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All portfolios and performance
Portfolio Ref: CO5AG3WS2
Performance in the last:
Follow this Portfolio
1D -0.6 %
1W 0.3 %
2W 0.4 %
1M 0.8 %
3M -0.9 %
6M -2.3 %
9M 1.3 %
1Y -0.9 %
Alpha
0.2%
Beta
0
sharpe-R
0.04
Benchmark
SPGSCI (S&P-GSCI Commodity Index Future)
sharpe-R Benchmark
-0.89
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 2024-09-19 00:31:42
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -3.66%
Max. DrawDown Benchmark -18.94%

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. This portfolio focuses only on commodities in the category Agricultural. The maximum number of assets that can be allocated in this strategy is 5.

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

Portfolio Performance against the market Benchmark

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Risk Level
4
Difficulty Level
2

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

Current Portfolio Composition

Asset Asset Class Action Weight PnL
KE.FUT KC HRW Wheat Front Future Commodity Buy 20.27% 4.3%
The percentage of cash held in the portfolio is: 79.73%
** The description of each asset is available Here

The latest 5 Compositions change

2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All -1.78%
KC.FUT Sell All -6.99%
Assets Rebalanced
None
2024-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.12% -3.02%
ZO.FUT Oat Front Future Buy 19.72% 0%
The percentage of cash held in the portfolio is: 61.16%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2024-05-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All -6.38%
Assets Rebalanced
None
2024-05-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-04-10 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
2024-03-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-03-08 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 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • OJ.FUT
Assets Removed
None
Assets Rebalanced
None
2024-02-05 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 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-11-20 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 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
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 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-09-19 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 18.62% -3.41%
The percentage of cash held in the portfolio is: 81.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All 11.7%
Assets Rebalanced
None
2023-09-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 20.96% 8.77%
ZO.FUT Oat Front Future Buy 19.26% 0%
The percentage of cash held in the portfolio is: 59.78%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-08-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-08-11 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 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-06-16 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 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-04-19 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 %
GF.FUT Sell All 5.48%
CC.FUT Sell All 2.44%
SB.FUT Sell All 11.84%
Assets Rebalanced
None
2023-04-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.61% 0.76%
CC.FUT Cocoa Future Buy 19.46% -0.03%
SB.FUT Sugar #11 Future Buy 20.54% 5.52%
The percentage of cash held in the portfolio is: 40.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -2.71%
Assets Rebalanced
None
2023-03-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.6% 0%
CC.FUT Cocoa Future Buy 19.6% 0%
LE.FUT Live Cattle Future Buy 19.6% 0%
SB.FUT Sugar #11 Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 21.6%
New Assets Added
  • GF.FUT
  • CC.FUT
  • LE.FUT
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-08 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 %
LE.FUT Sell All 0.74%
Assets Rebalanced
None
2023-03-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 20.2% 0.32%
The percentage of cash held in the portfolio is: 79.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All -2.81%
Assets Rebalanced
None
2023-03-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 20.24% 0.52%
ZL.FUT Soybean Oil Future Buy 19.54% -3.2%
The percentage of cash held in the portfolio is: 60.21%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -6.75%
Assets Rebalanced
None
2023-02-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.77% 0.33%
ZL.FUT Soybean Oil Future Buy 20.02% 1.33%
KC.FUT Coffee Future Buy 19.4% 0%
The percentage of cash held in the portfolio is: 40.81%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-02-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.75% 0.09%
ZL.FUT Soybean Oil Future Buy 19.93% 0.74%
The percentage of cash held in the portfolio is: 60.31%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZS.FUT Sell All 0.39%
Assets Rebalanced
None
2023-02-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZS.FUT Soybean Future Buy 18.62% -0.75%
LE.FUT Live Cattle Future Buy 19.76% -0.33%
ZL.FUT Soybean Oil Future Buy 19.87% 0%
The percentage of cash held in the portfolio is: 41.75%
New Assets Added
  • ZL.FUT
Assets Removed
Asset Action Perf %
OJ.FUT Sell All 3.74%
KC.FUT Sell All 7.92%
Assets Rebalanced
None
2023-02-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 21.07% 5.8%
OJ.FUT Orange Juice Future Buy 19.29% 2.03%
ZS.FUT Soybean Future Buy 18.66% -1.3%
LE.FUT Live Cattle Future Buy 19.98% 0%
The percentage of cash held in the portfolio is: 21%
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 19.37% -1.06%
KC.FUT Coffee Future Buy 21.28% 8.76%
OJ.FUT Orange Juice Future Buy 19.15% 3.06%
