Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-20
Exit Date: 2024-06-07
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 1.1 2005-06-07 1.82

0.72

2006 2006-04-20 1.7 2006-06-07 2.52

0.82

2007 2007-04-20 0.475 2007-06-07 1.275

0.8

2008 2008-04-21 1.05 2008-06-06 1.875

0.825

2009 2009-04-20 2.0 2009-06-05 2.325

0.325

2010 2010-04-20 1.575 2010-06-07 2.275

0.7

2011 2011-04-20 1.125 2011-06-07 4.4

3.275

2012 2012-04-20 2.25 2012-06-07 3.475

1.225

2013 2013-04-22 1.5 2013-06-07 2.425

0.925

2014 2014-04-21 2.35 2014-06-06 2.8

0.45

2015 2015-04-20 1.6 2015-06-05 1.375

-0.225

2016 2016-04-20 0.3 2016-06-07 0.75

0.45

2017 2017-04-20 0.575 2017-06-07 0.125

-0.45

2018 2018-04-20 4.525 2018-06-07 4.275

-0.25

2019 2019-04-22 3.9 2019-06-07 4.925

1.025

2020 2020-04-20 4.1 2020-06-05 4.525

0.425