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All portfolios and performance
Portfolio Ref: CO5SP1MS2
Performance in the last:
Follow this Portfolio
1D 0.5 %
1W 1.2 %
2W 1.2 %
1M 1.2 %
3M 18.9 %
6M 16.8 %
9M 19.1 %
1Y 22.7 %
Alpha
22.2%
Beta
0.07
sharpe-R
1.99
Benchmark
SPGSCI (S&P-GSCI Commodity Index Future)
sharpe-R Benchmark
-0.23
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 2024-11-21 00:32:10
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -3.46%
Max. DrawDown Benchmark -16.49%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month 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

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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
CC.FUT Cocoa Future Commodity Buy 15.67% 8.1%
The percentage of cash held in the portfolio is: 84.33%
** 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
2024-09-30 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 36.43%
KE.FUT Sell All 3.5%
Assets Rebalanced
None
2024-09-24 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 13.62% 3.41%
NG.FUT Natural Gas Future Buy 49.33% 22.84%
The percentage of cash held in the portfolio is: 37.05%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
NG.FUT Sell -1.58%
2024-09-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 13.87% 1.48%
NG.FUT Natural Gas Future Buy 49.33% 14.71%
The percentage of cash held in the portfolio is: 36.8%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
NG.FUT Sell -1.39%
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
2024-04-19 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
KE.FUT Sell All -1.03%
Assets Rebalanced
None
2024-04-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
KE.FUT KC HRW Wheat Front Future Buy 14.53% 0.9%
The percentage of cash held in the portfolio is: 85.47%
New Assets Added
None
Assets Removed
Asset Action Perf %
BZ.FUT Sell All 7.38%
Assets Rebalanced
None
2024-04-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
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 -0.88%
2024-03-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.33% 3.71%
KE.FUT KC HRW Wheat Front Future Buy 14.67% 0%
The percentage of cash held in the portfolio is: 36%
New Assets Added
  • KE.FUT
Assets Removed
None
Assets Rebalanced
Asset Action Weight
BZ.FUT Sell -0.8%
2024-03-18 00:00:00 : Portfolio change date
Asset Action Weight PnL
BZ.FUT Crude Oil Brent Buy 49.6% 1.54%
The percentage of cash held in the portfolio is: 50.4%
New Assets Added
None
Assets Removed
Asset Action Perf %
OJ.FUT Sell All 2.12%
Assets Rebalanced
None
2024-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
OJ.FUT Orange Juice Future Buy 14.74% 0.57%
BZ.FUT Crude Oil Brent Buy 49.33% 0%
The percentage of cash held in the portfolio is: 35.93%
New Assets Added
  • BZ.FUT
Assets Removed
None
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
2024-02-09 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All 30.03%
Assets Rebalanced
None
2024-01-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
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
2023-11-17 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.46% -2.67%
The percentage of cash held in the portfolio is: 85.54%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -1.05%
Assets Rebalanced
None
2023-11-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 14.53% -1.09%
KC.FUT Coffee Future Buy 14.8% 0%
The percentage of cash held in the portfolio is: 70.67%
New Assets Added
  • KC.FUT
Assets Removed
None
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
2023-09-25 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All 12.52%
Assets Rebalanced
None
2023-09-19 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 16.44% 12.6%
The percentage of cash held in the portfolio is: 83.56%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All -10.19%
Assets Rebalanced
None
2023-09-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
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
2023-08-21 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 2.85%
Assets Rebalanced
None
2023-07-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
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
2023-06-26 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All 14.9%
Assets Rebalanced
None
2023-05-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
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
2023-04-28 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All 0.62%
GF.FUT Sell All 15.54%
Assets Rebalanced
None
