2024-09-06 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.94% |
5.25% |
2024-08-29 |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
5.23% |
2024-08-30 |
The percentage of cash held in the portfolio is:
35.73%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-0.89% |
2024-08-30 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.66% |
-0.09% |
2024-08-29 |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
0% |
2024-08-30 |
The percentage of cash held in the portfolio is:
36.01%
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 |
14.67% |
0% |
2024-08-29 |
The percentage of cash held in the portfolio is:
85.33%
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 |
14.23% |
-3.91% |
2024-07-10 |
ZO.FUT
Oat Front Future
|
Buy |
15.15% |
1.01% |
2024-07-19 |
The percentage of cash held in the portfolio is:
70.62%
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 |
9.39% |
-3.62% |
2024-07-04 |
KC.FUT
Coffee Future
|
Buy |
14.35% |
-3.02% |
2024-07-10 |
ZO.FUT
Oat Front Future
|
Buy |
14.99% |
0% |
2024-07-19 |
The percentage of cash held in the portfolio is:
61.28%
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 |
9.73% |
0.72% |
2024-07-04 |
KC.FUT
Coffee Future
|
Buy |
14.67% |
0% |
2024-07-10 |
The percentage of cash held in the portfolio is:
75.6%
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 |
9.67% |
0% |
2024-07-04 |
The percentage of cash held in the portfolio is:
90.33%
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 |
14.67% |
0% |
2024-05-14 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.53% |
0.9% |
2024-03-20 |
The percentage of cash held in the portfolio is:
85.47%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
BZ.FUT |
Sell
All
|
7.38% |
Assets Rebalanced
None
2024-04-03 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
BZ.FUT
Crude Oil Brent
|
Buy |
49.33% |
6.07% |
2024-03-14 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
13.96% |
-4.33% |
2024-03-20 |
The percentage of cash held in the portfolio is:
36.7%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
BZ.FUT |
Sell |
-0.88% |
2024-03-20 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
BZ.FUT
Crude Oil Brent
|
Buy |
49.33% |
3.71% |
2024-03-14 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.67% |
0% |
2024-03-20 |
The percentage of cash held in the portfolio is:
36%
New Assets Added
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
BZ.FUT |
Sell |
-0.8% |
2024-03-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
BZ.FUT
Crude Oil Brent
|
Buy |
49.6% |
1.54% |
2024-03-14 |
The percentage of cash held in the portfolio is:
50.4%
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 |
Entry Date |
OJ.FUT
Orange Juice Future
|
Buy |
14.74% |
0.57% |
2024-02-16 |
BZ.FUT
Crude Oil Brent
|
Buy |
49.33% |
0% |
2024-03-14 |
The percentage of cash held in the portfolio is:
35.93%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2024-02-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
OJ.FUT
Orange Juice Future
|
Buy |
14.67% |
0% |
2024-02-16 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 |
Entry Date |
CC.FUT
Cocoa Future
|
Buy |
14.67% |
0% |
2024-01-15 |
The percentage of cash held in the portfolio is:
85.33%
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 |
49.33% |
0% |
2023-11-30 |
The percentage of cash held in the portfolio is:
50.67%
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
2023-11-17 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
14.46% |
-2.67% |
2023-11-16 |
The percentage of cash held in the portfolio is:
85.54%
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 |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
14.53% |
-1.09% |
2023-10-18 |
KC.FUT
Coffee Future
|
Buy |
14.8% |
0% |
2023-11-16 |
The percentage of cash held in the portfolio is:
70.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-10-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
14.67% |
0% |
2023-10-18 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
16.44% |
12.6% |
2023-08-25 |
The percentage of cash held in the portfolio is:
83.56%
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 |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
15.75% |
8.77% |
2023-08-25 |
ZO.FUT
Oat Front Future
|
Buy |
13.58% |
0% |
2023-09-07 |
The percentage of cash held in the portfolio is:
70.67%
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 |
14.67% |
0% |
2023-08-25 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 |
Entry Date |
ZL.FUT
Soybean Oil Future
|
Buy |
14.67% |
0% |
2023-07-21 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 |
Entry Date |
ZO.FUT
Oat Front Future
|
Buy |
14.67% |
0% |
2023-05-26 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 % |
CC.FUT |
Sell
All
|
0.62% |
GF.FUT |
Sell
All
|
15.54% |
Assets Rebalanced
None
2023-04-27 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
CC.FUT
Cocoa Future
|
Buy |
14.82% |
1.48% |
2023-03-29 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.74% |
15.14% |
2023-03-29 |
The percentage of cash held in the portfolio is:
70.45%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
RB.FUT |
Sell
All
|
-4.95% |
Assets Rebalanced
None
2023-04-21 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
46.66% |
-3.67% |
2023-03-28 |
CC.FUT
Cocoa Future
|
Buy |
14.77% |
1.75% |
2023-03-29 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.56% |
14.41% |
2023-03-29 |
The percentage of cash held in the portfolio is:
24.01%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
GF.FUT |
Sell |
-1.06% |
2023-04-20 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
47.63% |
-2.06% |
2023-03-28 |
CC.FUT
Cocoa Future
|
Buy |
14.94% |
2.51% |
2023-03-29 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.39% |
