Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: CO5SP3WS2
Performance in the last:
Follow this Portfolio
1D 0.2 %
1W 1.4 %
2W 1.4 %
1M 1.4 %
3M 3.7 %
6M 1.9 %
9M 3.6 %
1Y 4.7 %
Alpha
4.2%
Beta
0.07
sharpe-R
0.38
Benchmark
SPGSCI (S&P-GSCI Commodity Index Future)
sharpe-R Benchmark
-0.13
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2024-11-23 00:32:07
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -8.27%
Max. DrawDown Benchmark -16.49%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 3 Weeks in the Commodity asset class. The maximum number of assets that can be allocated in this strategy is 5.

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

Portfolio Performance against the market Benchmark

Try Our Peformance Checker Tool

Risk Level
4
Difficulty Level
2

Do you want to invest in this strategy ?

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

Current Portfolio Composition

Asset Action Weight PnL
CC.FUT Cocoa Future Buy 15.87% 9.73%
The percentage of cash held in the portfolio is: 84.13%
** The description of each asset is available Here

The latest 5 Compositions change

2024-11-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
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
2024-09-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 49.33% 11.06%
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 -2.62%
2024-09-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 50.67%
New Assets Added
  • NG.FUT
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
NG.FUT Natural Gas Future Buy 48.97% 7.57%
The percentage of cash held in the portfolio is: 51.03%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All 3.54%
Assets Rebalanced
None
2024-09-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.69% 5.83%
NG.FUT Natural Gas Future Buy 49.33% 9.81%
The percentage of cash held in the portfolio is: 35.98%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
NG.FUT Sell -1.02%
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.94% 5.25%
NG.FUT Natural Gas Future Buy 49.33% 5.23%
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
KE.FUT KC HRW Wheat Front Future Buy 14.66% -0.09%
NG.FUT Natural Gas Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 36.01%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All -1.78%
KC.FUT Sell All -6.99%
Assets Rebalanced
None
2024-07-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.23% -3.91%
ZO.FUT Oat Front Future Buy 15.15% 1.01%
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
SI.FUT Silver Future Buy 9.39% -3.62%
KC.FUT Coffee Future Buy 14.35% -3.02%
ZO.FUT Oat Front Future Buy 14.99% 0%
The percentage of cash held in the portfolio is: 61.28%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.73% 0.72%
KC.FUT Coffee Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 75.6%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 90.33%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2024-05-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All -6.38%
Assets Rebalanced
None
2024-05-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • KE.FUT
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
KE.FUT KC HRW Wheat Front Future Buy 14.31% -1.33%
The percentage of cash held in the portfolio is: 85.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
BZ.FUT Sell All 6.56%
Assets Rebalanced
None
2024-04-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.33% 6.07%
KE.FUT KC HRW Wheat Front Future Buy 13.96% -4.33%
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 -0.93%
2024-03-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.39% 3.71%
KE.FUT KC HRW Wheat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 35.95%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-03-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.33% 3.49%
The percentage of cash held in the portfolio is: 50.67%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
BZ.FUT Sell -0.86%
2024-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.33% 0%
The percentage of cash held in the portfolio is: 50.67%
New Assets Added
  • BZ.FUT
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
OJ.FUT Orange Juice Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • OJ.FUT
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
CC.FUT Cocoa Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-12-04 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CL.FUT Sell All -4.29%
Assets Rebalanced
None
2023-11-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CL.FUT Crude Oil WTI Buy 49.33% 0%
The percentage of cash held in the portfolio is: 50.67%
New Assets Added
  • CL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-11-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -5.11%
Assets Rebalanced
None
