.FUT Crude Oil Brent Buy 19.58% 0%
The percentage of cash held in the portfolio is: 60.73%
New Assets Added
  • BZ.FUT
Assets Removed
None
Assets Rebalanced
None
2024-02-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
OJ.FUT Orange Juice Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • OJ.FUT
Assets Removed
None
Assets Rebalanced
None
2024-02-09 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All 30.03%
Assets Rebalanced
None
2024-01-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-12-04 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CL.FUT Sell All -4.29%
Assets Rebalanced
None
2023-11-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CL.FUT Crude Oil WTI Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • CL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-11-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -5.11%
Assets Rebalanced
None
2023-11-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.22% -2.67%
The percentage of cash held in the portfolio is: 80.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -1.05%
Assets Rebalanced
None
2023-11-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.43% -1.09%
KC.FUT Coffee Future Buy 19.64% 0%
The percentage of cash held in the portfolio is: 60.93%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-09-25 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All 12.52%
Assets Rebalanced
None
2023-09-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 21.97% 12.6%
The percentage of cash held in the portfolio is: 78.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All -10.19%
Assets Rebalanced
None
2023-09-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 20.96% 8.77%
ZO.FUT Oat Front Future Buy 19.26% 0%
The percentage of cash held in the portfolio is: 59.78%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-08-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-08-21 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 2.85%
Assets Rebalanced
None
2023-07-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-06-26 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All 14.9%
Assets Rebalanced
None
2023-05-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-04-28 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All 15.54%
CC.FUT Sell All 0.62%
Assets Rebalanced
None
2023-04-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 22.08% 15.14%
CC.FUT Cocoa Future Buy 19.46% 1.48%
The percentage of cash held in the portfolio is: 58.46%
New Assets Added
None
Assets Removed
Asset Action Perf %
NG.FUT Sell All -7.84%
RB.FUT Sell All -4.95%
Assets Rebalanced
None
2023-04-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 19.91% 3.33%
GF.FUT Feeder Cattle Future Buy 19.95% 5.11%
CC.FUT Cocoa Future Buy 19.05% 0.38%
NG.FUT Natural Gas Future Buy 19.54% 0%
The percentage of cash held in the portfolio is: 21.54%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-04-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.49% 6.42%
GF.FUT Feeder Cattle Future Buy 19.74% 4.09%
CC.FUT Cocoa Future Buy 18.71% -1.34%
The percentage of cash held in the portfolio is: 41.05%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 6.1%
Assets Rebalanced
None
2023-04-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.62% 5.66%
RB.FUT RBOB Gasoline Future Buy 20.05% 2.74%
GF.FUT Feeder Cattle Future Buy 19.37% 0.8%
CC.FUT Cocoa Future Buy 19.05% -0.86%
The percentage of cash held in the portfolio is: 20.9%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All -3.11%
Assets Rebalanced
None
2023-03-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.17% 3.03%
HG.FUT Copper Future Buy 19.45% -0.6%
RB.FUT RBOB Gasoline Future Buy 19.83% 1.31%
GF.FUT Feeder Cattle Future Buy 19.28% 0%
CC.FUT Cocoa Future Buy 19.28% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GF.FUT
  • CC.FUT
Assets Removed
Asset Action Perf %
PL.FUT Sell All -3.02%
Assets Rebalanced
None
2023-03-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.01% 2.28%
PL.FUT Platinum Future Buy 19.33% -1.23%
HG.FUT Copper Future Buy 19.52% -0.23%
RB.FUT RBOB Gasoline Future Buy 19.57% 0%
The percentage of cash held in the portfolio is: 21.57%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.25% 4.07%
PL.FUT Platinum Future Buy 19.4% -0.27%
HG.FUT Copper Future Buy 19.45% 0%