4.97% |
2023-03-29 |
The percentage of cash held in the portfolio is:
23.04%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
GF.FUT |
Sell |
-0.91% |
2023-04-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
50.04% |
6.42% |
2023-03-28 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.67% |
4.09% |
2023-03-29 |
CC.FUT
Cocoa Future
|
Buy |
13.9% |
-1.34% |
2023-03-29 |
The percentage of cash held in the portfolio is:
21.39%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
6.1% |
SI.FUT |
Sell
All
|
17.88% |
Assets Rebalanced
None
2023-03-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.8% |
3.03% |
2023-03-14 |
SI.FUT
Silver Future
|
Buy |
9.44% |
7.85% |
2023-03-14 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.57% |
1.31% |
2023-03-28 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.67% |
0% |
2023-03-29 |
CC.FUT
Cocoa Future
|
Buy |
14.67% |
0% |
2023-03-29 |
The percentage of cash held in the portfolio is:
1.86%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-03-28 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.81% |
2.28% |
2023-03-14 |
SI.FUT
Silver Future
|
Buy |
9.42% |
6.7% |
2023-03-14 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
0% |
2023-03-28 |
The percentage of cash held in the portfolio is:
31.45%
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 |
9.96% |
4.07% |
2023-03-14 |
SI.FUT
Silver Future
|
Buy |
9.37% |
6.33% |
2023-03-14 |
The percentage of cash held in the portfolio is:
80.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
SI.FUT |
Sell |
-0.81% |
2023-03-15 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.63% |
-0.5% |
2023-03-14 |
SI.FUT
Silver Future
|
Buy |
9.67% |
-0.09% |
2023-03-14 |
The percentage of cash held in the portfolio is:
80.71%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
LE.FUT |
Sell
All
|
-0.74% |
Assets Rebalanced
None
2023-03-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
15.07% |
-0.53% |
2023-02-15 |
GC.FUT
Gold Future
|
Buy |
9.67% |
0% |
2023-03-14 |
SI.FUT
Silver Future
|
Buy |
9.67% |
0% |
2023-03-14 |
The percentage of cash held in the portfolio is:
65.6%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-03-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
15.12% |
-0.15% |
2023-02-15 |
The percentage of cash held in the portfolio is:
84.88%
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 |
LE.FUT
Live Cattle Future
|
Buy |
15.17% |
0.09% |
2023-02-15 |
PL.FUT
Platinum Future
|
Buy |
9.73% |
-0.97% |
2023-03-02 |
The percentage of cash held in the portfolio is:
75.11%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
RB.FUT |
Sell
All
|
-3.07% |
Assets Rebalanced
None
2023-03-07 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.69% |
0.99% |
2023-02-15 |
PL.FUT
Platinum Future
|
Buy |
9.63% |
2.17% |
2023-03-02 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
4.54% |
2023-03-02 |
The percentage of cash held in the portfolio is:
26.35%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.96% |
2023-03-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.96% |
0.32% |
2023-02-15 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
0% |
2023-03-02 |
PL.FUT
Platinum Future
|
Buy |
9.67% |
0% |
2023-03-02 |
The percentage of cash held in the portfolio is:
26.04%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
ZL.FUT |
Sell
All
|
-2.81% |
Assets Rebalanced
None
2023-02-24 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.92% |
0.5% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
14.64% |
0.32% |
2023-02-17 |
The percentage of cash held in the portfolio is:
70.44%
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 |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.8% |
0.09% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
14.65% |
0.74% |
2023-02-17 |
HG.FUT
Copper Future
|
Buy |
9.67% |
0% |
2023-02-22 |
The percentage of cash held in the portfolio is:
60.88%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-02-17 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.77% |
-0.33% |
2023-02-15 |
ZL.FUT
Soybean Oil Future
|
Buy |
14.57% |
0% |
2023-02-17 |
The percentage of cash held in the portfolio is:
70.67%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
CT.FUT |
Sell
All
|
-6.53% |
Assets Rebalanced
None
2023-02-15 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
CT.FUT
Cotton Future
|
Buy |
14.65% |
-1.06% |
2023-01-26 |
LE.FUT
Live Cattle Future
|
Buy |
14.69% |
0% |
2023-02-15 |
The percentage of cash held in the portfolio is:
70.67%
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 |
14.57% |
-1.62% |
2023-01-26 |
The percentage of cash held in the portfolio is:
85.43%
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 |
Entry Date |
ZO.FUT
Oat Front Future
|
Buy |
14.42% |
1.46% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
14.8% |
0.36% |
2023-01-26 |
The percentage of cash held in the portfolio is:
70.78%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
2.89% |
HG.FUT |
Sell
All
|
2.15% |
Assets Rebalanced
None
2023-02-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
10.01% |
5.15% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
9.97% |
4.73% |
2023-01-10 |
ZO.FUT
Oat Front Future
|
Buy |
14.52% |
2.66% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
14.6% |
-0.48% |
2023-01-26 |
The percentage of cash held in the portfolio is:
50.9%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
RB.FUT |
Sell
All
|
0.15% |
Assets Rebalanced
None
2023-01-31 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.79% |
3.34% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
9.89% |
4.42% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
47.4% |
