Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: CO5LO2WS2
Performance in the last:
Follow this Portfolio
1D -0.6 %
1W 2.1 %
2W 2.0 %
1M 2.6 %
3M 1.3 %
6M -0.9 %
9M 1.0 %
1Y -2.6 %
Alpha
-1.5%
Beta
0.02
sharpe-R
-0.39
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 00:31:36
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -4.24%
Max. DrawDown Benchmark -18.94%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 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

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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 19.37% -1.44%
The percentage of cash held in the portfolio is: 80.63%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-13 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
Asset Action Perf %
NG.FUT Sell All 9.81%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 20.43% 6.63%
The percentage of cash held in the portfolio is: 79.57%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All 5.02%
Assets Rebalanced
None
2024-08-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.59% -0.09%
NG.FUT Natural Gas Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.81%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2024-08-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-25 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All -1.78%
Assets Rebalanced
None
2024-07-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 20.41% 4.26%
The percentage of cash held in the portfolio is: 79.59%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -3.69%
Assets Rebalanced
None
2024-07-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.16% -3.02%
ZO.FUT Oat Front Future Buy 19.71% 0%
The percentage of cash held in the portfolio is: 61.13%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.39% -1.57%
The percentage of cash held in the portfolio is: 80.61%
New Assets Added
None
Assets Removed
Asset Action Perf %
SI.FUT Sell All -1.01%
Assets Rebalanced
None
2024-07-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 19.71% 0.72%
KC.FUT Coffee Future Buy 19.57% 0%
The percentage of cash held in the portfolio is: 60.71%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2024-07-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2024-05-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All -6.38%
Assets Rebalanced
None
2024-05-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-04-03 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 -4.33%
Assets Rebalanced
None
2024-03-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 19.29% -1.29%
The percentage of cash held in the portfolio is: 80.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
BZ.FUT Sell All 2.79%
Assets Rebalanced
None
2024-03-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 20.18% 3.71%
KE.FUT KC HRW Wheat Front Future Buy 19.45% 0%
The percentage of cash held in the portfolio is: 60.36%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
None
2024-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • BZ.FUT
Assets Removed
None
Assets Rebalanced
None
2024-03-01 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 -2.32%
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
2024-01-29 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 8.62%
Assets Rebalanced
None
2024-01-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-12-04 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CL.FUT Sell All -4.29%
Assets Rebalanced
None
2023-11-30 00:00:00 : Portfolio change date
Asset Action Weight PnL
CL.FUT Crude Oil WTI Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • CL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-11-20 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -5.11%
Assets Rebalanced
None
2023-11-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.22% -2.67%
The percentage of cash held in the portfolio is: 80.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -1.2%
Assets Rebalanced
None
2023-11-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 19.4% -1.24%
KC.FUT Coffee Future Buy 19.65% 0%
The percentage of cash held in the portfolio is: 60.95%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-11-03 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
2023-11-01 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 -1.38%
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
2023-09-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 19.07% -0.65%
