Backtest Result of Live Cattle (LC)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.93 2005-06-07 1.82

0.89

2006 2006-05-10 1.82 2006-06-07 2.52

0.7

2007 2007-05-10 -0.025 2007-06-07 1.275

1.3

2008 2008-05-12 0.425 2008-06-06 1.875

1.45

2009 2009-05-11 2.125 2009-06-05 2.325

0.2

2010 2010-05-10 1.375 2010-06-07 2.275

0.9

2011 2011-05-10 2.35 2011-06-07 4.4

2.05

2012 2012-05-10 3.15 2012-06-07 3.475

0.325

2013 2013-05-10 1.75 2013-06-07 2.425

0.675

2014 2014-05-12 2.325 2014-06-06 2.8

0.475

2015 2015-05-11 1.25 2015-06-05 1.375

0.125

2016 2016-05-10 -0.55 2016-06-07 0.75

1.3

2017 2017-05-10 -0.125 2017-06-07 0.125

0.25

2018 2018-05-10 4.475 2018-06-07 4.275

-0.2

2019 2019-05-10 4.05 2019-06-07 4.925

0.875

2020 2020-05-11 3.45 2020-06-05 4.525

1.075