ZS.FUT Soybean Future Buy 18.57% -0.07%
LE.FUT Live Cattle Future Buy 19.63% 0%
The percentage of cash held in the portfolio is: 2%
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 19.29% -1.62%
KC.FUT Coffee Future Buy 20.49% 4.54%
OJ.FUT Orange Juice Future Buy 19.99% 7.41%
ZS.FUT Soybean Future Buy 18.55% -0.33%
The percentage of cash held in the portfolio is: 21.67%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All 0.27%
Assets Rebalanced
None
2023-02-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 20.46% 4.93%
CT.FUT Cotton Future Buy 19.38% -0.61%
KC.FUT Coffee Future Buy 21.15% 8.49%
OJ.FUT Orange Juice Future Buy 18.51% 0%
ZS.FUT Soybean Future Buy 18.51% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OJ.FUT
  • ZS.FUT
Assets Removed
Asset Action Perf %
DC.FUT Sell All -10.13%
Assets Rebalanced
None
2023-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 20.26% 4.26%
CT.FUT Cotton Future Buy 19.07% -1.9%
KC.FUT Coffee Future Buy 19.81% 1.94%
DC.FUT Milk III Future Buy 19.43% 0%
The percentage of cash held in the portfolio is: 21.43%
New Assets Added
  • DC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 20.01% 2.8%
CT.FUT Cotton Future Buy 19.62% 0.82%
KC.FUT Coffee Future Buy 19.46% 0%
The percentage of cash held in the portfolio is: 40.92%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 19.66% 0.4%
CT.FUT Cotton Future Buy 19.58% 0%
The percentage of cash held in the portfolio is: 60.75%
New Assets Added
  • CT.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-04 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 %
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 20.32% 3.03%
The percentage of cash held in the portfolio is: 79.68%
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
KC.FUT Coffee Future Buy 19.78% 0.5%
SB.FUT Sugar #11 Future Buy 19.56% 0%
The percentage of cash held in the portfolio is: 60.67%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.41% -1.81%
The percentage of cash held in the portfolio is: 80.59%
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
KC.FUT Coffee Future Buy 19.56% -0.24%
CC.FUT Cocoa Future Buy 19.61% 0%
The percentage of cash held in the portfolio is: 60.83%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-11-24 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
OJ.FUT Sell All 1.12%
SB.FUT Sell All 5.96%
Assets Rebalanced
None
2022-11-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
OJ.FUT Orange Juice Future Buy 18.91% 0.95%
SB.FUT Sugar #11 Future Buy 19.68% 5.09%
The percentage of cash held in the portfolio is: 61.41%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.81%
Assets Rebalanced
None
2022-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.09% 0.16%
OJ.FUT Orange Juice Future Buy 19.52% 3.68%
SB.FUT Sugar #11 Future Buy 18.85% 0.11%
The percentage of cash held in the portfolio is: 42.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 14.01%
Assets Rebalanced
None
2022-11-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 21.27% 9.83%
LE.FUT Live Cattle Future Buy 19.35% -0.07%
OJ.FUT Orange Juice Future Buy 19.13% 0%
SB.FUT Sugar #11 Future Buy 19.13% 0%
The percentage of cash held in the portfolio is: 21.13%
New Assets Added
  • OJ.FUT
  • SB.FUT
Assets Removed
Asset Action Perf %
KE.FUT Sell All -4.73%
Assets Rebalanced
None
2022-11-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 20.7% 7.39%
LE.FUT Live Cattle Future Buy 19.3% 0.2%
KE.FUT KC HRW Wheat Front Future Buy 19.33% 0%
The percentage of cash held in the portfolio is: 40.67%
New Assets Added
  • KE.FUT
Assets Removed
Asset Action Perf %
ZM.FUT Sell All 1.12%
Assets Rebalanced
None
2022-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 20.53% 6%
LE.FUT Live Cattle Future Buy 19.37% 0%
ZM.FUT Soybean Meal Future Buy 19.37% 0%
The percentage of cash held in the portfolio is: 40.73%
New Assets Added
  • LE.FUT
  • ZM.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-09-13 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All 6.97%
Assets Rebalanced
None
2022-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.7% 2.85%
The percentage of cash held in the portfolio is: 80.3%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -4.13%
Assets Rebalanced
None
2022-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.31% 0.75%
CC.FUT Cocoa Future Buy 18.67% -2.4%
The percentage of cash held in the portfolio is: 62.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
CT.FUT Sell All -1.98%
KC.FUT Sell All 6.23%
Assets Rebalanced
None
2022-09-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
CT.FUT Cotton Future Buy 20.04% 7.86%
KC.FUT Coffee Future Buy 19.97% 7.49%
KE.FUT KC HRW Wheat Front Future Buy 19.41% 4.55%
CC.FUT Cocoa Future Buy 18.49% -0.17%
The percentage of cash held in the portfolio is: 22.09%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZC.FUT Sell All 8.31%
Assets Rebalanced
None
2022-08-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.88% 5.43%
CT.FUT Cotton Future Buy 20.01% 6.14%
KC.FUT Coffee Future Buy 20.54% 8.97%
KE.FUT KC HRW Wheat Front Future Buy 18.78% -0.29%
CC.FUT Cocoa Future Buy 18.8% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.76% 2.88%
CT.FUT Cotton Future Buy 20.51% 6.78%
KC.FUT Coffee Future Buy 19.34% 0.68%
KE.FUT KC HRW Wheat Front Future Buy 19.19% 0%
The percentage of cash held in the portfolio is: 21.19%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.82% 1.38%
CT.FUT Cotton Future Buy 19.55% 0%
KC.FUT Coffee Future Buy 19.55% 0%
The percentage of cash held in the portfolio is: 41.09%
New Assets Added
  • CT.FUT
