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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
2022-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.34% -1.67%
HE.FUT Lean Hogs Future Buy 19.67% 0%
The percentage of cash held in the portfolio is: 61%
New Assets Added
  • HE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-07-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-24 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 %
LE.FUT Sell All 0.26%
Assets Rebalanced
None
2022-06-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 21.6% 2.17%
The percentage of cash held in the portfolio is: 78.4%
New Assets Added
None
Assets Removed
Asset Action Perf %
BZ.FUT Sell All -4.77%
Assets Rebalanced
None
2022-06-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 20.99% 0.48%
LE.FUT Live Cattle Future Buy 21.4% 2.4%
The percentage of cash held in the portfolio is: 57.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -6.35%
Assets Rebalanced
None
2022-06-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.22% -3.91%
BZ.FUT Crude Oil Brent Buy 21.12% 1.39%
LE.FUT Live Cattle Future Buy 20.95% 0.52%
The percentage of cash held in the portfolio is: 38.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
OJ.FUT Sell All -7.63%
Assets Rebalanced
None
2022-06-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.07% -4.21%
BZ.FUT Crude Oil Brent Buy 21.16% 2.05%
LE.FUT Live Cattle Future Buy 20.81% 0.3%
OJ.FUT Orange Juice Future Buy 17.46% -5.34%
The percentage of cash held in the portfolio is: 21.49%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -6.28%
Assets Rebalanced
None
2022-06-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 18.93% -2.49%
BZ.FUT Crude Oil Brent Buy 20.96% 3.69%
KC.FUT Coffee Future Buy 19.45% -3.8%
LE.FUT Live Cattle Future Buy 20.68% 2.28%
OJ.FUT Orange Juice Future Buy 17.98% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OJ.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.37% -0.66%
BZ.FUT Crude Oil Brent Buy 20.36% 0.25%
KC.FUT Coffee Future Buy 19.98% -1.65%
LE.FUT Live Cattle Future Buy 20.21% -0.54%
The percentage of cash held in the portfolio is: 20.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZS.FUT Sell All -11.22%
Assets Rebalanced
None
2022-06-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 18.87% -0.96%
ZS.FUT Soybean Future Buy 19.91% 0.32%
BZ.FUT Crude Oil Brent Buy 19.64% -1.03%
KC.FUT Coffee Future Buy 19.73% -0.58%
LE.FUT Live Cattle Future Buy 19.85% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 18.73% -1.42%
ZS.FUT Soybean Future Buy 19.35% -2.23%
BZ.FUT Crude Oil Brent Buy 20.34% 2.82%
KC.FUT Coffee Future Buy 19.79% 0%
The percentage of cash held in the portfolio is: 21.79%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 18.91% -0.25%
ZS.FUT Soybean Future Buy 19.85% 0.49%
BZ.FUT Crude Oil Brent Buy 19.75% 0%
The percentage of cash held in the portfolio is: 41.49%
New Assets Added
  • BZ.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 18.84% -0.86%
ZS.FUT Soybean Future Buy 19.79% 0%
The percentage of cash held in the portfolio is: 61.37%
New Assets Added
  • ZS.FUT
Assets Removed
Asset Action Perf %
RB.FUT Sell All 15.05%
Assets Rebalanced
None
2022-05-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 23% 13.22%
SB.FUT Sugar #11 Future Buy 19.1% 0.41%
The percentage of cash held in the portfolio is: 57.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -6.49%
Assets Rebalanced
None
2022-05-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 23.33% 17.46%
SB.FUT Sugar #11 Future Buy 18.88% 1.52%
KC.FUT Coffee Future Buy 18.6% 0%
The percentage of cash held in the portfolio is: 39.2%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 23.65% 19.14%
SB.FUT Sugar #11 Future Buy 18.59% 0%
The percentage of cash held in the portfolio is: 57.76%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 21.8% 7.25%
The percentage of cash held in the portfolio is: 78.2%
New Assets Added
None
Assets Removed
Asset Action Perf %
NG.FUT Sell All -14.75%
Assets Rebalanced
None
2022-05-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 21.36% 8.38%
NG.FUT Natural Gas Future Buy 19.16% 0%
The percentage of cash held in the portfolio is: 59.48%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2022-04-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.39% 2.2%
