2024-10-15 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 % |
NG.FUT |
Sell
All
|
-6.2% |
Assets Rebalanced
None
2024-09-24 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
19.6% |
0% |
2024-09-24 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-09-20 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 % |
NG.FUT |
Sell
All
|
9.2% |
Assets Rebalanced
None
2024-09-19 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
20.63% |
7.57% |
2024-08-30 |
The percentage of cash held in the portfolio is:
79.37%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
KE.FUT |
Sell
All
|
3.54% |
Assets Rebalanced
None
2024-08-30 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.59% |
-0.09% |
2024-08-29 |
NG.FUT
Natural Gas Future
|
Buy |
19.6% |
0% |
2024-08-30 |
The percentage of cash held in the portfolio is:
60.81%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-08-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.6% |
0% |
2024-08-29 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
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 |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
19.12% |
-3.91% |
2024-07-10 |
ZO.FUT
Oat Front Future
|
Buy |
20.1% |
1.01% |
2024-07-19 |
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 |
Entry Date |
SI.FUT
Silver Future
|
Buy |
19.14% |
-3.62% |
2024-07-04 |
KC.FUT
Coffee Future
|
Buy |
19.26% |
-3.02% |
2024-07-10 |
ZO.FUT
Oat Front Future
|
Buy |
19.87% |
0% |
2024-07-19 |
The percentage of cash held in the portfolio is:
41.74%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-07-10 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
19.71% |
0.72% |
2024-07-04 |
KC.FUT
Coffee Future
|
Buy |
19.57% |
0% |
2024-07-10 |
The percentage of cash held in the portfolio is:
60.71%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-07-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
19.6% |
0% |
2024-07-04 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
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 |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.6% |
0% |
2024-05-14 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-04-10 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
|
-0.64% |
Assets Rebalanced
None
2024-04-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.14% |
-1.33% |
2024-03-20 |
The percentage of cash held in the portfolio is:
80.86%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
BZ.FUT |
Sell
All
|
6.56% |
Assets Rebalanced
None
2024-03-20 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
BZ.FUT
Crude Oil Brent
|
Buy |
20.18% |
3.71% |
2024-03-14 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.45% |
0% |
2024-03-20 |
The percentage of cash held in the portfolio is:
60.36%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-03-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
BZ.FUT
Crude Oil Brent
|
Buy |
19.6% |
0% |
2024-03-14 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-03-08 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 % |
OJ.FUT |
Sell
All
|
2.15% |
Assets Rebalanced
None
2024-02-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
OJ.FUT
Orange Juice Future
|
Buy |
19.6% |
0% |
2024-02-16 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-02-05 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 % |
CC.FUT |
Sell
All
|
16.55% |
Assets Rebalanced
None
2024-01-15 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
CC.FUT
Cocoa Future
|
Buy |
19.6% |
0% |
2024-01-15 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
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 |
Entry Date |
CL.FUT
Crude Oil WTI
|
Buy |
19.6% |
0% |
2023-11-30 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
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
2023-11-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
19.6% |
0% |
2023-11-16 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-11-08 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
|
0.22% |
Assets Rebalanced
None
2023-10-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
19.6% |
0% |
2023-10-18 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-09-19 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 % |
ZO.FUT |
Sell
All
|
-10.19% |
Assets Rebalanced
None
2023-09-15 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZO.FUT
Oat Front Future
|
Buy |
18.62% |
-3.41% |
2023-09-07 |
The percentage of cash held in the portfolio is:
81.38%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
SB.FUT |
Sell
All
|
11.7% |
Assets Rebalanced
None
2023-09-07 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
20.96% |
8.77% |
2023-08-25 |
ZO.FUT
Oat Front Future
|
Buy |
19.26% |
0% |
2023-09-07 |
The percentage of cash held in the portfolio is:
59.78%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-08-25 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