1.63% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
14.67% |
4.26% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
14.32% |
-1.9% |
2023-01-26 |
The percentage of cash held in the portfolio is:
3.93%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
ZO.FUT |
Sell |
-1.16% |
2023-01-26 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.68% |
3.97% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
9.91% |
6.38% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
48.35% |
5.44% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
14.98% |
0.4% |
2023-01-25 |
CT.FUT
Cotton Future
|
Buy |
14.35% |
0% |
2023-01-26 |
The percentage of cash held in the portfolio is:
2.72%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-01-25 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.47% |
3.44% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
9.73% |
6.32% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.35% |
9.5% |
2023-01-13 |
ZO.FUT
Oat Front Future
|
Buy |
14.67% |
0% |
2023-01-25 |
The percentage of cash held in the portfolio is:
16.78%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-01-24 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.45% |
3.09% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
9.73% |
6.22% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
9.34% |
2023-01-13 |
The percentage of cash held in the portfolio is:
31.49%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-1.14% |
2023-01-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.59% |
1.9% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
9.93% |
5.54% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
4.1% |
2023-01-13 |
The percentage of cash held in the portfolio is:
31.15%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.93% |
2023-01-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.75% |
1.46% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
10.03% |
4.31% |
2023-01-10 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
0% |
2023-01-13 |
The percentage of cash held in the portfolio is:
30.89%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2023-01-10 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.67% |
0% |
2023-01-10 |
HG.FUT
Copper Future
|
Buy |
9.67% |
0% |
2023-01-10 |
The percentage of cash held in the portfolio is:
80.67%
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% |
KC.FUT |
Sell
All
|
-4.54% |
Assets Rebalanced
None
2023-01-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
14.51% |
-0.77% |
2022-12-14 |
CL.FUT
Crude Oil WTI
|
Buy |
49.33% |
2.61% |
2022-12-22 |
The percentage of cash held in the portfolio is:
36.15%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
CL.FUT |
Sell |
-1% |
2022-12-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
15.17% |
3.03% |
2022-12-14 |
CL.FUT
Crude Oil WTI
|
Buy |
49.45% |
0.18% |
2022-12-22 |
The percentage of cash held in the portfolio is:
35.38%
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 |
14.79% |
0.5% |
2022-12-14 |
CL.FUT
Crude Oil WTI
|
Buy |
49.33% |
-0.01% |
2022-12-22 |
SB.FUT
Sugar #11 Future
|
Buy |
14.55% |
0% |
2022-12-23 |
The percentage of cash held in the portfolio is:
21.34%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-12-22 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
14.78% |
0.48% |
2022-12-14 |
CL.FUT
Crude Oil WTI
|
Buy |
49.33% |
0% |
2022-12-22 |
The percentage of cash held in the portfolio is:
35.89%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-12-19 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
14.49% |
-1.81% |
2022-12-14 |
The percentage of cash held in the portfolio is:
85.51%
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 |
KC.FUT
Coffee Future
|
Buy |
14.64% |
-0.24% |
2022-12-14 |
CC.FUT
Cocoa Future
|
Buy |
14.7% |
0% |
2022-12-15 |
The percentage of cash held in the portfolio is:
70.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-12-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
14.67% |
0% |
2022-12-14 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
SB.FUT |
Sell
All
|
0.66% |
Assets Rebalanced
None
2022-12-12 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
15% |
0.1% |
2022-11-14 |
The percentage of cash held in the portfolio is:
85%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
5.89% |
Assets Rebalanced
None
2022-12-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.96% |
6.26% |
2022-11-10 |
SB.FUT
Sugar #11 Future
|
Buy |
15.02% |
0.26% |
2022-11-14 |
The percentage of cash held in the portfolio is:
75.02%
New Assets Added
None
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 |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.36% |
10.56% |
2022-11-02 |
GC.FUT
Gold Future
|
Buy |
9.73% |
3.76% |
2022-11-10 |
SB.FUT
Sugar #11 Future
|
Buy |
15.15% |
1.12% |
2022-11-14 |
The percentage of cash held in the portfolio is:
65.76%
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 |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.37% |
0.12% |
2022-10-21 |
HG.FUT
Copper Future
|
Buy |
9.61% |
13.58% |
2022-11-02 |
GC.FUT
Gold Future
|
Buy |
9.72% |
3.83% |
2022-11-10 |
SB.FUT
Sugar #11 Future
|
Buy |
14.96% |
0% |
2022-11-14 |
The percentage of cash held in the portfolio is:
51.33%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
ZL.FUT |
Sell
All
|
12.41% |
Assets Rebalanced
Asset |
Action |
Weight |
HG.FUT |
Sell |
-0.8% |
2022-11-10 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZL.FUT
Soybean Oil Future
|
Buy |
13.99% |
10.46% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
14.54% |
-0.03% |
2022-10-21 |
HG.FUT
Copper Future
|
Buy |
9.84% |
6.02% |
2022-11-02 |
GC.FUT
Gold Future
|
Buy |
9.49% |
0% |
2022-11-10 |
The percentage of cash held in the portfolio is:
52.14%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-11-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZL.FUT
Soybean Oil Future
|
Buy |
14.46% |
14.01% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
14.6% |
0.16% |
2022-10-21 |
HG.FUT
Copper Future
|
Buy |
9.19% |
-1.2% |
2022-11-02 |
The percentage of cash held in the portfolio is:
61.75%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HO.FUT |
Sell
All
|
9.39% |
Assets Rebalanced
None
2022-11-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
2.78% |
2022-10-05 |
ZL.FUT
Soybean Oil Future
|
Buy |
14.16% |
7.39% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
15.18% |
0.2% |
2022-10-21 |
HG.FUT
Copper Future
|
Buy |
9.67% |
0% |
2022-11-02 |
The percentage of cash held in the portfolio is:
11.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HO.FUT |
Buy |
6.07% |
ZL.FUT |
Sell |
-2.21% |
2022-10-31 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
31.81% |
2022-10-05 |
ZL.FUT
Soybean Oil Future
|
Buy |
14.68% |
8.31% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
13.58% |
0.84% |
2022-10-21 |
The percentage of cash held in the portfolio is:
22.4%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HO.FUT |
Sell |
-1.76% |
2022-10-28 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
23.13% |
2022-10-05 |
ZL.FUT
Soybean Oil Future
|
Buy |
15.25% |
8.83% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
14.09% |
1.19% |
2022-10-21 |
The percentage of cash held in the portfolio is:
21.33%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HO.FUT |
Sell |
-1.13% |
LE.FUT |
Buy |
1.66% |
2022-10-21 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
47.03% |
6.16% |
2022-10-05 |
ZL.FUT
Soybean Oil Future
|
Buy |
16.05% |
6% |
2022-10-14 |
LE.FUT
Live Cattle Future
|
Buy |
13.28% |
0% |
2022-10-21 |
The percentage of cash held in the portfolio is:
23.64%
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 |
49.59% |
15.59% |
2022-10-05 |
ZL.FUT
Soybean Oil Future
|
Buy |
14.67% |
0% |
2022-10-14 |
The percentage of cash held in the portfolio is:
35.75%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-10-10 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
14.43% |
2022-10-05 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HO.FUT |
Sell |
-1.01% |
2022-10-07 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
9.89% |
2022-10-05 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HO.FUT |
Sell |
-1.28% |
2022-10-06 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
4.39% |
2022-10-05 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HO.FUT |
Sell |
-1.07% |
2022-10-05 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
0% |
2022-10-05 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-09-12 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
|
11.02% |
Assets Rebalanced
None
2022-09-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZC.FUT
Corn Front Future
|
Buy |
14.52% |
6.77% |
2022-08-11 |
The percentage of cash held in the portfolio is:
85.48%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
CL.FUT |
Sell
All
|
-6.53% |
CT.FUT |
Sell
All
|
-1.98% |
Assets Rebalanced
None
2022-09-01 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZC.FUT
Corn Front Future
|
Buy |
14.36% |
8.31% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
14.97% |
7.86% |
2022-08-12 |
CL.FUT
Crude Oil WTI
|
Buy |
47.96% |
-4.66% |
2022-08-24 |
The percentage of cash held in the portfolio is:
22.71%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
ZC.FUT |
Sell |
-1.1% |
2022-08-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZC.FUT
Corn Front Future
|
Buy |
15.03% |
7.78% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
14.98% |
10.51% |
2022-08-12 |
CL.FUT
Crude Oil WTI
|
Buy |
48.87% |
-0.55% |
2022-08-24 |
The percentage of cash held in the portfolio is:
21.11%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
-1.19% |
SI.FUT |
Sell
All
|
-1.88% |
Assets Rebalanced
None
2022-08-24 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
9.96% |
-0.81% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.42% |
-0.65% |
2022-07-29 |
ZC.FUT
Corn Front Future
|
Buy |
14.93% |
6.6% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
14.39% |
5.7% |
2022-08-12 |
CL.FUT
Crude Oil WTI
|
Buy |
49.33% |
0% |
2022-08-24 |
The percentage of cash held in the portfolio is:
1.98%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-08-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
9.93% |
-1.57% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.4% |
-1.37% |
2022-07-29 |
ZC.FUT
Corn Front Future
|
Buy |
14.48% |
2.88% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
14.61% |
6.78% |
2022-08-12 |
The percentage of cash held in the portfolio is:
51.58%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
SI.FUT |
Buy |
0.73% |
2022-08-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
9.49% |
5.46% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.56% |
1.22% |
2022-07-29 |
ZC.FUT
Corn Front Future
|
Buy |
14.19% |
1.74% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
14.67% |
8.19% |
2022-08-12 |
The percentage of cash held in the portfolio is:
52.1%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
CT.FUT |
Sell |
-1.39% |
2022-08-12 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SI.FUT
Silver Future
|
Buy |
9.62% |
5.64% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.73% |
1.82% |
2022-07-29 |
ZC.FUT
Corn Front Future
|
Buy |
14.31% |
1.38% |
2022-08-11 |
CT.FUT
Cotton Future
|
Buy |
15.02% |
0% |
2022-08-12 |
The percentage of cash held in the portfolio is:
51.31%
New Assets Added
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 |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
15.23% |