2023-11-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • KC.FUT
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
SB.FUT Sugar #11 Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • SB.FUT
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
ZO.FUT Oat Front Future Buy 13.12% -3.41%
The percentage of cash held in the portfolio is: 86.88%
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
SB.FUT Sugar #11 Future Buy 15.75% 8.77%
ZO.FUT Oat Front Future Buy 13.58% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-08-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • SB.FUT
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
ZL.FUT Soybean Oil Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • ZL.FUT
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
ZO.FUT Oat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • ZO.FUT
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
NG.FUT Natural Gas Future Buy 49.91% 3.05%
The percentage of cash held in the portfolio is: 50.09%
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
GF.FUT Feeder Cattle Future Buy 15.09% 5.11%
CC.FUT Cocoa Future Buy 14.41% 0.38%
NG.FUT Natural Gas Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 21.17%
New Assets Added
  • NG.FUT
Assets Removed
Asset Action Perf %
RB.FUT Sell All 3.33%
Assets Rebalanced
None
2023-04-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.33% 5.2%
GF.FUT Feeder Cattle Future Buy 14.43% 0.76%
CC.FUT Cocoa Future Buy 14.32% -0.03%
The percentage of cash held in the portfolio is: 21.91%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
RB.FUT Sell -0.95%
2023-04-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.86% 3.11%
GF.FUT Feeder Cattle Future Buy 14.67% 1.25%
CC.FUT Cocoa Future Buy 14.26% -1.62%
The percentage of cash held in the portfolio is: 21.21%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 4.47%
SI.FUT Sell All 10.51%
Assets Rebalanced
None
2023-03-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.79% 3.03%
SI.FUT Silver Future Buy 9.44% 7.85%
RB.FUT RBOB Gasoline Future Buy 49.57% 1.31%
GF.FUT Feeder Cattle Future Buy 14.67% 0%
CC.FUT Cocoa Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 1.86%
New Assets Added
  • GF.FUT
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.8% 2.28%
SI.FUT Silver Future Buy 9.42% 6.7%
RB.FUT RBOB Gasoline Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 31.45%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.96% 4.07%
SI.FUT Silver Future Buy 9.37% 6.33%
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 -0.8%
2023-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.67% 0%
SI.FUT Silver Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 80.67%
New Assets Added
  • GC.FUT
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-13 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
PL.FUT Sell All 0.44%
Assets Rebalanced
None
2023-03-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 9.72% -0.97%
The percentage of cash held in the portfolio is: 90.28%
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
PL.FUT Platinum Future Buy 9.42% -2.64%
RB.FUT RBOB Gasoline Future Buy 48.5% 0.13%
The percentage of cash held in the portfolio is: 42.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.74%
Assets Rebalanced
None
2023-03-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.69% 0.99%
PL.FUT Platinum Future Buy 9.63% 2.17%
RB.FUT RBOB Gasoline Future Buy 49.33% 4.54%
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
LE.FUT Live Cattle Future Buy 14.96% 0.32%
RB.FUT RBOB Gasoline Future Buy 49.33% 0%
PL.FUT Platinum Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 26.04%
New Assets Added
  • RB.FUT
  • PL.FUT
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
LE.FUT Live Cattle Future Buy 14.92% 0.5%
ZL.FUT Soybean Oil Future Buy 14.64% 0.32%
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
LE.FUT Live Cattle Future Buy 14.8% 0.09%
ZL.FUT Soybean Oil Future Buy 14.65% 0.74%
HG.FUT Copper Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 60.88%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.77% -0.33%
ZL.FUT Soybean Oil Future Buy 14.57% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-02-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.81% 0%
The percentage of cash held in the portfolio is: 85.19%
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
CT.FUT Cotton Future Buy 14.61% -1.06%
LE.FUT Live Cattle Future Buy 14.73% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2023-02-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
CT.FUT Cotton Future Buy 14.54% -1.62%
The percentage of cash held in the portfolio is: 85.46%
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
ZO.FUT Oat Front Future Buy 14.55% 2.66%
CT.FUT Cotton Future Buy 14.63% -0.48%