The percentage of cash held in the portfolio is: 40.9%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.09% 3.13%
PL.FUT Platinum Future Buy 19.48% 0%
The percentage of cash held in the portfolio is: 60.43%
New Assets Added
  • PL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • GC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-13 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
PL.FUT Sell All 0.44%
Assets Rebalanced
None
2023-03-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 19.38% -0.97%
The percentage of cash held in the portfolio is: 80.62%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All -3.07%
Assets Rebalanced
None
2023-03-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 19.78% 3.08%
PL.FUT Platinum Future Buy 19.77% 3.03%
The percentage of cash held in the portfolio is: 60.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 3.52%
Assets Rebalanced
None
2023-03-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 20.3% 3.27%
RB.FUT RBOB Gasoline Future Buy 19.43% 0%
PL.FUT Platinum Future Buy 19.43% 0%
The percentage of cash held in the portfolio is: 40.85%
New Assets Added
  • RB.FUT
  • PL.FUT
Assets Removed
Asset Action Perf %
ZL.FUT Sell All -2.81%
Assets Rebalanced
None
2023-02-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 20.26% 3.33%
ZL.FUT Soybean Oil Future Buy 18.77% -1.67%
The percentage of cash held in the portfolio is: 60.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All 11.98%
Assets Rebalanced
None
2023-02-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 21.67% 13.66%
LE.FUT Live Cattle Future Buy 20.14% 3.46%
ZL.FUT Soybean Oil Future Buy 19.02% 0.32%
The percentage of cash held in the portfolio is: 39.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All -3.82%
Assets Rebalanced
None
2023-02-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 21.96% 16.68%
LE.FUT Live Cattle Future Buy 19.8% 3.03%
ZL.FUT Soybean Oil Future Buy 18.85% 0.74%
HG.FUT Copper Future Buy 18.69% 0%
The percentage of cash held in the portfolio is: 20.69%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 20.7% 7.92%
LE.FUT Live Cattle Future Buy 20.1% 2.6%
ZL.FUT Soybean Oil Future Buy 19.07% 0%
The percentage of cash held in the portfolio is: 40.14%
New Assets Added
  • ZL.FUT
Assets Removed
Asset Action Perf %
OJ.FUT Sell All 3.81%
CT.FUT Sell All -6.53%
Assets Rebalanced
None
2023-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CT.FUT Cotton Future Buy 18.7% -1.62%
KC.FUT Coffee Future Buy 19.85% 4.54%
OJ.FUT Orange Juice Future Buy 20.48% 7.48%
LE.FUT Live Cattle Future Buy 19.89% 2.58%
The percentage of cash held in the portfolio is: 21.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All 0.27%
Assets Rebalanced
None
2023-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 19.06% 1.46%
CT.FUT Cotton Future Buy 18.86% 0.36%
KC.FUT Coffee Future Buy 20.03% 6.66%
OJ.FUT Orange Juice Future Buy 20.88% 10.84%
LE.FUT Live Cattle Future Buy 19.17% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LE.FUT
Assets Removed
Asset Action Perf %
HG.FUT Sell All 2.15%
Assets Rebalanced
None
2023-02-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.02% 4.73%
ZO.FUT Oat Front Future Buy 19.61% 2.66%
CT.FUT Cotton Future Buy 19.01% -0.48%
KC.FUT Coffee Future Buy 20.21% 5.86%
OJ.FUT Orange Juice Future Buy 19.16% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OJ.FUT
Assets Removed
Asset Action Perf %
RB.FUT Sell All 0.15%
Assets Rebalanced
None
2023-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.29% 6.92%
RB.FUT RBOB Gasoline Future Buy 20.15% 6.22%
ZO.FUT Oat Front Future Buy 19.49% 2.8%
CT.FUT Cotton Future Buy 19.12% 0.82%
KC.FUT Coffee Future Buy 18.95% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.36% 6.38%
RB.FUT RBOB Gasoline Future Buy 20.18% 5.44%
ZO.FUT Oat Front Future Buy 19.2% 0.4%
CT.FUT Cotton Future Buy 19.13% 0%
The percentage of cash held in the portfolio is: 21.13%
New Assets Added
  • CT.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.21% 6.32%
RB.FUT RBOB Gasoline Future Buy 20.81% 9.5%
ZO.FUT Oat Front Future Buy 18.99% 0%
The percentage of cash held in the portfolio is: 39.98%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.27% 4.31%
RB.FUT RBOB Gasoline Future Buy 19.43% 0%
