Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-25
Exit Date: 2024-06-02
Long Contract: 2
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 1.83 2005-06-02 3.28

1.45

2006 2006-04-25 4.6 2006-06-02 4.475

-0.125

2007 2007-04-25 -0.05 2007-06-01 2.1

2.15

2008 2008-04-25 1.95 2008-06-02 2.175

0.225

2009 2009-04-27 3.1 2009-06-02 3.9

0.8

2010 2010-04-26 2.4 2010-06-02 2.7

0.3

2011 2011-04-25 1.9 2011-06-02 6.15

4.25

2012 2012-04-25 4.15 2012-06-01 5.35

1.2

2013 2013-04-25 2.275 2013-05-31 3.475

1.2

2014 2014-04-25 2.975 2014-06-02 4.625

1.65

2015 2015-04-27 0.3 2015-06-02 1.3

1.0

2016 2016-04-25 -0.95 2016-06-02 -0.6

0.35

2017 2017-04-25 1.4 2017-06-02 0.225

-1.175

2018 2018-04-25 6.125 2018-06-01 8.175

2.05

2019 2019-04-25 6.925 2019-05-31 8.875

1.95

2020 2020-04-27 7.85 2020-06-02 8.35

0.5