The percentage of cash held in the portfolio is: 70.82%
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
RB.FUT RBOB Gasoline Future Buy 47.4% 1.63%
ZO.FUT Oat Front Future Buy 14.67% 4.26%
CT.FUT Cotton Future Buy 14.32% -1.9%
The percentage of cash held in the portfolio is: 23.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 3.34%
HG.FUT Sell All 4.42%
Assets Rebalanced
Asset Action Weight
ZO.FUT Sell -1.16%
2023-01-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.68% 3.97%
HG.FUT Copper Future Buy 9.91% 6.38%
RB.FUT RBOB Gasoline Future Buy 48.35% 5.44%
ZO.FUT Oat Front Future Buy 14.98% 0.4%
CT.FUT Cotton Future Buy 14.35% 0%
The percentage of cash held in the portfolio is: 2.72%
New Assets Added
  • CT.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.47% 3.44%
HG.FUT Copper Future Buy 9.73% 6.32%
RB.FUT RBOB Gasoline Future Buy 49.35% 9.5%
ZO.FUT Oat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 16.78%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.45% 3.09%
HG.FUT Copper Future Buy 9.73% 6.22%
RB.FUT RBOB Gasoline Future Buy 49.33% 9.34%
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
GC.FUT Gold Future Buy 9.59% 1.9%
HG.FUT Copper Future Buy 9.93% 5.54%
RB.FUT RBOB Gasoline Future Buy 49.33% 4.1%
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
GC.FUT Gold Future Buy 9.75% 1.46%
HG.FUT Copper Future Buy 10.03% 4.31%
RB.FUT RBOB Gasoline Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 30.89%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.67% 0%
HG.FUT Copper Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 80.67%
New Assets Added
  • GC.FUT
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-05 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CL.FUT Sell All -6.54%
Assets Rebalanced
None
2023-01-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
CL.FUT Crude Oil WTI Buy 48.57% -1.63%
The percentage of cash held in the portfolio is: 51.43%
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
KC.FUT Coffee Future Buy 15.18% 3.03%
CL.FUT Crude Oil WTI Buy 48.71% 0.18%
The percentage of cash held in the portfolio is: 36.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -3.63%
Assets Rebalanced
None
2022-12-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.54% -1.13%
CL.FUT Crude Oil WTI Buy 49.33% 1.62%
SB.FUT Sugar #11 Future Buy 14.06% -3.2%
The percentage of cash held in the portfolio is: 22.07%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
CL.FUT Sell -0.81%
2022-12-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.8% 0.5%
CL.FUT Crude Oil WTI Buy 49.39% -0.01%
SB.FUT Sugar #11 Future Buy 14.54% 0%
The percentage of cash held in the portfolio is: 21.28%
New Assets Added
  • SB.FUT
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
SI.FUT Silver Future Buy 10.14% 4.91%
KC.FUT Coffee Future Buy 14.77% 0.48%
CL.FUT Crude Oil WTI Buy 49.33% 0%
The percentage of cash held in the portfolio is: 25.76%
New Assets Added
  • CL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.93% 2.18%
KC.FUT Coffee Future Buy 14.53% -1.81%
The percentage of cash held in the portfolio is: 75.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -2.53%
Assets Rebalanced
None
2022-12-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 10.13% 5.15%
KC.FUT Coffee Future Buy 14.63% -0.24%
CC.FUT Cocoa Future Buy 14.71% 0%
The percentage of cash held in the portfolio is: 60.54%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 10.06% 4.43%
KC.FUT Coffee Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 75.27%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.77% 1.11%
The percentage of cash held in the portfolio is: 90.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -0.51%
Assets Rebalanced
None
2022-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.8% 0.26%
SI.FUT Silver Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 75.54%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.78% 0.1%
The percentage of cash held in the portfolio is: 85.22%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 4.63%
Assets Rebalanced
None
2022-11-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.39% 1.98%
SB.FUT Sugar #11 Future Buy 14.9% 0.77%
The percentage of cash held in the portfolio is: 75.72%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All 4.73%
Assets Rebalanced
None
2022-11-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.96% 3.43%
GC.FUT Gold Future Buy 9.37% 1.81%
SB.FUT Sugar #11 Future Buy 15.01% 1.53%
The percentage of cash held in the portfolio is: 65.65%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
HG.FUT Buy 0.79%
2022-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.67% 13.58%
GC.FUT Gold Future Buy 9.48% 3.83%
SB.FUT Sugar #11 Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 66.19%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