19.6% |
0% |
2023-08-25 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-08-11 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
|
-3.07% |
Assets Rebalanced
None
2023-07-21 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZL.FUT
Soybean Oil Future
|
Buy |
19.6% |
0% |
2023-07-21 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-06-16 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
|
21.83% |
Assets Rebalanced
None
2023-05-26 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZO.FUT
Oat Front Future
|
Buy |
19.6% |
0% |
2023-05-26 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-04-27 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 % |
NG.FUT |
Sell
All
|
-7.84% |
Assets Rebalanced
None
2023-04-19 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
20.01% |
3.05% |
2023-04-18 |
The percentage of cash held in the portfolio is:
79.99%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GF.FUT |
Sell
All
|
5.48% |
CC.FUT |
Sell
All
|
2.44% |
Assets Rebalanced
None
2023-04-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
20.01% |
5.11% |
2023-03-29 |
CC.FUT
Cocoa Future
|
Buy |
19.11% |
0.38% |
2023-03-29 |
NG.FUT
Natural Gas Future
|
Buy |
19.63% |
0% |
2023-04-18 |
The percentage of cash held in the portfolio is:
41.25%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
RB.FUT |
Sell
All
|
3.33% |
Assets Rebalanced
None
2023-04-05 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
20.1% |
2.74% |
2023-03-28 |
GF.FUT
Feeder Cattle Future
|
Buy |
19.42% |
0.8% |
2023-03-29 |
CC.FUT
Cocoa Future
|
Buy |
19.1% |
-0.86% |
2023-03-29 |
The percentage of cash held in the portfolio is:
41.38%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HG.FUT |
Sell
All
|
-3.11% |
Assets Rebalanced
None
2023-04-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
19.23% |
-1.29% |
2023-03-24 |
RB.FUT
RBOB Gasoline Future
|
Buy |
20.1% |
3.11% |
2023-03-28 |
GF.FUT
Feeder Cattle Future
|
Buy |
19.43% |
1.25% |
2023-03-29 |
CC.FUT
Cocoa Future
|
Buy |
18.88% |
-1.62% |
2023-03-29 |
The percentage of cash held in the portfolio is:
22.35%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
4.47% |
Assets Rebalanced
None
2023-03-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
20.17% |
3.03% |
2023-03-14 |
HG.FUT
Copper Future
|
Buy |
19.45% |
-0.6% |
2023-03-24 |
RB.FUT
RBOB Gasoline Future
|
Buy |
19.83% |
1.31% |
2023-03-28 |
GF.FUT
Feeder Cattle Future
|
Buy |
19.28% |
0% |
2023-03-29 |
CC.FUT
Cocoa Future
|
Buy |
19.28% |
0% |
2023-03-29 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
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 |
Entry Date |
GC.FUT
Gold Future
|
Buy |
20.01% |
2.28% |
2023-03-14 |
PL.FUT
Platinum Future
|
Buy |
19.33% |
-1.23% |
2023-03-23 |
HG.FUT
Copper Future
|
Buy |
19.52% |
-0.23% |
2023-03-24 |
RB.FUT
RBOB Gasoline Future
|
Buy |
19.57% |
0% |
2023-03-28 |
The percentage of cash held in the portfolio is:
21.57%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-03-24 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
20.25% |
4.07% |
2023-03-14 |
PL.FUT
Platinum Future
|
Buy |
19.4% |
-0.27% |
2023-03-23 |
HG.FUT
Copper Future
|
Buy |
19.45% |
0% |
2023-03-24 |
The percentage of cash held in the portfolio is:
40.9%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-03-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
20.09% |
3.13% |
2023-03-14 |
PL.FUT
Platinum Future
|
Buy |
19.48% |
0% |
2023-03-23 |
The percentage of cash held in the portfolio is:
60.43%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-03-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
19.6% |
0% |
2023-03-14 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
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 |
Entry Date |
PL.FUT
Platinum Future
|
Buy |
19.4% |
-0.97% |
2023-03-02 |
The percentage of cash held in the portfolio is:
80.6%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
RB.FUT |
Sell
All
|
-3.07% |
Assets Rebalanced
None
2023-03-08 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
19.56% |
0.13% |
2023-03-02 |
PL.FUT
Platinum Future
|
Buy |
19.02% |
-2.64% |
2023-03-02 |
The percentage of cash held in the portfolio is:
61.42%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
LE.FUT |
Sell
All
|
0.74% |
Assets Rebalanced
None
2023-03-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
20.18% |
0.32% |
2023-02-15 |
RB.FUT
RBOB Gasoline Future
|
Buy |
19.45% |
0% |
2023-03-02 |
PL.FUT
Platinum Future
|
Buy |
19.45% |
0% |
2023-03-02 |
The percentage of cash held in the portfolio is:
40.91%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
ZL.FUT |
Sell
All
|
-2.81% |
Assets Rebalanced
None
2023-03-01 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
20.23% |
0.52% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