The percentage of cash held in the portfolio is: 60.3%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-05 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -4.54%
CL.FUT Sell All -6.54%
Assets Rebalanced
None
2023-01-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.33% -0.77%
CL.FUT Crude Oil WTI Buy 19.82% 2.61%
The percentage of cash held in the portfolio is: 60.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
SI.FUT Sell All 5.54%
Assets Rebalanced
None
2022-12-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.54% 3.56%
KC.FUT Coffee Future Buy 20.09% 3.03%
CL.FUT Crude Oil WTI Buy 19.38% 0.18%
The percentage of cash held in the portfolio is: 39.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -3.63%
Assets Rebalanced
None
2022-12-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.53% 3.69%
KC.FUT Coffee Future Buy 19.56% 0.5%
CL.FUT Crude Oil WTI Buy 19.3% -0.01%
SB.FUT Sugar #11 Future Buy 19.31% 0%
The percentage of cash held in the portfolio is: 21.31%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.72% 4.91%
KC.FUT Coffee Future Buy 19.51% 0.48%
CL.FUT Crude Oil WTI Buy 19.26% 0%
The percentage of cash held in the portfolio is: 40.51%
New Assets Added
  • CL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.38% 2.18%
KC.FUT Coffee Future Buy 19.26% -1.81%
The percentage of cash held in the portfolio is: 60.36%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -2.53%
Assets Rebalanced
None
2022-12-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.68% 5.15%
KC.FUT Coffee Future Buy 19.29% -0.24%
CC.FUT Cocoa Future Buy 19.34% 0%
The percentage of cash held in the portfolio is: 40.68%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.56% 4.43%
KC.FUT Coffee Future Buy 19.36% 0%
The percentage of cash held in the portfolio is: 60.08%
New Assets Added
  • KC.FUT
Assets Removed
Asset Action Perf %
SB.FUT Sell All 0.66%
Assets Rebalanced
None
2022-12-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 20.46% -0.51%
SI.FUT Silver Future Buy 20.09% 1.11%
The percentage of cash held in the portfolio is: 59.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
OJ.FUT Sell All -0.44%
Assets Rebalanced
None
2022-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
OJ.FUT Orange Juice Future Buy 17.27% -3.61%
SB.FUT Sugar #11 Future Buy 20.75% 0.26%
SI.FUT Silver Future Buy 19.99% 0%
The percentage of cash held in the portfolio is: 41.99%
New Assets Added
  • SI.FUT
Assets Removed
Asset Action Perf %
HG.FUT Sell All 9.46%
Assets Rebalanced
None
2022-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.75% 10.56%
OJ.FUT Orange Juice Future Buy 17.02% -4.88%
SB.FUT Sugar #11 Future Buy 20.89% 1.12%
The percentage of cash held in the portfolio is: 41.33%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -0.05%
Assets Rebalanced
None
2022-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 18.52% 0.12%
HG.FUT Copper Future Buy 21.13% 13.58%
OJ.FUT Orange Juice Future Buy 17.39% -1.93%
SB.FUT Sugar #11 Future Buy 20.48% 0%
The percentage of cash held in the portfolio is: 22.48%
New Assets Added
  • SB.FUT
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 12.41%
Assets Rebalanced
None
2022-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 21.4% 14.01%
LE.FUT Live Cattle Future Buy 18.8% 0.16%
HG.FUT Copper Future Buy 18.65% -1.2%
OJ.FUT Orange Juice Future Buy 18.66% 3.68%
The percentage of cash held in the portfolio is: 22.49%
New Assets Added
None
Assets Removed
Asset Action Perf %
HO.FUT Sell All 9.39%
Assets Rebalanced
None
2022-11-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 19.98% 3.7%
ZL.FUT Soybean Oil Future Buy 21.15% 9.83%
LE.FUT Live Cattle Future Buy 19.25% -0.07%
HG.FUT Copper Future Buy 19.17% -1.04%
OJ.FUT Orange Juice Future Buy 18.46% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OJ.FUT
Assets Removed
Asset Action Perf %
KE.FUT Sell All -4.73%
Assets Rebalanced
None
2022-11-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 19.7% 2.78%
ZL.FUT Soybean Oil Future Buy 20.57% 7.39%
LE.FUT Live Cattle Future Buy 19.2% 0.2%
KE.FUT KC HRW Wheat Front Future Buy 19.27% 0%
HG.FUT Copper Future Buy 19.27% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • KE.FUT
  • HG.FUT
Assets Removed
Asset Action Perf %
ZM.FUT Sell All 1.12%
Assets Rebalanced
None
2022-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 20.32% 6.16%