Asset Action Weight
HG.FUT Sell -1.02%
2022-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 10.3% 8.82%
GC.FUT Gold Future Buy 9.43% 2.74%
The percentage of cash held in the portfolio is: 80.27%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.81%
Assets Rebalanced
None
2022-11-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 12.73% -0.03%
HG.FUT Copper Future Buy 10.09% 6.02%
GC.FUT Gold Future Buy 9.24% 0%
The percentage of cash held in the portfolio is: 67.94%
New Assets Added
  • GC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 12.84% 0.16%
HG.FUT Copper Future Buy 9.47% -1.2%
The percentage of cash held in the portfolio is: 77.69%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 14.01%
Assets Rebalanced
None
2022-11-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 15.83% 7.39%
LE.FUT Live Cattle Future Buy 12.95% 0.2%
HG.FUT Copper Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 61.55%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 16% 8.89%
LE.FUT Live Cattle Future Buy 13.02% 1.07%
The percentage of cash held in the portfolio is: 70.98%
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
HO.FUT Heating Oil Future Buy 47.03% 6.16%
ZL.FUT Soybean Oil Future Buy 16.05% 6%
LE.FUT Live Cattle Future Buy 13.28% 0%
The percentage of cash held in the portfolio is: 23.64%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 49.59% 15.59%
ZL.FUT Soybean Oil Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 35.75%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 49.33% 14.43%
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
HO.FUT Heating Oil Future Buy 49.33% 9.89%
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
HO.FUT Heating Oil Future Buy 49.33% 4.39%
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
HO.FUT Heating Oil Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 50.67%
New Assets Added
  • HO.FUT
Assets Removed
None
Assets Rebalanced
None
2022-09-02 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 %
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
CT.FUT Cotton Future Buy 14.79% 7.86%
CL.FUT Crude Oil WTI Buy 47.88% -4.66%
The percentage of cash held in the portfolio is: 37.33%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZC.FUT Sell All 8.31%
Assets Rebalanced
None
2022-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 14.53% 7.78%
CT.FUT Cotton Future Buy 14.81% 10.51%
CL.FUT Crude Oil WTI Buy 48.8% -0.55%
The percentage of cash held in the portfolio is: 21.87%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
ZC.FUT Sell -1%
2022-08-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 15.45% 6.6%
CT.FUT Cotton Future Buy 14.24% 5.7%
CL.FUT Crude Oil WTI Buy 49.33% 0%
The percentage of cash held in the portfolio is: 20.98%
New Assets Added
  • CL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 14.58% -0.32%
CT.FUT Cotton Future Buy 14.43% 6.09%
The percentage of cash held in the portfolio is: 70.99%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All -0.02%
Assets Rebalanced
None
2022-08-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.59% 0.46%
ZC.FUT Corn Front Future Buy 14.51% -0.69%
CT.FUT Cotton Future Buy 14.56% 7.23%
The percentage of cash held in the portfolio is: 61.34%
New Assets Added
None
Assets Removed
Asset Action Perf %
SI.FUT Sell All 3.29%
Assets Rebalanced
None
2022-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.52% 5.46%
GC.FUT Gold Future Buy 9.59% 1.22%
ZC.FUT Corn Front Future Buy 14.75% 1.74%
CT.FUT Cotton Future Buy 14.58% 8.19%
The percentage of cash held in the portfolio is: 51.56%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
CT.FUT Sell -0.89%
2022-08-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.64% 5.64%
GC.FUT Gold Future Buy 9.76% 1.82%
ZC.FUT Corn Front Future Buy 14.87% 1.38%
CT.FUT Cotton Future Buy 14.47% 0%
The percentage of cash held in the portfolio is: 51.27%
New Assets Added
  • CT.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.82% 7.55%
GC.FUT Gold Future Buy 9.78% 2.04%
ZC.FUT Corn Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 65.74%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 9.51% 3.79%
GC.FUT Gold Future Buy 9.74% 1.16%
The percentage of cash held in the portfolio is: 80.75%
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
SI.FUT Silver Future Buy 9.47% 3.66%
GC.FUT Gold Future Buy 9.6% 0.11%
LE.FUT Live Cattle Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 66.26%
New Assets Added
  • LE.FUT
Assets Removed
Asset Action Perf %
GF.FUT Sell All 0.9%
Assets Rebalanced
None
2022-08-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 14.83% -0.1%
SI.FUT Silver Future Buy 9.66% 5.88%
GC.FUT Gold Future Buy 9.67% 0.95%
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