2023-04-27 00:00:00 : Portfolio change date
Asset Action Weight PnL
CC.FUT Cocoa Future Buy 14.82% 1.48%
GF.FUT Feeder Cattle Future Buy 14.74% 15.14%
The percentage of cash held in the portfolio is: 70.45%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All -4.95%
Assets Rebalanced
None
2023-04-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 46.66% -3.67%
CC.FUT Cocoa Future Buy 14.77% 1.75%
GF.FUT Feeder Cattle Future Buy 14.56% 14.41%
The percentage of cash held in the portfolio is: 24.01%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
GF.FUT Sell -1.06%
2023-04-20 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 47.63% -2.06%
CC.FUT Cocoa Future Buy 14.94% 2.51%
GF.FUT Feeder Cattle Future Buy 14.39% 4.97%
The percentage of cash held in the portfolio is: 23.04%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
GF.FUT Sell -0.91%
2023-04-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
RB.FUT RBOB Gasoline Future Buy 50.04% 6.42%
GF.FUT Feeder Cattle Future Buy 14.67% 4.09%
CC.FUT Cocoa Future Buy 13.9% -1.34%
The percentage of cash held in the portfolio is: 21.39%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 6.1%
SI.FUT Sell All 17.88%
Assets Rebalanced
None
2023-03-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.8% 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 9.81% 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 -0.81%
2023-03-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.63% -0.5%
SI.FUT Silver Future Buy 9.67% -0.09%
The percentage of cash held in the portfolio is: 80.71%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -0.74%
Assets Rebalanced
None
2023-03-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 15.07% -0.53%
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: 65.6%
New Assets Added
  • GC.FUT
  • SI.FUT
Assets Removed
None
Assets Rebalanced
None
2023-03-13 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 15.12% -0.15%
The percentage of cash held in the portfolio is: 84.88%
New Assets Added
None
Assets Removed
Asset Action Perf %
PL.FUT Sell All 0.44%
Assets Rebalanced
None
2023-03-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 15.17% 0.09%
PL.FUT Platinum Future Buy 9.73% -0.97%
The percentage of cash held in the portfolio is: 75.11%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All -3.07%
Assets Rebalanced
None
2023-03-07 00:00:00 : Portfolio change date
Asset Action Weight PnL
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
Asset Action Perf %
CT.FUT Sell All -6.53%
Assets Rebalanced
None
2023-02-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
CT.FUT Cotton Future Buy 14.65% -1.06%
LE.FUT Live Cattle Future Buy 14.69% 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 14.57% -1.62%
The percentage of cash held in the portfolio is: 85.43%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZO.FUT Sell All 0.27%
Assets Rebalanced
None
2023-02-03 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZO.FUT Oat Front Future Buy 14.42% 1.46%
CT.FUT Cotton Future Buy 14.8% 0.36%
The percentage of cash held in the portfolio is: 70.78%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 2.89%
HG.FUT Sell All 2.15%
Assets Rebalanced
None
2023-02-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 10.01% 5.15%
HG.FUT Copper Future Buy 9.97% 4.73%
ZO.FUT Oat Front Future Buy 14.52% 2.66%
CT.FUT Cotton Future Buy 14.6% -0.48%
The percentage of cash held in the portfolio is: 50.9%
New Assets Added
None
Assets Removed
Asset Action Perf %
RB.FUT Sell All 0.15%
Assets Rebalanced
None
2023-01-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.79% 3.34%
HG.FUT Copper Future Buy 9.89% 4.42%
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: 3.93%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
ZO.FUT Sell -1.16%
2023-01-26 00:00:00 : Portfolio change date
Asset Action Weight PnL
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%
KC.FUT Sell All -4.54%
Assets Rebalanced
None
2023-01-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.51% -0.77%
CL.FUT Crude Oil WTI Buy 49.33% 2.61%
The percentage of cash held in the portfolio is: 36.15%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
CL.FUT Sell -1%
2022-12-29 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 15.17% 3.03%
CL.FUT Crude Oil WTI Buy 49.45% 0.18%
The percentage of cash held in the portfolio is: 35.38%
New Assets Added
None
Assets Removed
Asset Action Perf %
SB.FUT Sell All -3.63%
Assets Rebalanced
None
2022-12-23 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.79% 0.5%
