Backtest Result of Live Cattle (LC)


Entry Date: 2023-05-05
Exit Date: 2023-06-07
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 0.87 2005-06-07 1.82

0.95

2006 2006-05-05 1.63 2006-06-07 2.52

0.89

2007 2007-05-07 0.1 2007-06-07 1.275

1.175

2008 2008-05-05 0.05 2008-06-06 1.875

1.825

2009 2009-05-05 2.225 2009-06-05 2.325

0.1

2010 2010-05-05 1.275 2010-06-07 2.275

1.0

2011 2011-05-05 1.775 2011-06-07 4.4

2.625

2012 2012-05-07 3.325 2012-06-07 3.475

0.15

2013 2013-05-06 1.425 2013-06-07 2.425

1.0

2014 2014-05-05 2.45 2014-06-06 2.8

0.35

2015 2015-05-05 1.125 2015-06-05 1.375

0.25

2016 2016-05-05 -0.45 2016-06-07 0.75

1.2

2017 2017-05-05 0.35 2017-06-07 0.125

-0.225

2018 2018-05-07 4.3 2018-06-07 4.275

-0.025

2019 2019-05-06 3.575 2019-06-07 4.925

1.35

2020 2020-05-05 4.675 2020-06-05 4.525

-0.15