GF.FUT Feeder Cattle Future Buy 14.49% 0.15%
HE.FUT Lean Hogs Future Buy 14.7% 6.5%
SI.FUT Silver Future Buy 9.99% 3.95%
GC.FUT Gold Future Buy 9.34% 0%
The percentage of cash held in the portfolio is: 51.48%
New Assets Added
  • GC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-07-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 14.5% -0.35%
HE.FUT Lean Hogs Future Buy 14.68% 5.76%
SI.FUT Silver Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 61.16%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2022-07-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 14.67% 1.04%
HE.FUT Lean Hogs Future Buy 14.66% 5.92%
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
GF.FUT Feeder Cattle Future Buy 14.46% -1.67%
HE.FUT Lean Hogs Future Buy 14.88% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • HE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-07-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • GF.FUT
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
2022-06-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.56% 1.39%
The percentage of cash held in the portfolio is: 50.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
OJ.FUT Sell All -7.63%
Assets Rebalanced
None
2022-06-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.33% 2.11%
OJ.FUT Orange Juice Future Buy 14.74% -2.29%
The percentage of cash held in the portfolio is: 35.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZS.FUT Sell All -11.46%
Assets Rebalanced
Asset Action Weight
BZ.FUT Sell -1.36%
2022-06-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 50.08% 3.08%
OJ.FUT Orange Juice Future Buy 14.38% -2.61%
ZS.FUT Soybean Future Buy 14.95% 0%
The percentage of cash held in the portfolio is: 20.59%
New Assets Added
  • ZS.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 50.04% 3.69%
OJ.FUT Orange Juice Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 35.3%
New Assets Added
  • OJ.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.19% 0.25%
The percentage of cash held in the portfolio is: 50.81%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -0.66%
ZS.FUT Sell All -11.22%
Assets Rebalanced
None
2022-06-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.53% -1.57%
ZS.FUT Soybean Future Buy 14.04% -2.33%
BZ.FUT Crude Oil Brent Buy 49.33% 3.14%
The percentage of cash held in the portfolio is: 22.1%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
BZ.FUT Sell -1.08%
2022-05-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.87% -0.25%
ZS.FUT Soybean Future Buy 14.58% 0.49%
BZ.FUT Crude Oil Brent Buy 49.33% 0%
The percentage of cash held in the portfolio is: 21.22%
New Assets Added
  • BZ.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.8% -0.86%
ZS.FUT Soybean Future Buy 14.53% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • ZS.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.96% 0.41%
The percentage of cash held in the portfolio is: 85.04%
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
SB.FUT Sugar #11 Future Buy 14.96% 1.52%
KC.FUT Coffee Future Buy 14.37% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • KC.FUT
Assets Removed
Asset Action Perf %
RB.FUT Sell All 17.46%
Assets Rebalanced
None
2022-05-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.72% 19.14%
SB.FUT Sugar #11 Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 35.61%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.33% 17.31%
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
RB.FUT RBOB Gasoline Future Buy 49.33% 13.08%
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
RB.FUT RBOB Gasoline Future Buy 49.33% 5.5%
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
RB.FUT RBOB Gasoline Future Buy 49.33% 2.2%
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
GF.FUT Feeder Cattle Future Buy 14.4% -2.09%
RB.FUT RBOB Gasoline Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 36.26%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-04-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2022-04-19 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -2.12%
Assets Rebalanced
None
2022-03-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-03-25 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 %
NG.FUT Sell All 13.61%
Assets Rebalanced
None
2022-03-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 49.33% 8.08%
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 -1.32%
2022-03-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 48.07% -2.51%
The percentage of cash held in the portfolio is: 51.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 5.08%
Assets Rebalanced
None
2022-03-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 10.22% 4.81%
NG.FUT Natural Gas Future Buy 47.52% -4.69%
The percentage of cash held in the portfolio is: 42.25%