The percentage of cash held in the portfolio is: 79.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All -11.12%
Assets Rebalanced
None
2022-04-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.27% -2.09%
RB.FUT RBOB Gasoline Future Buy 19.68% 0%
The percentage of cash held in the portfolio is: 61.05%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-04-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2022-04-19 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 %
CC.FUT Sell All -2.12%
Assets Rebalanced
None
2022-04-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 18.87% -0.08%
The percentage of cash held in the portfolio is: 81.13%
New Assets Added
None
Assets Removed
Asset Action Perf %
NG.FUT Sell All 19.83%
Assets Rebalanced
None
2022-03-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 22.04% 16.65%
CC.FUT Cocoa Future Buy 18.99% 0%
The percentage of cash held in the portfolio is: 58.97%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-03-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 19.93% 2.72%
The percentage of cash held in the portfolio is: 80.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 0.98%
Assets Rebalanced
None
2022-03-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.12% 1.85%
NG.FUT Natural Gas Future Buy 19.47% 0%
The percentage of cash held in the portfolio is: 60.41%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2022-03-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.87% 0.28%
The percentage of cash held in the portfolio is: 80.13%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -2.65%
CC.FUT Sell All -5.3%
Assets Rebalanced
None
2022-02-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.19% -2.08%
CC.FUT Cocoa Future Buy 19.34% -1.32%
GC.FUT Gold Future Buy 19.68% 0.2%
The percentage of cash held in the portfolio is: 41.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All -4.54%
Assets Rebalanced
None
2022-02-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.43% 0.34%
CC.FUT Cocoa Future Buy 19.21% -0.75%
GF.FUT Feeder Cattle Future Buy 19.17% -0.96%
GC.FUT Gold Future Buy 19.38% -0.11%
The percentage of cash held in the portfolio is: 22.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZS.FUT Sell All 12.57%
Assets Rebalanced
None
2022-02-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZS.FUT Soybean Future Buy 20.62% 11.92%
LE.FUT Live Cattle Future Buy 19.5% 1.03%
CC.FUT Cocoa Future Buy 19.33% 0.15%
GF.FUT Feeder Cattle Future Buy 19.2% -0.52%
GC.FUT Gold Future Buy 19.35% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZS.FUT Soybean Future Buy 20.35% 11.53%
LE.FUT Live Cattle Future Buy 19.25% 0.72%
CC.FUT Cocoa Future Buy 20.21% 5.72%
GF.FUT Feeder Cattle Future Buy 19.05% -0.31%
The percentage of cash held in the portfolio is: 21.14%
New Assets Added
None
Assets Removed
Asset Action Perf %
PL.FUT Sell All 5%
Assets Rebalanced
None
2022-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 19.69% 6.08%
ZS.FUT Soybean Future Buy 20.14% 8.53%
LE.FUT Live Cattle Future Buy 19.63% 1.01%
CC.FUT Cocoa Future Buy 19.1% -1.73%
GF.FUT Feeder Cattle Future Buy 19.43% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2022-02-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 19.58% 5.3%
ZS.FUT Soybean Future Buy 20.02% 7.77%
LE.FUT Live Cattle Future Buy 19.47% 0%
CC.FUT Cocoa Future Buy 19.47% 0%
The percentage of cash held in the portfolio is: 21.47%
New Assets Added
  • LE.FUT
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 19.84% 4.8%
ZS.FUT Soybean Future Buy 18.64% -1.47%
The percentage of cash held in the portfolio is: 61.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All 0.6%
Assets Rebalanced
None
2022-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.23% 2.08%
PL.FUT Platinum Future Buy 19.86% 5.5%
ZS.FUT Soybean Future Buy 18.69% -0.67%
The percentage of cash held in the portfolio is: 42.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All 12.07%
Assets Rebalanced
None
2022-01-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 21.17% 10.92%
HG.FUT Copper Future Buy 19.21% 2.03%
PL.FUT Platinum Future Buy 20% 6.24%
ZS.FUT Soybean Future Buy 18.81% 0%
The percentage of cash held in the portfolio is: 20.81%
New Assets Added
  • ZS.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 21.24% 9.91%
HG.FUT Copper Future Buy 19.61% 2.92%