CL.FUT Crude Oil WTI Buy 49.33% -0.01%
SB.FUT Sugar #11 Future Buy 14.55% 0%
The percentage of cash held in the portfolio is: 21.34%
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 14.78% 0.48%
CL.FUT Crude Oil WTI Buy 49.33% 0%
The percentage of cash held in the portfolio is: 35.89%
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 14.49% -1.81%
The percentage of cash held in the portfolio is: 85.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
CC.FUT Sell All -2.53%
Assets Rebalanced
None
2022-12-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
KC.FUT Coffee Future Buy 14.64% -0.24%
CC.FUT Cocoa Future Buy 14.7% 0%
The percentage of cash held in the portfolio is: 70.67%
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 14.67% 0%
The percentage of cash held in the portfolio is: 85.33%
New Assets Added
  • KC.FUT
Assets Removed
Asset Action Perf %
SB.FUT Sell All 0.66%
Assets Rebalanced
None
2022-12-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
SB.FUT Sugar #11 Future Buy 15% 0.1%
The percentage of cash held in the portfolio is: 85%
New Assets Added
None
Assets Removed
Asset Action Perf %
GC.FUT Sell All 5.89%
Assets Rebalanced
None
2022-12-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
GC.FUT Gold Future Buy 9.96% 6.26%
SB.FUT Sugar #11 Future Buy 15.02% 0.26%
The percentage of cash held in the portfolio is: 75.02%
New Assets Added
None
Assets Removed
Asset Action Perf %
HG.FUT Sell All 9.46%
Assets Rebalanced
None
2022-11-15 00:00:00 : Portfolio change date
Asset Action Weight PnL
HG.FUT Copper Future Buy 9.36% 10.56%
GC.FUT Gold Future Buy 9.73% 3.76%
SB.FUT Sugar #11 Future Buy 15.15% 1.12%
The percentage of cash held in the portfolio is: 65.76%
New Assets Added
None
Assets Removed
Asset Action Perf %
LE.FUT Sell All -0.05%
Assets Rebalanced
None
2022-11-14 00:00:00 : Portfolio change date
Asset Action Weight PnL
LE.FUT Live Cattle Future Buy 14.37% 0.12%
HG.FUT Copper Future Buy 9.61% 13.58%
GC.FUT Gold Future Buy 9.72% 3.83%
SB.FUT Sugar #11 Future Buy 14.96% 0%
The percentage of cash held in the portfolio is: 51.33%
New Assets Added
  • SB.FUT
Assets Removed
Asset Action Perf %
ZL.FUT Sell All 12.41%
Assets Rebalanced
Asset Action Weight
HG.FUT Sell -0.8%
2022-11-10 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 13.99% 10.46%
LE.FUT Live Cattle Future Buy 14.54% -0.03%
HG.FUT Copper Future Buy 9.84% 6.02%
GC.FUT Gold Future Buy 9.49% 0%
The percentage of cash held in the portfolio is: 52.14%
New Assets Added
  • GC.FUT
Assets Removed
None
Assets Rebalanced
None
2022-11-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZL.FUT Soybean Oil Future Buy 14.46% 14.01%
LE.FUT Live Cattle Future Buy 14.6% 0.16%
HG.FUT Copper Future Buy 9.19% -1.2%
The percentage of cash held in the portfolio is: 61.75%
New Assets Added
None
Assets Removed
Asset Action Perf %
HO.FUT Sell All 9.39%
Assets Rebalanced
None
2022-11-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 49.33% 2.78%
ZL.FUT Soybean Oil Future Buy 14.16% 7.39%
LE.FUT Live Cattle Future Buy 15.18% 0.2%
HG.FUT Copper Future Buy 9.67% 0%
The percentage of cash held in the portfolio is: 11.67%
New Assets Added
  • HG.FUT
Assets Removed
None
Assets Rebalanced
Asset Action Weight
HO.FUT Buy 6.07%
ZL.FUT Sell -2.21%
2022-10-31 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 49.33% 31.81%
ZL.FUT Soybean Oil Future Buy 14.68% 8.31%
LE.FUT Live Cattle Future Buy 13.58% 0.84%
The percentage of cash held in the portfolio is: 22.4%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
HO.FUT Sell -1.76%
2022-10-28 00:00:00 : Portfolio change date
Asset Action Weight PnL
HO.FUT Heating Oil Future Buy 49.33% 23.13%
ZL.FUT Soybean Oil Future Buy 15.25% 8.83%
LE.FUT Live Cattle Future Buy 14.09% 1.19%
The percentage of cash held in the portfolio is: 21.33%
New Assets Added
None
Assets Removed
None
Assets Rebalanced
Asset Action Weight
HO.FUT Sell -1.13%
LE.FUT Buy 1.66%
2022-10-21 00:00:00 : Portfolio change date
Asset Action Weight PnL
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
2022-09-12 00:00:00 : Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is: 100%
New Assets Added
None
Assets Removed
Asset Action Perf %
ZC.FUT Sell All 11.02%
Assets Rebalanced
None
2022-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
ZC.FUT Corn Front Future Buy 14.52% 6.77%
The percentage of cash held in the portfolio is: 85.48%
New Assets Added
None
Assets Removed
Asset Action Perf %
CL.FUT Sell All -6.53%
CT.FUT Sell All -1.98%
Assets Rebalanced
None

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