19.5% |
-3.2% |
2023-02-17 |
The percentage of cash held in the portfolio is:
60.27%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
KC.FUT |
Sell
All
|
-6.75% |
Assets Rebalanced
None
2023-02-24 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
19.99% |
0.5% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
19.97% |
0.32% |
2023-02-17 |
KC.FUT
Coffee Future
|
Buy |
19.01% |
-4.28% |
2023-02-23 |
The percentage of cash held in the portfolio is:
41.03%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HG.FUT |
Sell
All
|
-3.82% |
Assets Rebalanced
None
2023-02-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
19.64% |
0.33% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
19.85% |
1.33% |
2023-02-17 |
HG.FUT
Copper Future
|
Buy |
19.43% |
-0.81% |
2023-02-22 |
KC.FUT
Coffee Future
|
Buy |
19.54% |
0% |
2023-02-23 |
The percentage of cash held in the portfolio is:
21.54%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
KE.FUT |
Sell
All
|
-0.66% |
Assets Rebalanced
None
2023-02-22 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.91% |
2% |
2023-02-02 |
LE.FUT
Live Cattle Future
|
Buy |
19.49% |
0.09% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
19.63% |
0.74% |
2023-02-17 |
HG.FUT
Copper Future
|
Buy |
19.49% |
0% |
2023-02-22 |
The percentage of cash held in the portfolio is:
21.49%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-02-17 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
20.05% |
2.63% |
2023-02-02 |
LE.FUT
Live Cattle Future
|
Buy |
19.43% |
-0.33% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
19.51% |
0% |
2023-02-17 |
The percentage of cash held in the portfolio is:
41.02%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
OJ.FUT |
Sell
All
|
3.74% |
KC.FUT |
Sell
All
|
7.92% |
Assets Rebalanced
None
2023-02-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
20.79% |
5.8% |
2023-01-27 |
OJ.FUT
Orange Juice Future
|
Buy |
18.86% |
2.03% |
2023-02-01 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.9% |
0.8% |
2023-02-02 |
LE.FUT
Live Cattle Future
|
Buy |
19.69% |
0% |
2023-02-15 |
The percentage of cash held in the portfolio is:
20.76%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
CT.FUT |
Sell
All
|
-4.79% |
Assets Rebalanced
None
2023-02-15 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
CT.FUT
Cotton Future
|
Buy |
19.12% |
-1.06% |
2023-01-26 |
KC.FUT
Coffee Future
|
Buy |
21% |
8.76% |
2023-01-27 |
OJ.FUT
Orange Juice Future
|
Buy |
18.72% |
3.06% |
2023-02-01 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.81% |
2.11% |
2023-02-02 |
LE.FUT
Live Cattle Future
|
Buy |
19.35% |
0% |
2023-02-15 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-02-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
CT.FUT
Cotton Future
|
Buy |
19.03% |
-1.62% |
2023-01-26 |
KC.FUT
Coffee Future
|
Buy |
20.2% |
4.54% |
2023-01-27 |
OJ.FUT
Orange Juice Future
|
Buy |
19.53% |
7.41% |
2023-02-01 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.88% |
2.43% |
2023-02-02 |
The percentage of cash held in the portfolio is:
21.37%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
ZO.FUT |
Sell
All
|
0.27% |
Assets Rebalanced
None
2023-02-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZO.FUT
Oat Front Future
|
Buy |
20.03% |
2.66% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
19.42% |
-0.48% |
2023-01-26 |
KC.FUT
Coffee Future
|
Buy |
20.64% |
5.86% |
2023-01-27 |
OJ.FUT
Orange Juice Future
|
Buy |
18.33% |
-0.07% |
2023-02-01 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.58% |
0% |
2023-02-02 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
RB.FUT |
Sell
All
|
0.15% |
Assets Rebalanced
None
2023-02-01 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
19.95% |
3.9% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
20.13% |
4.93% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
19.07% |
-0.61% |
2023-01-26 |
KC.FUT
Coffee Future
|
Buy |
20.8% |
8.49% |
2023-01-27 |
OJ.FUT
Orange Juice Future
|
Buy |
18.04% |
0% |
2023-02-01 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
DC.FUT |
Sell
All
|
-10.13% |
Assets Rebalanced
None
2023-01-31 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
19.52% |
1.63% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
20.01% |
4.26% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
18.83% |
-1.9% |
2023-01-26 |
KC.FUT
Coffee Future
|
Buy |
19.55% |
1.94% |
2023-01-27 |
DC.FUT
Milk III Future
|
Buy |
20.08% |
0% |
2023-01-31 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
HG.FUT |
Sell
All
|
4.42% |
Assets Rebalanced
None
2023-01-27 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
20.29% |
6.92% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
20.15% |
6.22% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
19.49% |
2.8% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