2.89% |
2022-07-13 |
SI.FUT
Silver Future
|
Buy |
9.79% |
7.55% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.75% |
2.04% |
2022-07-29 |
ZC.FUT
Corn Front Future
|
Buy |
14.11% |
0% |
2022-08-11 |
The percentage of cash held in the portfolio is:
51.13%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-08-08 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
15.21% |
2.23% |
2022-07-13 |
SI.FUT
Silver Future
|
Buy |
9.49% |
3.79% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.72% |
1.16% |
2022-07-29 |
The percentage of cash held in the portfolio is:
65.58%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
LE.FUT |
Sell
All
|
-2.95% |
Assets Rebalanced
None
2022-08-03 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.99% |
0.9% |
2022-07-13 |
SI.FUT
Silver Future
|
Buy |
9.47% |
3.66% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.6% |
0.11% |
2022-07-29 |
LE.FUT
Live Cattle Future
|
Buy |
14.34% |
0% |
2022-08-03 |
The percentage of cash held in the portfolio is:
51.59%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-08-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.83% |
-0.1% |
2022-07-13 |
SI.FUT
Silver Future
|
Buy |
9.66% |
5.88% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.67% |
0.95% |
2022-07-29 |
The percentage of cash held in the portfolio is:
65.84%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HE.FUT |
Sell
All
|
-13.35% |
Assets Rebalanced
Asset |
Action |
Weight |
SI.FUT |
Sell |
-0.78% |
2022-07-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.49% |
0.15% |
2022-07-13 |
HE.FUT
Lean Hogs Future
|
Buy |
14.7% |
6.5% |
2022-07-19 |
SI.FUT
Silver Future
|
Buy |
9.99% |
3.95% |
2022-07-28 |
GC.FUT
Gold Future
|
Buy |
9.34% |
0% |
2022-07-29 |
The percentage of cash held in the portfolio is:
51.48%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-07-28 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.5% |
-0.35% |
2022-07-13 |
HE.FUT
Lean Hogs Future
|
Buy |
14.68% |
5.76% |
2022-07-19 |
SI.FUT
Silver Future
|
Buy |
9.67% |
0% |
2022-07-28 |
The percentage of cash held in the portfolio is:
61.16%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-07-25 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.67% |
1.04% |
2022-07-13 |
HE.FUT
Lean Hogs Future
|
Buy |
14.66% |
5.92% |
2022-07-19 |
The percentage of cash held in the portfolio is:
70.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HE.FUT |
Sell |
-0.89% |
2022-07-19 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.46% |
-1.67% |
2022-07-13 |
HE.FUT
Lean Hogs Future
|
Buy |
14.88% |
0% |
2022-07-19 |
The percentage of cash held in the portfolio is:
70.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-07-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.67% |
0% |
2022-07-13 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-06-20 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 % |
BZ.FUT |
Sell
All
|
-4.77% |
Assets Rebalanced
None
2022-06-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
BZ.FUT
Crude Oil Brent
|
Buy |
49.4% |
0.48% |
2022-05-30 |
The percentage of cash held in the portfolio is:
50.6%
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 |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
14.86% |
-3.91% |
2022-05-17 |
BZ.FUT
Crude Oil Brent
|
Buy |
49.44% |
1.39% |
2022-05-30 |
The percentage of cash held in the portfolio is:
35.7%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
OJ.FUT |
Sell
All
|
-7.63% |
Assets Rebalanced
None
2022-06-09 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
14.71% |
-2.49% |
2022-05-17 |
BZ.FUT
Crude Oil Brent
|
Buy |
49.33% |
3.69% |
2022-05-30 |
OJ.FUT
Orange Juice Future
|
Buy |
14.62% |
0% |
2022-06-09 |
The percentage of cash held in the portfolio is:
21.33%
New Assets Added
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
BZ.FUT |
Sell |
-0.83% |
2022-06-07 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
15.2% |
-0.66% |
2022-05-17 |
BZ.FUT
Crude Oil Brent
|
Buy |
49.18% |
0.25% |
2022-05-30 |
The percentage of cash held in the portfolio is:
35.61%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
ZS.FUT |
Sell
All
|
-11.22% |
Assets Rebalanced
None
2022-06-01 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
14.68% |
-1.57% |
2022-05-17 |
ZS.FUT
Soybean Future
|
Buy |
13.89% |
-2.33% |
2022-05-27 |
BZ.FUT
Crude Oil Brent
|
Buy |
49.33% |
3.14% |
2022-05-30 |
The percentage of cash held in the portfolio is:
22.09%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
BZ.FUT |
Sell |
-1.07% |
2022-05-30 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
15.02% |
-0.25% |
2022-05-17 |
ZS.FUT
Soybean Future
|
Buy |
14.43% |
0.49% |
2022-05-27 |
BZ.FUT
Crude Oil Brent
|
Buy |
49.33% |
0% |
2022-05-30 |
The percentage of cash held in the portfolio is:
21.22%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-05-27 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
SB.FUT
Sugar #11 Future
|
Buy |
14.95% |
-0.86% |
2022-05-17 |
ZS.FUT
Soybean Future
|
Buy |
14.38% |
0% |
2022-05-27 |
The percentage of cash held in the portfolio is:
70.67%
New Assets Added
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 |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
48.88% |
13.22% |
2022-04-27 |
SB.FUT
Sugar #11 Future
|
Buy |
15.24% |
0.41% |
2022-05-17 |
The percentage of cash held in the portfolio is:
35.88%
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 |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.25% |
17.46% |
2022-04-27 |
SB.FUT
Sugar #11 Future
|
Buy |
14.96% |
1.52% |
2022-05-17 |
KC.FUT
Coffee Future
|
Buy |
14.37% |
0% |
2022-05-18 |
The percentage of cash held in the portfolio is:
21.41%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-05-17 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.72% |