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • ZC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-08-08 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 %
LE.FUT Sell All -2.95%
Assets Rebalanced
None
2022-08-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.88% 1.2%
The percentage of cash held in the portfolio is: 80.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -5.34%
Assets Rebalanced
None
2022-08-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 19.94% -0.88%
LE.FUT Live Cattle Future Buy 19.51% 0%
The percentage of cash held in the portfolio is: 60.54%
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 20.21% -0.1%
CC.FUT Cocoa Future Buy 19.72% -2.5%
The percentage of cash held in the portfolio is: 60.07%
New Assets Added
None
Assets Removed
Asset Action Perf %
HE.FUT Sell All -13.35%
Assets Rebalanced
None
2022-07-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.44% 0.08%
HE.FUT Lean Hogs Future Buy 20.3% 4.51%
CC.FUT Cocoa Future Buy 19.42% 0%
The percentage of cash held in the portfolio is: 40.84%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.34% -1.67%
HE.FUT Lean Hogs Future Buy 19.67% 0%
The percentage of cash held in the portfolio is: 61%
New Assets Added
  • HE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-07-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-24 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.26%
Assets Rebalanced
None
2022-06-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 21.13% 0.52%
The percentage of cash held in the portfolio is: 78.87%
New Assets Added
None
Assets Removed
Asset Action Perf %
OJ.FUT Sell All -7.63%
Assets Rebalanced
None
2022-06-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 20.99% 0.3%
OJ.FUT Orange Juice Future Buy 19.15% -5.34%
The percentage of cash held in the portfolio is: 59.85%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -6.28%
Assets Rebalanced
None
2022-06-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.67% -4.9%
LE.FUT Live Cattle Future Buy 21.05% 1.82%
OJ.FUT Orange Juice Future Buy 19.53% -2.29%
The percentage of cash held in the portfolio is: 39.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZS.FUT Sell All -11.46%
Assets Rebalanced
None
2022-06-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.63% -2.38%
LE.FUT Live Cattle Future Buy 20.59% 2.43%
OJ.FUT Orange Juice Future Buy 18.92% -2.61%
ZS.FUT Soybean Future Buy 19.43% 0%
The percentage of cash held in the portfolio is: 21.43%
New Assets Added
  • ZS.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.31% -3.8%
LE.FUT Live Cattle Future Buy 20.52% 2.28%
OJ.FUT Orange Juice Future Buy 19.39% 0%
The percentage of cash held in the portfolio is: 40.78%
New Assets Added
  • OJ.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.76% -1.65%
LE.FUT Live Cattle Future Buy 19.98% -0.54%
The percentage of cash held in the portfolio is: 60.26%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -0.66%
ZS.FUT Sell All -11.22%
Assets Rebalanced
None
2022-06-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.71% -0.96%
ZS.FUT Soybean Future Buy 19.65% 0.32%
KC.FUT Coffee Future Buy 19.47% -0.58%
LE.FUT Live Cattle Future Buy 19.58% 0%
The percentage of cash held in the portfolio is: 21.58%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-06-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.71% -1.42%
ZS.FUT Soybean Future Buy 19.24% -2.23%
KC.FUT Coffee Future Buy 19.68% 0%
The percentage of cash held in the portfolio is: 41.37%
New Assets Added
  • KC.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 19.72% -0.86%
ZS.FUT Soybean Future Buy 19.57% 0%
The percentage of cash held in the portfolio is: 60.71%
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 19.92% 0.41%
The percentage of cash held in the portfolio is: 80.08%
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 19.84% 1.52%
KC.FUT Coffee Future Buy 19.54% 0%
The percentage of cash held in the portfolio is: 60.62%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-05-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-04-28 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All -11.12%
Assets Rebalanced
None
2022-04-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • GF.FUT
Assets Removed
None
Assets Rebalanced
None
2022-04-19 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -2.12%
Assets Rebalanced
None
2022-03-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-03-07 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 %
ZL.FUT Sell All 9.97%
Assets Rebalanced
None
2022-03-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 22.57% 9.9%
The percentage of cash held in the portfolio is: 77.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZC.FUT Sell All 8.23%
Assets Rebalanced
None
2022-02-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 19.95% 6.42%
ZL.FUT Soybean Oil Future Buy 22.18% 6.94%
The percentage of cash held in the portfolio is: 57.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
GF.FUT Sell All -2.47%
Assets Rebalanced
None
2022-02-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 18.43% -1.81%
ZC.FUT Corn Front Future Buy 19.81% 5.6%
ZL.FUT Soybean Oil Future Buy 22.15% 6.73%
The percentage of cash held in the portfolio is: 39.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.57%
CC.FUT Sell All -0.15%
Assets Rebalanced
None
2022-02-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.04% 0.72%
CC.FUT Cocoa Future Buy 19.99% 5.72%
GF.FUT Feeder Cattle Future Buy 18.85% -0.31%
ZC.FUT Corn Front Future Buy 19.23% 1.8%
ZL.FUT Soybean Oil Future Buy 20.9% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None

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