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
GC.FUT Gold Future Buy 10.41% 7.9%
NG.FUT Natural Gas Future Buy 47.46% -3.75%
SI.FUT Silver Future Buy 8.92% 0%
The percentage of cash held in the portfolio is: 33.21%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2022-03-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.73% 3.79%
NG.FUT Natural Gas Future Buy 49.33% 2.97%
The percentage of cash held in the portfolio is: 40.94%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 9.97%
Assets Rebalanced
Asset Action Weight
NG.FUT Sell -0.97%
2022-03-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 17.13% 14.45%
GC.FUT Gold Future Buy 9.64% 1.85%
NG.FUT Natural Gas Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 23.9%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2022-02-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 16.19% 6.73%
GC.FUT Gold Future Buy 9.58% -0.15%
The percentage of cash held in the portfolio is: 74.23%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.57%
Assets Rebalanced
None
2022-02-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.02% 1.03%
ZL.FUT Soybean Oil Future Buy 15.47% 1.23%
GC.FUT Gold Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 60.84%
New Assets Added
  • GC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.01% 0.72%
ZL.FUT Soybean Oil Future Buy 15.32% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-02-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.05% 1.03%
The percentage of cash held in the portfolio is: 85.95%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZS.FUT Sell All 10.6%
Assets Rebalanced
None
2022-02-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZS.FUT Soybean Future Buy 15.04% 8.37%
LE.FUT Live Cattle Future Buy 14.09% 1%
The percentage of cash held in the portfolio is: 70.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All 11.07%
Assets Rebalanced
None
2022-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.65% 9.32%
ZS.FUT Soybean Future Buy 15.17% 8.53%
LE.FUT Live Cattle Future Buy 14.2% 1.01%
The percentage of cash held in the portfolio is: 20.98%
New Assets Added
None
Assets Removed
Asset Action Perf %
PL.FUT Sell All 6.08%
Assets Rebalanced
None
2022-02-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 9.49% 5.3%
RB.FUT RBOB Gasoline Future Buy 49.61% 8.45%
ZS.FUT Soybean Future Buy 15.18% 7.77%
LE.FUT Live Cattle Future Buy 14.16% 0%
The percentage of cash held in the portfolio is: 11.57%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 9.87% 4.8%
RB.FUT RBOB Gasoline Future Buy 48.75% 2%
ZS.FUT Soybean Future Buy 14.5% -1.47%
The percentage of cash held in the portfolio is: 26.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All 0.6%
Assets Rebalanced
None
2022-01-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.61% 2.03%
PL.FUT Platinum Future Buy 9.97% 6.24%
RB.FUT RBOB Gasoline Future Buy 48.43% 1.65%
ZS.FUT Soybean Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 17.32%
New Assets Added
  • ZS.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.35% -0.6%
PL.FUT Platinum Future Buy 9.38% 0.07%
RB.FUT RBOB Gasoline Future Buy 49.33% 3.7%
The percentage of cash held in the portfolio is: 31.94%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
RB.FUT Sell -0.97%
2022-01-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.73% 1.76%
PL.FUT Platinum Future Buy 9.43% -1.07%
RB.FUT RBOB Gasoline Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 31.51%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.82% 2.92%
PL.FUT Platinum Future Buy 9.51% 0%
The percentage of cash held in the portfolio is: 80.67%
New Assets Added
  • PL.FUT
Assets Removed
Asset Action Perf %
RB.FUT Sell All 9.91%
Assets Rebalanced
None
2022-01-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.8% 7.78%
HG.FUT Copper Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 40.53%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2022-01-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.33% 5.78%
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
RB.FUT RBOB Gasoline Future Buy 49.24% 2.36%
GC.FUT Gold Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 41.1%
New Assets Added
  • GC.FUT
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
RB.FUT RBOB Gasoline Future Buy 49.33% 3.28%
ZC.FUT Corn Front Future Buy 14.42% -1.71%
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
RB.FUT RBOB Gasoline Future Buy 50.01% 2.76%
ZC.FUT Corn Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 35.32%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2021-12-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 50.67%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2021-11-25 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 %