19.14% |
2022-04-27 |
SB.FUT
Sugar #11 Future
|
Buy |
14.67% |
0% |
2022-05-17 |
The percentage of cash held in the portfolio is:
35.61%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-05-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
17.31% |
2022-04-27 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.92% |
2022-05-09 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
13.08% |
2022-04-27 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-1.73% |
2022-05-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
5.5% |
2022-04-27 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.79% |
2022-04-28 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
2.2% |
2022-04-27 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GF.FUT |
Sell
All
|
-11.12% |
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-1.21% |
2022-04-27 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.4% |
-2.09% |
2022-04-25 |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
0% |
2022-04-27 |
The percentage of cash held in the portfolio is:
36.26%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-04-25 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.67% |
0% |
2022-04-25 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 |
Entry Date |
CC.FUT
Cocoa Future
|
Buy |
14.46% |
-0.08% |
2022-03-31 |
The percentage of cash held in the portfolio is:
85.54%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
NG.FUT |
Sell
All
|
19.83% |
Assets Rebalanced
None
2022-04-01 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
18.6% |
2022-03-04 |
CC.FUT
Cocoa Future
|
Buy |
14.56% |
0.15% |
2022-03-31 |
The percentage of cash held in the portfolio is:
36.1%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-1.06% |
2022-03-31 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.99% |
16.65% |
2022-03-04 |
CC.FUT
Cocoa Future
|
Buy |
14.67% |
0% |
2022-03-31 |
The percentage of cash held in the portfolio is:
35.34%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-03-25 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
13.61% |
2022-03-04 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-1.25% |
2022-03-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
8.08% |
2022-03-04 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-1.24% |
2022-03-21 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.3% |
2.72% |
2022-03-04 |
The percentage of cash held in the portfolio is:
50.7%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
0.98% |
Assets Rebalanced
None
2022-03-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.78% |
2.2% |
2022-02-18 |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
3.08% |
2022-03-04 |
The percentage of cash held in the portfolio is:
40.88%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-0.91% |
2022-03-10 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
10.4% |
4.81% |
2022-02-18 |
NG.FUT
Natural Gas Future
|
Buy |
48.16% |
-4.69% |
2022-03-04 |
The percentage of cash held in the portfolio is:
41.44%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
SI.FUT |
Sell
All
|
-3.93% |
Assets Rebalanced
None
2022-03-09 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
10.59% |
7.9% |
2022-02-18 |
NG.FUT
Natural Gas Future
|
Buy |
48.09% |
-3.75% |
2022-03-04 |
SI.FUT
Silver Future
|
Buy |
8.74% |
0% |
2022-03-09 |
The percentage of cash held in the portfolio is:
32.58%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-03-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.87% |
1.85% |
2022-02-18 |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
0% |
2022-03-04 |
The percentage of cash held in the portfolio is:
40.8%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-03-01 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GC.FUT
Gold Future
|
Buy |
9.73% |
0.28% |
2022-02-18 |
The percentage of cash held in the portfolio is:
90.27%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
LE.FUT |
Sell
All
|
-2.65% |
Assets Rebalanced
None
2022-02-21 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
13.7% |
0.34% |
2022-02-02 |
GC.FUT
Gold Future
|
Buy |
9.66% |
-0.11% |
2022-02-18 |
The percentage of cash held in the portfolio is:
76.64%
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 |
Entry Date |
ZS.FUT
Soybean Future
|
Buy |
16.07% |
11.92% |
2022-01-21 |
LE.FUT
Live Cattle Future
|
Buy |
13.79% |
1.03% |
2022-02-02 |
GC.FUT
Gold Future
|
Buy |
9.67% |
0% |
2022-02-18 |
The percentage of cash held in the portfolio is:
60.47%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-02-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
ZS.FUT
Soybean Future
|
Buy |
16.03% |
11.53% |
2022-01-21 |
LE.FUT
Live Cattle Future
|
Buy |
13.76% |
0.72% |
2022-02-02 |
The percentage of cash held in the portfolio is:
70.21%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
PL.FUT |
Sell
All
|
5% |
Assets Rebalanced
None
2022-02-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
PL.FUT
Platinum Future
|
Buy |
9.78% |
5.3% |
2022-01-13 |
ZS.FUT
Soybean Future
|
Buy |
15.59% |
7.77% |
2022-01-21 |
LE.FUT
Live Cattle Future
|
Buy |
13.75% |
0% |
2022-02-02 |
The percentage of cash held in the portfolio is:
60.89%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-01-25 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
PL.FUT
Platinum Future
|
Buy |
9.87% |
4.8% |
2022-01-13 |
ZS.FUT
Soybean Future
|
Buy |
14.45% |
-1.47% |
2022-01-21 |
The percentage of cash held in the portfolio is:
75.68%
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 |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.62% |
2.08% |
2022-01-12 |
PL.FUT
Platinum Future
|
Buy |
9.9% |
5.5% |
2022-01-13 |
ZS.FUT
Soybean Future