The percentage of cash held in the portfolio is: 80.93%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All 11.16%
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
2023-08-04 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 %
ZL.FUT Sell All -3.7%
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
2023-06-09 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 %
ZO.FUT Sell All 8.42%
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
2023-04-27 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
2023-04-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
NG.FUT Natural Gas Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • NG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-04-12 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 %
GF.FUT Sell All 3.65%
CC.FUT Sell All -0.45%
Assets Rebalanced
None
2023-04-11 00:00:00 : Portfolio change date
Asset Action Weight PnL
GF.FUT Feeder Cattle Future Buy 20.01% 2.38%
CC.FUT Cocoa Future Buy 19.19% -1.79%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All 4.9%
Assets Rebalanced
None
2023-04-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.8% 5.2%
GF.FUT Feeder Cattle Future Buy 19.67% 0.76%
CC.FUT Cocoa Future Buy 19.52% -0.03%
The percentage of cash held in the portfolio is: 40.01%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -2.71%
Assets Rebalanced
None
2023-04-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.26% 2.74%
GF.FUT Feeder Cattle Future Buy 19.63% 0.8%
CC.FUT Cocoa Future Buy 19.31% -0.86%
LE.FUT Live Cattle Future Buy 19.84% 1.88%
The percentage of cash held in the portfolio is: 20.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All -3.11%
Assets Rebalanced
None
2023-03-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.48% -0.6%
RB.FUT RBOB Gasoline Future Buy 20.01% 1.31%
GF.FUT Feeder Cattle Future Buy 19.5% 0%
CC.FUT Cocoa Future Buy 19.5% 0%
LE.FUT Live Cattle Future Buy 19.5% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • GF.FUT
  • CC.FUT
  • LE.FUT
Assets Removed
Asset Action Perf %
PL.FUT Sell All -3.02%
Assets Rebalanced
None
2023-03-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 19.33% -1.23%
HG.FUT Copper Future Buy 19.52% -0.23%
RB.FUT RBOB Gasoline Future Buy 19.72% 0%
The percentage of cash held in the portfolio is: 41.44%
New Assets Added
  • RB.FUT
Assets Removed
Asset Action Perf %
GC.FUT Sell All 2.28%
Assets Rebalanced
None
2023-03-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.25% 4.07%
PL.FUT Platinum Future Buy 19.4% -0.27%
HG.FUT Copper Future Buy 19.45% 0%
The percentage of cash held in the portfolio is: 40.9%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 20.09% 3.13%
PL.FUT Platinum Future Buy 19.48% 0%
The percentage of cash held in the portfolio is: 60.43%
New Assets Added
  • PL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • GC.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-13 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
PL.FUT Sell All 0.44%
Assets Rebalanced
None
2023-03-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
PL.FUT Platinum Future Buy 19.56% -0.97%
The percentage of cash held in the portfolio is: 80.44%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All -3.07%
Assets Rebalanced
None
2023-03-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 19.6% 0%
PL.FUT Platinum Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 60.8%
New Assets Added
  • RB.FUT
  • PL.FUT
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
ZL.FUT Soybean Oil Future Buy 19.48% -3.2%
The percentage of cash held in the portfolio is: 80.52%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.52%
KC.FUT Sell All -6.75%
Assets Rebalanced
None
2023-02-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.98% 0.5%
ZL.FUT Soybean Oil Future Buy 19.95% 0.32%
KC.FUT Coffee Future Buy 19.03% -4.28%
The percentage of cash held in the portfolio is: 41.04%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All -3.82%
Assets Rebalanced
None
2023-02-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.63% 0.33%
ZL.FUT Soybean Oil Future Buy 19.83% 1.33%
HG.FUT Copper Future Buy 19.41% -0.81%
KC.FUT Coffee Future Buy 19.57% 0%
The percentage of cash held in the portfolio is: 21.57%
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 19.59% 0.09%
ZL.FUT Soybean Oil Future Buy 19.71% 0.74%
HG.FUT Copper Future Buy 19.57% 0%