GF.FUT Sell All 4.87%
Assets Rebalanced
None
2021-11-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 14.9% 3.27%
The percentage of cash held in the portfolio is: 85.1%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 4.19%
Assets Rebalanced
None
2021-11-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 15.12% 3.44%
GF.FUT Feeder Cattle Future Buy 14.71% 1.59%
The percentage of cash held in the portfolio is: 70.17%
New Assets Added
None
Assets Removed
Asset Action Perf %
SI.FUT Sell All -3.97%
Assets Rebalanced
None
2021-11-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.88% 1.48%
GF.FUT Feeder Cattle Future Buy 14.36% -1.16%
SI.FUT Silver Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 61.1%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2021-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.83% 1.31%
GF.FUT Feeder Cattle Future Buy 14.5% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2021-11-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2021-11-02 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 %
HG.FUT Sell All 0.63%
Assets Rebalanced
None
2021-10-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.89% 2.56%
The percentage of cash held in the portfolio is: 90.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All -0.08%
Assets Rebalanced
None
2021-10-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 15.02% -0.3%
HG.FUT Copper Future Buy 10.02% 4.05%
The percentage of cash held in the portfolio is: 74.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZR.FUT Sell All -3.18%
Assets Rebalanced
None
2021-10-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 15.05% 0.94%
ZR.FUT Rough Rice Future Buy 13.38% 0.11%
HG.FUT Copper Future Buy 10.32% 8.22%
The percentage of cash held in the portfolio is: 61.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
BZ.FUT Sell All 8.67%
Assets Rebalanced
None
2021-10-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.53% 7.12%
GF.FUT Feeder Cattle Future Buy 15.43% 2.07%
ZR.FUT Rough Rice Future Buy 13.49% -0.43%
HG.FUT Copper Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 11.87%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2021-10-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 48.94% 4.94%
GF.FUT Feeder Cattle Future Buy 15.67% 2.72%
ZR.FUT Rough Rice Future Buy 13.67% 0%
The percentage of cash held in the portfolio is: 21.73%
New Assets Added
  • ZR.FUT
Assets Removed
Asset Action Perf %
KE.FUT Sell All 2.88%
Assets Rebalanced
None
2021-10-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.07% 2.85%
BZ.FUT Crude Oil Brent Buy 49.33% 5.72%
GF.FUT Feeder Cattle Future Buy 15.26% 0%
The percentage of cash held in the portfolio is: 21.33%
New Assets Added
  • GF.FUT
Assets Removed
Asset Action Perf %
KC.FUT Sell All -1.26%
Assets Rebalanced
Asset Action Weight
BZ.FUT Sell -1.25%
2021-10-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.54% 5.41%
BZ.FUT Crude Oil Brent Buy 48.96% 1.52%
KC.FUT Coffee Future Buy 14.79% 4.99%
The percentage of cash held in the portfolio is: 21.71%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
KE.FUT Sell -0.85%
2021-09-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.92% -0.1%
BZ.FUT Crude Oil Brent Buy 49.33% 0%
KC.FUT Coffee Future Buy 14.41% 0%
The percentage of cash held in the portfolio is: 21.33%
New Assets Added
  • BZ.FUT
  • KC.FUT
Assets Removed
Asset Action Perf %
NG.FUT Sell All 9.08%
Assets Rebalanced
None
2021-09-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 48.88% 13.22%
KE.FUT KC HRW Wheat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 36.45%
New Assets Added
  • KE.FUT
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
NG.FUT Natural Gas Future Buy 49.33% 15.87%
HG.FUT Copper Future Buy 9.11% -1%
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
NG.FUT Natural Gas Future Buy 49.33% 11.01%
HG.FUT Copper Future Buy 9.23% -1.9%
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
NG.FUT Natural Gas Future Buy 49.46% 4.8%
HG.FUT Copper Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 40.88%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2021-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 49.33% 4.29%
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
NG.FUT Natural Gas Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 50.67%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2021-09-02 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All -8.25%
KE.FUT Sell All -6.33%
Assets Rebalanced
None
2021-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 13.98% -5.42%
RB.FUT RBOB Gasoline Future Buy 49.33% 0%
The percentage of cash held in the portfolio is: 36.68%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2021-08-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
Cookies Settings