Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-15
Exit Date: 2024-04-23
Long Contract: 8
Short Contract: 6



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-15 -0.92 2005-04-22 -0.85

0.07

2006 2006-04-17 2.05 2006-04-21 2.15

0.1

2007 2007-04-16 -1.625 2007-04-23 -1.525

0.1

2008 2008-04-15 6.05 2008-04-23 6.125

0.075

2009 2009-04-15 0.375 2009-04-23 0.2

-0.175

2010 2010-04-15 -1.625 2010-04-23 -1.325

0.3

2011 2011-04-15 1.95 2011-04-21 1.45

-0.5

2012 2012-04-16 2.875 2012-04-23 4.025

1.15

2013 2013-04-15 0.575 2013-04-23 0.8

0.225

2014 2014-04-15 -2.025 2014-04-23 -0.9

1.125

2015 2015-04-15 -2.675 2015-04-23 -1.175

1.5

2016 2016-04-15 -4.15 2016-04-22 -3.1

1.05

2017 2017-04-17 -4.025 2017-04-21 -3.925

0.1

2018 2018-04-16 0.025 2018-04-23 0.2

0.175

2019 2019-04-15 -3.15 2019-04-23 -2.925

0.225

2020 2020-04-15 4.7 2020-04-23 5.525

0.825