The percentage of cash held in the portfolio is: 41.13%
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 19.55% -0.33%
ZL.FUT Soybean Oil Future Buy 19.61% 0%
The percentage of cash held in the portfolio is: 60.84%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2023-02-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • LE.FUT
Assets Removed
Asset Action Perf %
OJ.FUT Sell All 3.06%
ZS.FUT Sell All -0.07%
Assets Rebalanced
None
2023-02-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
OJ.FUT Orange Juice Future Buy 20.5% 11.42%
ZS.FUT Soybean Future Buy 18.17% -1.25%
The percentage of cash held in the portfolio is: 61.33%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All 4.36%
Assets Rebalanced
None
2023-02-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 20.84% 5.47%
OJ.FUT Orange Juice Future Buy 20.27% 10.01%
ZS.FUT Soybean Future Buy 18.12% -1.64%
The percentage of cash held in the portfolio is: 40.77%
New Assets Added
None
Assets Removed
Asset Action Perf %
CT.FUT Sell All -0.84%
Assets Rebalanced
None
2023-02-08 00:00:00 : Portfolio change date
Asset Action Weight PnL
CT.FUT Cotton Future Buy 19.26% -1.58%
KC.FUT Coffee Future Buy 21.07% 6.04%
OJ.FUT Orange Juice Future Buy 19.84% 7.16%
ZS.FUT Soybean Future Buy 18.25% -1.41%
The percentage of cash held in the portfolio is: 21.58%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All 0%
Assets Rebalanced
None
2023-02-01 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 20.41% 4.93%
CT.FUT Cotton Future Buy 19.34% -0.61%
KC.FUT Coffee Future Buy 21.43% 8.49%
OJ.FUT Orange Juice Future Buy 18.41% 0%
ZS.FUT Soybean Future Buy 18.41% 0%
The percentage of cash held in the portfolio is: 2%
New Assets Added
  • OJ.FUT
  • ZS.FUT
Assets Removed
Asset Action Perf %
BZ.FUT Sell All -3.54%
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 20.19% 4.26%
CT.FUT Cotton Future Buy 19% -1.9%
KC.FUT Coffee Future Buy 20.04% 1.94%
BZ.FUT Crude Oil Brent Buy 19.09% -2.9%
DC.FUT Milk III Future Buy 19.67% 0%
The percentage of cash held in the portfolio is: 2%
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 19.82% 2.8%
CT.FUT Cotton Future Buy 19.44% 0.82%
KC.FUT Coffee Future Buy 19.58% 0%
BZ.FUT Crude Oil Brent Buy 19.58% 0%
The percentage of cash held in the portfolio is: 21.58%
New Assets Added
  • KC.FUT
  • BZ.FUT
Assets Removed
Asset Action Perf %
RB.FUT Sell All 6.22%
Assets Rebalanced
None
2023-01-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.19% 5.44%
ZO.FUT Oat Front Future Buy 19.51% 0.4%
CT.FUT Cotton Future Buy 19.44% 0%
The percentage of cash held in the portfolio is: 40.87%
New Assets Added
  • CT.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-25 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.82% 9.5%
ZO.FUT Oat Front Future Buy 19.3% 0%
The percentage of cash held in the portfolio is: 59.89%
New Assets Added
  • ZO.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 20.79% 9.34%
The percentage of cash held in the portfolio is: 79.21%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All 6.22%
Assets Rebalanced
None
2023-01-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.27% 4.31%
RB.FUT RBOB Gasoline Future Buy 19.43% 0%
The percentage of cash held in the portfolio is: 60.3%
New Assets Added
  • RB.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
None
2023-01-05 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CL.FUT Sell All -6.54%
Assets Rebalanced
None
2022-12-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
CL.FUT Crude Oil WTI Buy 19.8% 0.18%
The percentage of cash held in the portfolio is: 80.2%
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
CL.FUT Crude Oil WTI Buy 20.01% 1.62%
SB.FUT Sugar #11 Future Buy 19.06% -3.2%
The percentage of cash held in the portfolio is: 60.92%
New Assets Added
None
Assets Removed
Asset Action Perf %
KC.FUT Sell All -1.13%
Assets Rebalanced
None
2022-12-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.71% 0.5%
CL.FUT Crude Oil WTI Buy 19.57% -0.01%
SB.FUT Sugar #11 Future Buy 19.57% 0%
The percentage of cash held in the portfolio is: 41.14%
New Assets Added
  • SB.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-22 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.71% 0.48%
CL.FUT Crude Oil WTI Buy 19.57% 0%
The percentage of cash held in the portfolio is: 60.72%
New Assets Added
