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In this paper, we examine how to trade a basket of commodities futures using Turnleaf Analytics daily forecast for US CPI YoY NSA. Our commodities basket traded with signals from Turnleaf Analytics daily US CPI YoY NSA forecasts has risk adjusted returns of 1.07 in a historical sample since 2018, whilst trend has risk adjusted returns of 0.83 during this same period. The correlation between the inflation trading rule and trend is low (around 16% in our sample). Hence, our commodities basket trade with our inflation forecasts can offer diversification for investors already exposed to trend following strategies on the same assets.