|
Buy |
14.52% |
-0.67% |
2022-01-21 |
The percentage of cash held in the portfolio is:
65.96%
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 |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
48.43% |
10.92% |
2021-12-23 |
HG.FUT
Copper Future
|
Buy |
9.65% |
2.03% |
2022-01-12 |
PL.FUT
Platinum Future
|
Buy |
10% |
6.24% |
2022-01-13 |
ZS.FUT
Soybean Future
|
Buy |
14.67% |
0% |
2022-01-21 |
The percentage of cash held in the portfolio is:
17.25%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-01-19 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
13.15% |
2021-12-23 |
HG.FUT
Copper Future
|
Buy |
9.38% |
-0.6% |
2022-01-12 |
PL.FUT
Platinum Future
|
Buy |
9.41% |
0.07% |
2022-01-13 |
The percentage of cash held in the portfolio is:
31.87%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.89% |
2022-01-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
9.91% |
2021-12-23 |
HG.FUT
Copper Future
|
Buy |
9.82% |
2.92% |
2022-01-12 |
PL.FUT
Platinum Future
|
Buy |
9.51% |
0% |
2022-01-13 |
The percentage of cash held in the portfolio is:
31.33%
New Assets Added
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.82% |
2022-01-12 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.8% |
7.78% |
2021-12-23 |
HG.FUT
Copper Future
|
Buy |
9.67% |
0% |
2022-01-12 |
The percentage of cash held in the portfolio is:
40.53%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2022-01-07 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
5.78% |
2021-12-23 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
-1.98% |
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.82% |
2022-01-03 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.24% |
2.36% |
2021-12-23 |
GC.FUT
Gold Future
|
Buy |
9.67% |
0% |
2022-01-03 |
The percentage of cash held in the portfolio is:
41.1%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
ZC.FUT |
Sell
All
|
-3.46% |
Assets Rebalanced
None
2021-12-29 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
3.28% |
2021-12-23 |
ZC.FUT
Corn Front Future
|
Buy |
14.42% |
-1.71% |
2021-12-28 |
The percentage of cash held in the portfolio is:
36.25%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
RB.FUT |
Sell |
-0.93% |
2021-12-28 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
50.01% |
2.76% |
2021-12-23 |
ZC.FUT
Corn Front Future
|
Buy |
14.67% |
0% |
2021-12-28 |
The percentage of cash held in the portfolio is:
35.32%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-12-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
0% |
2021-12-23 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-12-06 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
|
3% |
Assets Rebalanced
None
2021-11-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.86% |
1.59% |
2021-11-04 |
The percentage of cash held in the portfolio is:
85.14%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
SI.FUT |
Sell
All
|
-3.97% |
Assets Rebalanced
None
2021-11-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
14.37% |
-1.95% |
2021-11-04 |
SI.FUT
Silver Future
|
Buy |
9.63% |
-0.53% |
2021-11-12 |
The percentage of cash held in the portfolio is:
76.01%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
LE.FUT |
Sell
All
|
5.4% |
Assets Rebalanced
None
2021-11-12 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.77% |
5.12% |
2021-10-19 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.46% |
-1.16% |
2021-11-04 |
SI.FUT
Silver Future
|
Buy |
9.67% |
0% |
2021-11-12 |
The percentage of cash held in the portfolio is:
61.1%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-11-11 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
LE.FUT
Live Cattle Future
|
Buy |
14.79% |
5.22% |
2021-10-19 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.41% |
-1.59% |
2021-11-04 |
The percentage of cash held in the portfolio is:
70.8%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HG.FUT |
Sell
All
|
-1.06% |
Assets Rebalanced
None
2021-11-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.53% |
-1.11% |
2021-10-12 |
LE.FUT
Live Cattle Future
|
Buy |
14.72% |
4.94% |
2021-10-19 |
GF.FUT
Feeder Cattle Future
|
Buy |
14.61% |
0% |
2021-11-04 |
The percentage of cash held in the portfolio is:
61.13%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-11-02 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.72% |
0.63% |
2021-10-12 |
LE.FUT
Live Cattle Future
|
Buy |
14.43% |
2.71% |
2021-10-19 |
The percentage of cash held in the portfolio is:
75.86%
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 |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
15.35% |
-0.22% |
2021-10-06 |
HG.FUT
Copper Future
|
Buy |
10.39% |
8.14% |
2021-10-12 |
LE.FUT
Live Cattle Future
|
Buy |
13.98% |
0% |
2021-10-19 |
The percentage of cash held in the portfolio is:
60.28%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-10-18 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
GF.FUT
Feeder Cattle Future
|
Buy |
15.5% |
0.94% |
2021-10-06 |
HG.FUT
Copper Future
|
Buy |
10.38% |
8.22% |
2021-10-12 |
The percentage of cash held in the portfolio is:
74.12%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
KE.FUT |
Sell
All
|
3.23% |
Assets Rebalanced
None
2021-10-12 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
13.67% |
1.94% |
2021-09-17 |
GF.FUT
Feeder Cattle Future
|
Buy |
15.8% |
2.07% |
2021-10-06 |
HG.FUT
Copper Future
|
Buy |
9.67% |
0% |
2021-10-12 |
The percentage of cash held in the portfolio is:
60.86%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-10-06 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
13.82% |
2.85% |
2021-09-17 |
GF.FUT
Feeder Cattle Future
|
Buy |
15.51% |
0% |
2021-10-06 |
The percentage of cash held in the portfolio is:
70.67%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
NG.FUT |
Sell
All
|
33.96% |
KC.FUT |
Sell
All
|
-1.26% |
Assets Rebalanced
None
2021-10-04 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
48.18% |
19.25% |
2021-09-06 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.84% |
5.41% |
2021-09-17 |
KC.FUT
Coffee Future
|
Buy |
14.5% |
4.99% |
2021-09-27 |
The percentage of cash held in the portfolio is:
22.48%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
KC.FUT |
Sell |
-1.32% |
2021-09-28 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
21.1% |
2021-09-06 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.2% |
0.03% |
2021-09-17 |
KC.FUT
Coffee Future
|
Buy |
15.14% |
-0.36% |
2021-09-27 |
The percentage of cash held in the portfolio is:
21.33%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-1.25% |
KC.FUT |
Buy |
1.49% |
2021-09-27 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
47.96% |
9.08% |
2021-09-06 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.92% |
-0.1% |
2021-09-17 |
KC.FUT
Coffee Future
|
Buy |
14.41% |
0% |
2021-09-27 |
The percentage of cash held in the portfolio is:
22.71%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-09-17 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
48.88% |
13.22% |
2021-09-06 |
KE.FUT
KC HRW Wheat Front Future
|
Buy |
14.67% |
0% |
2021-09-17 |
The percentage of cash held in the portfolio is:
36.45%
New Assets Added
Assets Removed
Asset |
Action |
Perf % |
HG.FUT |
Sell
All
|
-3.81% |
Assets Rebalanced
None
2021-09-16 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
15.87% |
2021-09-06 |
HG.FUT
Copper Future
|
Buy |
9.11% |
-1% |
2021-09-13 |
The percentage of cash held in the portfolio is:
41.56%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-1.03% |
2021-09-14 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
11.01% |
2021-09-06 |
HG.FUT
Copper Future
|
Buy |
9.23% |
-1.9% |
2021-09-13 |
The percentage of cash held in the portfolio is:
41.44%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-1.65% |
2021-09-13 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.46% |
4.8% |
2021-09-06 |
HG.FUT
Copper Future
|
Buy |
9.67% |
0% |
2021-09-13 |
The percentage of cash held in the portfolio is:
40.88%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-09-09 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
4.29% |
2021-09-06 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
NG.FUT |
Sell |
-1.05% |
2021-09-06 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
NG.FUT
Natural Gas Future
|
Buy |
49.33% |
0% |
2021-09-06 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
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 |
Entry Date |
RB.FUT
RBOB Gasoline Future
|
Buy |
49.33% |
0% |
2021-08-26 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-08-23 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
|
1.28% |
Assets Rebalanced
None
2021-08-20 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
14.96% |
1.25% |
2021-07-22 |
The percentage of cash held in the portfolio is:
85.04%
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 |
Entry Date |
KC.FUT
Coffee Future
|
Buy |
14.97% |
1.68% |
2021-07-22 |
ZR.FUT
Rough Rice Future
|
Buy |
13.63% |
-0.7% |
2021-07-23 |
The percentage of cash held in the portfolio is:
71.4%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
HG.FUT |
Sell
All
|
-3.06% |
Assets Rebalanced
None
2021-08-09 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.75% |
0.3% |
2021-07-19 |
KC.FUT
Coffee Future
|
Buy |
14.73% |
0% |
2021-07-22 |
ZR.FUT
Rough Rice Future
|
Buy |
13.51% |
-1.62% |
2021-07-23 |
The percentage of cash held in the portfolio is:
62%
New Assets Added
None
Assets Removed
Asset |
Action |
Perf % |
GC.FUT |
Sell
All
|
-3.89% |
Assets Rebalanced
None
2021-07-30 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.86% |
4.33% |
2021-07-19 |
KC.FUT
Coffee Future
|
Buy |
15.99% |
11.65% |
2021-07-22 |
ZR.FUT
Rough Rice Future
|
Buy |
13.49% |
1.03% |
2021-07-23 |
GC.FUT
Gold Future
|
Buy |
9.47% |
0% |
2021-07-30 |
The percentage of cash held in the portfolio is:
51.18%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-07-23 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.56% |
0.36% |
2021-07-19 |
KC.FUT
Coffee Future
|
Buy |
15.88% |
10.03% |
2021-07-22 |
ZR.FUT
Rough Rice Future
|
Buy |
13.45% |
0% |
2021-07-23 |
The percentage of cash held in the portfolio is:
61.11%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-07-22 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.57% |
-1.15% |
2021-07-19 |
KC.FUT
Coffee Future
|
Buy |
14.67% |
0% |
2021-07-22 |
The percentage of cash held in the portfolio is:
75.77%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-07-19 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HG.FUT
Copper Future
|
Buy |
9.67% |
0% |
2021-07-19 |
The percentage of cash held in the portfolio is:
90.33%
New Assets Added
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 |
Entry Date |
ZC.FUT
Corn Front Future
|
Buy |
14.67% |
0% |
2021-06-30 |
The percentage of cash held in the portfolio is:
85.33%
New Assets Added
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 |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
3.65% |
2021-05-27 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset |
Action |
Weight |
HO.FUT |
Sell |
-0.9% |
2021-05-27 00:00:00
: Portfolio change date
Asset |
Action |
Weight |
PnL |
Entry Date |
HO.FUT
Heating Oil Future
|
Buy |
49.33% |
0% |
2021-05-27 |
The percentage of cash held in the portfolio is:
50.67%
New Assets Added
Assets Removed
None
Assets Rebalanced
None
2021-05-24 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 % |
ZS.FUT |
Sell
All
|
1.94% |
Assets Rebalanced
None