ZL.FUT Soybean Oil Future Buy 20.28% 6%
LE.FUT Live Cattle Future Buy 19.13% 0%
ZM.FUT Soybean Meal Future Buy 19.13% 0%
The percentage of cash held in the portfolio is: 21.13%
New Assets Added
  • LE.FUT
  • ZM.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 21.98% 15.59%
ZL.FUT Soybean Oil Future Buy 19% 0%
The percentage of cash held in the portfolio is: 59.01%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • HO.FUT
Assets Removed
None
Assets Rebalanced
None
2022-09-22 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All 10%
Assets Rebalanced
None
2022-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 20.42% 7.41%
The percentage of cash held in the portfolio is: 79.58%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZC.FUT Sell All 11.02%
KC.FUT Sell All 4.88%
Assets Rebalanced
None
2022-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 20.35% 8.67%
KC.FUT Coffee Future Buy 19.74% 1.92%
KE.FUT KC HRW Wheat Front Future Buy 19.92% 2.85%
The percentage of cash held in the portfolio is: 39.98%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -4.01%
Assets Rebalanced
None
2022-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.91% 6.77%
KC.FUT Coffee Future Buy 20.5% 6.23%
KE.FUT KC HRW Wheat Front Future Buy 19.43% 0.75%
CC.FUT Cocoa Future Buy 19.17% -2.27%
The percentage of cash held in the portfolio is: 20.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
CT.FUT Sell All -1.98%
Assets Rebalanced
None
2022-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.35% 7.78%
CT.FUT Cotton Future Buy 20.52% 10.51%
KC.FUT Coffee Future Buy 20.26% 9.11%
KE.FUT KC HRW Wheat Front Future Buy 18.99% 2.31%
CC.FUT Cocoa Future Buy 18.88% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CC.FUT
Assets Removed
Asset Action Perf %
SI.FUT Sell All -1.88%
Assets Rebalanced
None
2022-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 19.7% -1.57%
ZC.FUT Corn Front Future Buy 19.14% 2.88%
CT.FUT Cotton Future Buy 20.55% 6.78%
KC.FUT Coffee Future Buy 19.38% 0.68%
KE.FUT KC HRW Wheat Front Future Buy 19.24% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 21.2% 5.64%
ZC.FUT Corn Front Future Buy 18.91% 1.38%
CT.FUT Cotton Future Buy 19.3% 0%
KC.FUT Coffee Future Buy 19.3% 0%
The percentage of cash held in the portfolio is: 21.3%
New Assets Added
  • CT.FUT
  • KC.FUT
Assets Removed
Asset Action Perf %
GF.FUT Sell All 2.52%
Assets Rebalanced
None
2022-08-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 20.61% 2.89%
SI.FUT Silver Future Buy 21.54% 7.55%
ZC.FUT Corn Front Future Buy 18.62% 0%
The percentage of cash held in the portfolio is: 39.23%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 20.66% 2.23%
SI.FUT Silver Future Buy 20.97% 3.79%
The percentage of cash held in the portfolio is: 58.37%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -2.95%
Assets Rebalanced
None
2022-08-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 20.39% 1.72%
SI.FUT Silver Future Buy 20.94% 4.47%
LE.FUT Live Cattle Future Buy 18.96% 1.2%
The percentage of cash held in the portfolio is: 39.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -5.34%
Assets Rebalanced
None
2022-08-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 20.16% 0.9%
CC.FUT Cocoa Future Buy 19.8% -0.88%
SI.FUT Silver Future Buy 20.71% 3.66%
LE.FUT Live Cattle Future Buy 18.67% 0%
The percentage of cash held in the portfolio is: 20.67%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.98% -0.1%
CC.FUT Cocoa Future Buy 19.49% -2.5%
SI.FUT Silver Future Buy 21.17% 5.88%
The percentage of cash held in the portfolio is: 39.37%
New Assets Added
None
Assets Removed
Asset Action Perf %
HE.FUT Sell All -13.35%
Assets Rebalanced
None
2022-07-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.4% -0.35%
HE.FUT Lean Hogs Future Buy 20.59% 5.76%
CC.FUT Cocoa Future Buy 19.07% -2.04%
SI.FUT Silver Future Buy 19.47% 0%
The percentage of cash held in the portfolio is: 21.47%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2022-07-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.44% 0.08%
HE.FUT Lean Hogs Future Buy 20.3% 4.51%
CC.FUT Cocoa Future Buy 19.42% 0%
The percentage of cash held in the portfolio is: 40.84%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None

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