19.12% |
0.82% |
2023-01-26 |
KC.FUT
Coffee Future
|
Buy |
18.95% |
0% |
2023-01-27 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-01-26 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
20.36% |
6.38% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
20.18% |
5.44% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
19.2% |
0.4% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
19.13% |
0% |
2023-01-26 |
The percentage of cash held in the portfolio is:
21.13%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-01-25 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
20.21% |
6.32% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
20.81% |
9.5% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
18.99% |
0% |
2023-01-25 |
The percentage of cash held in the portfolio is:
39.98%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-01-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
20.27% |
4.31% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
19.43% |
0% |
2023-01-13 |
The percentage of cash held in the portfolio is:
60.3%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-01-10 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
19.6% |
0% |
2023-01-10 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
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 % |
CL.FUT |
Sell
All
|
-6.54% |
Assets Rebalanced
None
2023-01-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
CL.FUT
Crude Oil WTI
|
Buy |
19.32% |
-1.63% |
2022-12-22 |
The percentage of cash held in the portfolio is:
80.68%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
KC.FUT |
Sell
All
|
-1.37% |
Assets Rebalanced
None
2022-12-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
20.16% |
3.03% |
2022-12-14 |
CL.FUT
Crude Oil WTI
|
Buy |
19.44% |
0.18% |
2022-12-22 |
The percentage of cash held in the portfolio is:
60.4%
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 |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
19.63% |
0.5% |
2022-12-14 |
CL.FUT
Crude Oil WTI
|
Buy |
19.37% |
-0.01% |
2022-12-22 |
SB.FUT
Sugar #11 Future
|
Buy |
19.67% |
0% |
2022-12-23 |
The percentage of cash held in the portfolio is:
41.33%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
SI.FUT |
Sell
All
|
3.69% |
Assets Rebalanced
None
2022-12-22 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
20.45% |
4.91% |
2022-12-02 |
KC.FUT
Coffee Future
|
Buy |
19.58% |
0.48% |
2022-12-14 |
CL.FUT
Crude Oil WTI
|
Buy |
19.32% |
0% |
2022-12-22 |
The percentage of cash held in the portfolio is:
40.65%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-12-19 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
20.11% |
2.18% |
2022-12-02 |
KC.FUT
Coffee Future
|
Buy |
19.32% |
-1.81% |
2022-12-14 |
The percentage of cash held in the portfolio is:
60.57%
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 |
Entry Date |
SI.FUT
Silver Future
|
Buy |
20.41% |
5.15% |
2022-12-02 |
KC.FUT
Coffee Future
|
Buy |
19.36% |
-0.24% |
2022-12-14 |
CC.FUT
Cocoa Future
|
Buy |
19.41% |
0% |
2022-12-15 |
The percentage of cash held in the portfolio is:
40.82%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-12-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
20.29% |
4.43% |
2022-12-02 |
KC.FUT
Coffee Future
|
Buy |
19.43% |
0% |
2022-12-14 |
The percentage of cash held in the portfolio is:
60.28%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-12-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
19.6% |
0% |
2022-12-02 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-11-24 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 % |
OJ.FUT |
Sell
All
|
1.12% |
SB.FUT |
Sell
All
|
5.96% |
Assets Rebalanced
None
2022-11-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
OJ.FUT
Orange Juice Future
|
Buy |
18.84% |
1.05% |
2022-11-03 |
SB.FUT
Sugar #11 Future
|
Buy |
19.92% |
6.88% |
2022-11-03 |
The percentage of cash held in the portfolio is:
61.24%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HG.FUT |
Sell
All
|
4.73% |
Assets Rebalanced
None
2022-11-11 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
20.68% |
8.82% |
2022-11-02 |
OJ.FUT
Orange Juice Future
|
Buy |
18.74% |
0.95% |
2022-11-03 |
SB.FUT
Sugar #11 Future
|
Buy |
19.51% |
5.09% |
2022-11-03 |
The percentage of cash held in the portfolio is:
41.07%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
LE.FUT |
Sell
All
|
0.81% |
Assets Rebalanced
None
2022-11-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
18.71% |
0.16% |
2022-10-21 |
HG.FUT
Copper Future
|
Buy |
19.25% |
-1.2% |
2022-11-02 |
OJ.FUT
Orange Juice Future
|
Buy |
19.73% |
3.68% |
2022-11-03 |
SB.FUT
Sugar #11 Future
|
Buy |
19.05% |
0.11% |
2022-11-03 |
The percentage of cash held in the portfolio is:
23.27%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
ZL.FUT |
Sell
All
|