  • CL.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 19.35% -1.81%
The percentage of cash held in the portfolio is: 80.65%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -2.53%
Assets Rebalanced
None
2022-12-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 19.91% 2.26%
CC.FUT Cocoa Future Buy 19.36% -0.55%
The percentage of cash held in the portfolio is: 60.73%
New Assets Added
None
Assets Removed
Asset Action Perf %
SI.FUT Sell All 1.55%
Assets Rebalanced
None
2022-12-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.41% 5.15%
KC.FUT Coffee Future Buy 19.36% -0.24%
CC.FUT Cocoa Future Buy 19.41% 0%
The percentage of cash held in the portfolio is: 40.82%
New Assets Added
  • CC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 20.29% 4.43%
KC.FUT Coffee Future Buy 19.43% 0%
The percentage of cash held in the portfolio is: 60.28%
New Assets Added
  • KC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
SI.FUT Silver Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2022-11-17 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 -1.02%
SB.FUT Sell All 9.75%
Assets Rebalanced
None
2022-11-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
OJ.FUT Orange Juice Future Buy 18.26% -3.66%
SB.FUT Sugar #11 Future Buy 20.82% 9.85%
The percentage of cash held in the portfolio is: 60.91%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All 10.16%
Assets Rebalanced
None
2022-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 21.42% 10.56%
OJ.FUT Orange Juice Future Buy 18.15% -4.88%
SB.FUT Sugar #11 Future Buy 20.46% 7.26%
The percentage of cash held in the portfolio is: 39.96%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -0.9%
Assets Rebalanced
None
2022-11-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 20.5% 5.68%
OJ.FUT Orange Juice Future Buy 19.65% 2.88%
SB.FUT Sugar #11 Future Buy 19.68% 3.03%
LE.FUT Live Cattle Future Buy 19.09% 0%
The percentage of cash held in the portfolio is: 21.09%
New Assets Added
  • LE.FUT
Assets Removed
None
Assets Rebalanced
None
2022-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 19.5% -1.2%
OJ.FUT Orange Juice Future Buy 20.15% 3.68%
SB.FUT Sugar #11 Future Buy 19.46% 0.11%
The percentage of cash held in the portfolio is: 40.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All 0.16%
Assets Rebalanced
None
2022-11-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.57% -0.07%
HG.FUT Copper Future Buy 19.68% -1.04%
OJ.FUT Orange Juice Future Buy 19.58% 0%
SB.FUT Sugar #11 Future Buy 19.58% 0%
The percentage of cash held in the portfolio is: 21.58%
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
LE.FUT Live Cattle Future Buy 19.39% 0.2%
KE.FUT KC HRW Wheat Front Future Buy 19.65% 0%
HG.FUT Copper Future Buy 19.65% 0%
The percentage of cash held in the portfolio is: 41.31%
New Assets Added
  • KE.FUT
  • HG.FUT
Assets Removed
Asset Action Perf %
ZM.FUT Sell All 1.12%
Assets Rebalanced
None
2022-10-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 19.56% 1.19%
ZM.FUT Soybean Meal Future Buy 19.44% 0.53%
The percentage of cash held in the portfolio is: 61%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 8.83%
Assets Rebalanced
None
2022-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 20% 6%
LE.FUT Live Cattle Future Buy 19.5% 0%
ZM.FUT Soybean Meal Future Buy 19.5% 0%
The percentage of cash held in the portfolio is: 41%
New Assets Added
  • LE.FUT
  • ZM.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 19.62% 3.56%
The percentage of cash held in the portfolio is: 80.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
HO.FUT Sell All 13.52%
Assets Rebalanced
None
2022-10-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 21.98% 15.59%
ZL.FUT Soybean Oil Future Buy 19% 0%
The percentage of cash held in the portfolio is: 59.01%
New Assets Added
  • ZL.FUT
Assets Removed
None
Assets Rebalanced
None
2022-10-05 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 19.6% 0%
The percentage of cash held in the portfolio is: 80.4%
New Assets Added
  • HO.FUT
Assets Removed
None
Assets Rebalanced
None
2022-09-09 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 -4.13%
Assets Rebalanced
None
2022-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 20.23% -0.58%
The percentage of cash held in the portfolio is: 79.77%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All 2.25%
Assets Rebalanced
None

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