Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-25
Exit Date: 2024-06-07
Long Contract: 2
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 0.75 2005-06-07 1.25

0.5

2006 2006-04-25 2.5 2006-06-07 2.23

-0.27

2007 2007-04-25 -0.075 2007-06-07 1.275

1.35

2008 2008-04-25 1.925 2008-06-06 1.3

-0.625

2009 2009-04-27 0.925 2009-06-05 1.95

1.025

2010 2010-04-26 0.9 2010-06-07 1.075

0.175

2011 2011-04-25 0.125 2011-06-07 1.65

1.525

2012 2012-04-25 1.65 2012-06-07 2.025

0.375

2013 2013-04-25 1.025 2013-06-07 1.425

0.4

2014 2014-04-25 0.875 2014-06-06 1.85

0.975

2015 2015-04-27 -0.625 2015-06-05 -0.05

0.575

2016 2016-04-25 -0.925 2016-06-07 -0.075

0.85

2017 2017-04-25 0.3 2017-06-07 0.325

0.025

2018 2018-04-25 1.7 2018-06-07 3.95

2.25

2019 2019-04-25 2.85 2019-06-07 4.75

1.9

2020 2020-04-27 4.025 2020-06-05 4.225

0.2