14.01% |
Assets Rebalanced
None
2022-11-03 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZL.FUT
Soybean Oil Future
|
Buy |
20.83% |
9.83% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
18.96% |
-0.07% |
2022-10-21 |
HG.FUT
Copper Future
|
Buy |
19.57% |
-1.04% |
2022-11-02 |
OJ.FUT
Orange Juice Future
|
Buy |
19.32% |
0% |
2022-11-03 |
SB.FUT
Sugar #11 Future
|
Buy |
19.32% |
0% |
2022-11-03 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
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 |
Entry Date |
ZL.FUT
Soybean Oil Future
|
Buy |
20.22% |
7.39% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
18.87% |
0.2% |
2022-10-21 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.64% |
0% |
2022-11-02 |
HG.FUT
Copper Future
|
Buy |
19.64% |
0% |
2022-11-02 |
The percentage of cash held in the portfolio is:
21.64%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
ZM.FUT |
Sell
All
|
1.12% |
Assets Rebalanced
None
2022-10-26 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZL.FUT
Soybean Oil Future
|
Buy |
20.44% |
8.89% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
18.97% |
1.07% |
2022-10-21 |
ZM.FUT
Soybean Meal Future
|
Buy |
18.86% |
0.46% |
2022-10-21 |
The percentage of cash held in the portfolio is:
41.73%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HO.FUT |
Sell
All
|
11.77% |
Assets Rebalanced
None
2022-10-21 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
20.32% |
6.16% |
2022-10-05 |
ZL.FUT
Soybean Oil Future
|
Buy |
20.28% |
6% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
19.13% |
0% |
2022-10-21 |
ZM.FUT
Soybean Meal Future
|
Buy |
19.13% |
0% |
2022-10-21 |
The percentage of cash held in the portfolio is:
21.13%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-10-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
21.98% |
15.59% |
2022-10-05 |
ZL.FUT
Soybean Oil Future
|
Buy |
19% |
0% |
2022-10-14 |
The percentage of cash held in the portfolio is:
59.01%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-10-05 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
19.6% |
0% |
2022-10-05 |
The percentage of cash held in the portfolio is:
80.4%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-09-13 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 % |
KE.FUT |
Sell
All
|
6.97% |
Assets Rebalanced
None
2022-09-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.99% |
0.75% |
2022-08-23 |
The percentage of cash held in the portfolio is:
80.01%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
CT.FUT |
Sell
All
|
-1.98% |
KC.FUT |
Sell
All
|
6.23% |
CL.FUT |
Sell
All
|
-6.53% |
Assets Rebalanced
None
2022-09-01 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
CT.FUT
Cotton Future
|
Buy |
19.87% |
7.86% |
2022-08-12 |
KC.FUT
Coffee Future
|
Buy |
19.8% |
7.49% |
2022-08-12 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
20.1% |
4.55% |
2022-08-23 |
CL.FUT
Crude Oil WTI
|
Buy |
18.3% |
-4.66% |
2022-08-24 |
The percentage of cash held in the portfolio is:
21.93%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
ZC.FUT |
Sell
All
|
8.31% |
Assets Rebalanced
None
2022-08-24 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZC.FUT
Corn Front Future
|
Buy |
19.83% |
6.6% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
19.66% |
5.7% |
2022-08-12 |
KC.FUT
Coffee Future
|
Buy |
19.36% |
4.11% |
2022-08-12 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.77% |
1.87% |
2022-08-23 |
CL.FUT
Crude Oil WTI
|
Buy |
19.38% |
0% |
2022-08-24 |
The percentage of cash held in the portfolio is:
2%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-08-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZC.FUT
Corn Front Future
|
Buy |
19.42% |
2.88% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
20.16% |
6.78% |
2022-08-12 |
KC.FUT
Coffee Future
|
Buy |
19.01% |
0.68% |
2022-08-12 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
19.7% |
0% |
2022-08-23 |
The percentage of cash held in the portfolio is:
21.7%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-08-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZC.FUT
Corn Front Future
|
Buy |
18.95% |
-0.69% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
20.46% |
7.23% |
2022-08-12 |
KC.FUT
Coffee Future
|
Buy |
18.74% |
-1.83% |
2022-08-12 |
The percentage of cash held in the portfolio is:
41.85%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
SI.FUT |
Sell
All
|
3.29% |
Assets Rebalanced
None
2022-08-12 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
21.27% |
5.64% |
2022-07-28 |
ZC.FUT
Corn Front Future
|
Buy |
19.38% |
1.38% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
19.12% |
0% |
2022-08-12 |
KC.FUT
Coffee Future
|
Buy |
19.12% |
0% |
2022-08-12 |
The percentage of cash held in the portfolio is:
21.12%
New Assets Added
Assets Removed
None
Assets Rebalanced
None