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KAN-73 · Commodities Dashboards

Commodities — Historical Dashboard (Page 2)

Institutional historical accuracy and simulated PnL — verified runs only, direction floor 60%.

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Run registry (Dir Acc ≥ 60%)

Run IDDateStatusDir AccSelectedEval N
No runs ≥ 60% Dir Acc

Historical direction accuracy

Sample sizes shown; rows below 60% Dir Acc hidden.

DateEval NDirection accuracy
2026-07-23785.7%
2026-07-28771.4%
2026-08-06771.4%
2026-08-077100.0%
2026-08-13771.4%
2026-08-20771.4%
2026-08-21771.4%
2026-08-26785.7%
2026-09-04771.4%
2026-09-08771.4%
2026-09-107100.0%

PnL simulation

SIMULATION is model-driven long-only UP strategy. Not a live brokerage P&L statement.

Sim net PnL: 60012.8662
Actual-market net PnL: 40533.8826
Max DD (sim): 0.120929
Wins/Losses/Flats: 848/725/0
Trades: 1573

Equity curve

Blue = simulated strategy equity · Green = equal-weight always-long actual market

Daily simulated PnL

Green = positive day · Red = negative day

Direction accuracy (≥ 60%)

Drawdown from peak

Assumptions

  • Starting capital: $100,000
  • Long-only on UP; DOWN / flat = no position (not short).
  • Signal date close → next-session close return from evaluation Actual_Return.
  • Equal weight across instruments with an UP signal that day.
  • Costs: 1.0 bps commission-equivalent + 1.0 bps slippage per position
DateSim PnL $Actual mkt PnL $UP posDOWN flatSim equityMkt equity
2026-07-30-645.5167-371.582561150670.5019129552.4173
2026-07-31-1167.1907-1167.190770149503.3111128385.2266
2026-08-03-1226.0001-1276.307661148277.3111127108.919
2026-08-041062.4739939.794161149339.785128048.7131
2026-08-05930.3976539.525261150270.1826128588.2384
2026-08-061200.4354970.786352151470.6179129559.0246
2026-08-073089.10182620.538361154559.7198132179.5629
2026-08-1017.9958206.366761154577.7156132385.9296
2026-08-111490.26271082.025552156067.9783133467.9551
2026-08-12-1240.5236-1651.979143154827.4546131815.9761
2026-08-13648.7653897.790952155476.2199132713.7669
2026-08-14708.11411066.076352156184.334133779.8433
2026-08-17-798.0702-420.406843155386.2638133359.4365
2026-08-181749.13341535.461343157135.3972134894.8977
2026-08-19175.9032935.286443157311.3004135830.1841
2026-08-201934.29921213.620643159245.5996137043.8047
2026-08-21-107.3784-513.440743159138.2212136530.364
2026-08-24-534.2789-571.078252158603.9423135959.2858
2026-08-25-338.236992.554561158265.7054136051.8403
2026-08-261353.06551052.688761159618.7709137104.529
2026-08-27-1267.5891-1111.594961158351.1818135992.9341
2026-08-28-44.3505642.787643158306.8312136635.7217
2026-08-31-54.8465606.87461158251.9847137242.5958
2026-09-01446.258504.740961158698.2427137747.3367
2026-09-021057.6093778.809552159755.8521138526.1462
2026-09-03-369.1048-15.17861159386.7473138510.9682
2026-09-04502.5191399.971761159889.2663138910.9399
2026-09-08935.4166935.416670160824.683139846.3566
2026-09-09-2586.3225436.802643158238.3605140283.1592
2026-09-101774.5058250.723543160012.8662140533.8826