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ZA Commodity-Upside

Live paper-track since 6 Jul 2026
Today+0.6%
Backtest CAGR+11.6%
Sharpe0.54
maxDD-41.8%
vol25.8%
edge vs JSE All Share+0.5%
Backtest vs JSE All Share
By calendar year vs JSE
YearStratJSEΔ
2026*-5.9%-1.5%-4.4%
2025+123.1%+38.0%+85.1%
2024+0.1%+10.8%-10.7%
2023-8.9%+3.1%-12.0%
2022+8.8%+0.4%+8.3%
2021+16.7%+22.7%-6.0%
2020+0.0%+4.8%-4.8%
2019*+0.0%+11.8%-11.8%
* partial year
⚠ point-in-time (survivorship-immune): monthly hold the 6 cheapest miners by as-of-date EV/EBITDA

Performance vs index

PeriodStrategyJSE All Sharevs index
Day+0.6%-0.3%+1.0%
Week+8.9%+3.7%+5.2%
Month+21.8%+6.1%+15.7%

Portfolio (7 Aug 2026)

#HoldingWeightDayscore
1GFI
modelled potential +12%; equal weight 16.7%.
16.7%+5.0%12%
2HAR
modelled potential -11%; equal weight 16.7%.
16.7%+0.4%-11%
3SSW
modelled potential -17%; equal weight 16.7%.
16.7%-1.5%-17%
4EXX
modelled potential -29%; equal weight 16.7%.
16.7%-2.7%-29%
5AU
modelled potential -33%; equal weight 16.7%.
16.7%+4.7%-33%
6NPH
modelled potential -38%; equal weight 16.7%.
16.7%-2.1%-38%

Signal feed / trades

RebalanceSignalHoldingPrice (ZAR)WeightResult
7 Aug 2026BuySSW
Sibanye-Stillwater
modelled potential -17%; equal weight 16.7%.
4 34316.7%
BuyNPH
Northam Platinum
modelled potential -38%; equal weight 16.7%.
26 93216.7%
SellKIO
Kumba Iron Ore
dropped out of the top ranking (entry score was -36%)
25 937-8.5%
SellAGL
Anglo American
dropped out of the top ranking (entry score was -85%)
88 100+16.6%
17 Jul 2026BuyAGL
Anglo American
modelled potential -85%; equal weight 16.7%.
75 53716.7%
SellIMP
Impala Platinum
dropped out of the top ranking (entry score was -84%)
17 679-6.5%
14 Jul 2026BuyEXX
Exxaro Resources
modelled potential +3%; equal weight 16.7%.
19 85416.7%
BuyKIO
Kumba Iron Ore
modelled potential -22%; equal weight 16.7%.
28 33216.7%
BuyIMP
Impala Platinum
modelled potential -84%; equal weight 16.7%.
18 90716.7%
6 Jul 2026
initial book
BuyGFI
Gold Fields
modelled potential -22%; equal weight 33.3%.
34.6133.3%
BuyAU
AngloGold Ashanti
modelled potential -24%; equal weight 33.3%.
84.0533.3%
BuyHAR
Harmony Gold
modelled potential -57%; equal weight 33.3%.
26 36333.3%

Prices are the frozen close on the signal date — the price at which the live paper-book starts (buy) or stops (sell) holding the position. Sell result is the price change from the position's own buy signal, dividends not included.