PL.FUT Platinum Future Buy 19.05% 0%
The percentage of cash held in the portfolio is: 40.1%
New Assets Added
  • PL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 21.03% 7.78%
HG.FUT Copper Future Buy 19.24% 0%
The percentage of cash held in the portfolio is: 59.73%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.72% 5.78%
The percentage of cash held in the portfolio is: 79.28%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All -1.98%
Assets Rebalanced
None
2022-01-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.11% 2.36%
GC.FUT Gold Future Buy 19.47% 0%
The percentage of cash held in the portfolio is: 60.42%
New Assets Added
  • GC.FUT
Assets Removed
Asset Action Perf %
ZC.FUT Sell All -3.46%
Assets Rebalanced
None
2021-12-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.03% 2.76%
ZC.FUT Corn Front Future Buy 19.49% 0%
The percentage of cash held in the portfolio is: 60.48%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-12-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2021-12-15 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 %
ZM.FUT Sell All 11.71%
KC.FUT Sell All 7.94%
Assets Rebalanced
None
2021-12-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZM.FUT Soybean Meal Future Buy 19.53% 1.55%
KC.FUT Coffee Future Buy 21.37% 11.08%
The percentage of cash held in the portfolio is: 59.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All 3%
Assets Rebalanced
None
2021-11-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.42% 1.59%
ZM.FUT Soybean Meal Future Buy 19.91% 2.18%
KC.FUT Coffee Future Buy 20.51% 5.3%
The percentage of cash held in the portfolio is: 40.16%
New Assets Added
None
Assets Removed
Asset Action Perf %
SI.FUT Sell All -3.97%
Assets Rebalanced
None
2021-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.01% -1.84%
SI.FUT Silver Future Buy 19.77% 0.17%
ZM.FUT Soybean Meal Future Buy 19.74% 0%
KC.FUT Coffee Future Buy 19.74% 0%
The percentage of cash held in the portfolio is: 21.74%
New Assets Added
  • ZM.FUT
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.13% -1.16%
SI.FUT Silver Future Buy 19.72% 0%
The percentage of cash held in the portfolio is: 61.16%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2021-11-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.28% -0.19%
The percentage of cash held in the portfolio is: 80.72%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 6.44%
Assets Rebalanced
None
2021-11-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 21.98% 5.49%
GF.FUT Feeder Cattle Future Buy 19.23% -0.72%
The percentage of cash held in the portfolio is: 58.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All -3.93%
Assets Rebalanced
None
2021-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 21.99% 6.32%
ZL.FUT Soybean Oil Future Buy 18.33% -1.6%
GF.FUT Feeder Cattle Future Buy 19.23% 0%
The percentage of cash held in the portfolio is: 40.46%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2021-11-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 21.56% 4.06%
ZL.FUT Soybean Oil Future Buy 18.64% -0.08%
The percentage of cash held in the portfolio is: 59.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All -1.09%
Assets Rebalanced
None
2021-10-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 20.74% -0.22%
LE.FUT Live Cattle Future Buy 21.07% 1.31%
ZL.FUT Soybean Oil Future Buy 18.73% 0%
The percentage of cash held in the portfolio is: 39.46%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2021-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 20.92% 0.94%
LE.FUT Live Cattle Future Buy 21.09% 1.74%
The percentage of cash held in the portfolio is: 57.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All 3.23%
Assets Rebalanced
None
2021-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 17.87% 0.17%
GF.FUT Feeder Cattle Future Buy 21.08% 0.99%
LE.FUT Live Cattle Future Buy 21.04% 0.77%
The percentage of cash held in the portfolio is: 40.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
HO.FUT Sell All 16.81%
ZC.FUT Sell All -5.05%
Assets Rebalanced
None
2021-10-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 20.38% 13.14%
KE.FUT KC HRW Wheat Front Future Buy 18.39% 3.4%
ZC.FUT Corn Front Future Buy 17.5% -1.34%
GF.FUT Feeder Cattle Future Buy 20.91% 0.45%
