Backtest Result of Live Cattle (LC)


Entry Date: 2023-05-15
Exit Date: 2023-06-07
Long Contract: 2
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 1.57 2005-06-07 3.07

1.5

2006 2006-05-15 4.58 2006-06-07 4.75

0.17

2007 2007-05-15 0.2 2007-06-07 2.55

2.35

2008 2008-05-15 1.925 2008-06-06 3.175

1.25

2009 2009-05-15 3.8 2009-06-05 4.275

0.475

2010 2010-05-17 3.325 2010-06-07 3.35

0.025

2011 2011-05-16 3.075 2011-06-07 6.05

2.975

2012 2012-05-15 4.1 2012-06-07 5.5

1.4

2013 2013-05-15 2.875 2013-06-07 3.85

0.975

2014 2014-05-15 4.0 2014-06-06 4.65

0.65

2015 2015-05-15 0.925 2015-06-05 1.325

0.4

2016 2016-05-16 -2.225 2016-06-07 0.675

2.9

2017 2017-05-15 0.55 2017-06-07 0.45

-0.1

2018 2018-05-15 7.475 2018-06-07 8.225

0.75

2019 2019-05-15 7.95 2019-06-07 9.675

1.725

2020 2020-05-15 6.475 2020-06-05 8.75

2.275