LE.FUT Live Cattle Future Buy 20.82% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2021-10-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 20.73% 15.54%
KE.FUT KC HRW Wheat Front Future Buy 18.22% 2.85%
ZC.FUT Corn Front Future Buy 17.6% -0.37%
GF.FUT Feeder Cattle Future Buy 20.73% 0%
The percentage of cash held in the portfolio is: 22.73%
New Assets Added
  • GF.FUT
Assets Removed
Asset Action Perf %
KC.FUT Sell All -1.26%
NG.FUT Sell All 33.96%
Assets Rebalanced
None
2021-09-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 22.7% 21.1%
HO.FUT Heating Oil Future Buy 19.93% 6.38%
KE.FUT KC HRW Wheat Front Future Buy 18.5% 0.03%
KC.FUT Coffee Future Buy 18.43% -0.36%
ZC.FUT Corn Front Future Buy 18.45% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 20.96% 9.08%
HO.FUT Heating Oil Future Buy 20.17% 5.04%
KE.FUT KC HRW Wheat Front Future Buy 18.94% -0.1%
KC.FUT Coffee Future Buy 18.96% 0%
The percentage of cash held in the portfolio is: 20.96%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 21.69% 13.22%
HO.FUT Heating Oil Future Buy 19.61% 2.44%
KE.FUT KC HRW Wheat Front Future Buy 18.9% 0%
The percentage of cash held in the portfolio is: 39.8%
New Assets Added
  • KE.FUT
Assets Removed
Asset Action Perf %
HG.FUT Sell All -3.81%
Assets Rebalanced
None
2021-09-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 21.38% 11.01%
HG.FUT Copper Future Buy 18.89% -1.9%
HO.FUT Heating Oil Future Buy 19.25% 0%
The percentage of cash held in the portfolio is: 40.49%
New Assets Added
  • HO.FUT
Assets Removed
None
Assets Rebalanced
None
2021-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 20.35% 4.8%
HG.FUT Copper Future Buy 19.41% 0%
The percentage of cash held in the portfolio is: 60.24%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2021-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2021-09-02 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 %
RB.FUT Sell All -8.25%
Assets Rebalanced
None
2021-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • RB.FUT
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.79%
Assets Rebalanced
None
2021-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.82% 0.67%
The percentage of cash held in the portfolio is: 80.18%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All 1.28%
Assets Rebalanced
None
2021-08-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 20.04% 1.25%
LE.FUT Live Cattle Future Buy 19.71% -0.04%
The percentage of cash held in the portfolio is: 60.25%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZR.FUT Sell All -2.55%
Assets Rebalanced
None
2021-08-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 20.04% 1.68%
ZR.FUT Rough Rice Future Buy 19.56% -0.7%
LE.FUT Live Cattle Future Buy 19.61% -0.12%
The percentage of cash held in the portfolio is: 40.79%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All -3.06%
Assets Rebalanced
None
2021-08-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.42% -0.24%
KC.FUT Coffee Future Buy 20.27% 4.09%
ZR.FUT Rough Rice Future Buy 19.47% 0.07%
LE.FUT Live Cattle Future Buy 19.41% 0.06%
The percentage of cash held in the portfolio is: 21.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All -0.63%
Assets Rebalanced
None
2021-07-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.73% 5.92%
KC.FUT Coffee Future Buy 22% 18.07%
ZR.FUT Rough Rice Future Buy 18.62% 0.04%
GF.FUT Feeder Cattle Future Buy 19.09% 2.53%
LE.FUT Live Cattle Future Buy 18.56% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2021-07-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.28% 0.36%
KC.FUT Coffee Future Buy 21.14% 10.03%
ZR.FUT Rough Rice Future Buy 19.2% 0%
GF.FUT Feeder Cattle Future Buy 19.2% 0%
The percentage of cash held in the portfolio is: 21.2%
New Assets Added
  • ZR.FUT
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2021-07-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.42% -1.15%
KC.FUT Coffee Future Buy 19.65% 0%
The percentage of cash held in the portfolio is: 60.94%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-07-19 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
2021-07-07 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 %
ZC.FUT Sell All -5.54%
Assets Rebalanced
None
2021-06-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-06-28 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 %
HO.FUT Sell All 5.09%
Assets Rebalanced
None
2021-06-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 20.64% 3.65%
The percentage of cash held in the portfolio is: 79.36%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All 1.03%
Assets Rebalanced
None
2021-05-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 17.01% -4.28%
HO.FUT Heating Oil Future Buy 20.25% 0%
The percentage of cash held in the portfolio is: 62.74%
New Assets Added
  • HO.FUT
Assets Removed
None
Assets Rebalanced
None
2021-05-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 16.91% -4.91%
The percentage of cash held in the portfolio is: 83.09%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All 11.76%
Assets Rebalanced
None
2021-05-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.02% 12.4%
SB.FUT Sugar #11 Future Buy 17.13% -3.31%
The percentage of cash held in the portfolio is: 63.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
CL.FUT Sell All -4.39%
Assets Rebalanced
None
2021-05-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 18.23% 7.97%
SB.FUT Sugar #11 Future Buy 17.14% -3.08%
CL.FUT Crude Oil WTI Buy 20.88% 0%
The percentage of cash held in the portfolio is: 43.76%
New Assets Added
  • CL.FUT
Assets Removed
None
Assets Rebalanced
None
2021-05-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 18.16% 7.41%
SB.FUT Sugar #11 Future Buy 17.13% -3.25%
The percentage of cash held in the portfolio is: 64.72%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZC.FUT Sell All 15.32%
HG.FUT Sell All 10.25%
Assets Rebalanced
None
2021-05-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 20.47% 21.04%
HG.FUT Copper Future Buy 18.79% 11.23%
KC.FUT Coffee Future Buy 18.07% 8.45%
SB.FUT Sugar #11 Future Buy 17.03% -2.4%
The percentage of cash held in the portfolio is: 25.64%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZR.FUT Sell All -3.47%
Assets Rebalanced
None
2021-05-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 20.94% 26.81%
HG.FUT Copper Future Buy 17.7% 7.29%
KC.FUT Coffee Future Buy 17.98% 10.57%
ZR.FUT Rough Rice Future Buy 24.35% 2.06%
SB.FUT Sugar #11 Future Buy 17.03% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • SB.FUT
Assets Removed
Asset Action Perf %
GC.FUT Sell All 3.31%
Assets Rebalanced
None
2021-05-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 17.33% 2.83%
ZC.FUT Corn Front Future Buy 21.12% 25.38%
HG.FUT Copper Future Buy 18.04% 7.22%
KC.FUT Coffee Future Buy 17.16% 3.43%
ZR.FUT Rough Rice Future Buy 24.34% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ZR.FUT
Assets Removed
Asset Action Perf %
LBS.FUT Sell All 45.43%
Assets Rebalanced
None
2021-04-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.01% 3.14%
LBS.FUT Random Length Lumber Futures Buy 22.06% 19.71%
ZC.FUT Corn Front Future Buy 20.17% 9.51%
HG.FUT Copper Future Buy 18.62% 1.18%
KC.FUT Coffee Future Buy 18.14% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-04-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.44% 2.91%
LBS.FUT Random Length Lumber Futures Buy 21.83% 15.57%
ZC.FUT Corn Front Future Buy 19.27% 2.1%
HG.FUT Copper Future Buy 18.83% -0.15%
The percentage of cash held in the portfolio is: 20.64%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -1.2%
Assets Rebalanced
None
2021-04-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.44% 2.22%
LBS.FUT Random Length Lumber Futures Buy 21.66% 13.95%
CC.FUT Cocoa Future Buy 19.04% 0.21%
ZC.FUT Corn Front Future Buy 18.87% -0.67%
HG.FUT Copper Future Buy 18.98% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2021-04-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.29% 0.46%
LBS.FUT Random Length Lumber Futures Buy 21.04% 9.61%
CC.FUT Cocoa Future Buy 19.3% 0.54%
ZC.FUT Corn Front Future Buy 19.19% 0%
The percentage of cash held in the portfolio is: 21.19%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-04-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.52% 1.11%
LBS.FUT Random Length Lumber Futures Buy 20.6% 6.72%
CC.FUT Cocoa Future Buy 19.29% 0%
The percentage of cash held in the portfolio is: 40.59%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-04-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.87% 1.73%
LBS.FUT Random Length Lumber Futures Buy 19.53% 0%
The percentage of cash held in the portfolio is: 60.6%
New Assets Added
  • LBS.FUT
Assets Removed
None
Assets Rebalanced
None

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