Backtest Result of Live Cattle (LC)


Entry Date: 2023-05-10
Exit Date: 2023-06-07
Long Contract: 2
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 2.12 2005-06-07 5.1

2.98

2006 2006-05-10 8.355 2006-06-07 8.1

-0.255

2007 2007-05-10 4.4 2007-06-07 6.475

2.075

2008 2008-05-12 8.525 2008-06-06 10.4

1.875

2009 2009-05-11 8.4 2009-06-05 9.725

1.325

2010 2010-05-10 3.95 2010-06-07 4.625

0.675

2011 2011-05-10 9.275 2011-06-07 12.2

2.925

2012 2012-05-10 9.45 2012-06-07 10.075

0.625

2013 2013-05-10 6.075 2013-06-07 7.225

1.15

2014 2014-05-12 8.075 2014-06-06 7.85

-0.225

2015 2015-05-11 2.775 2015-06-05 3.125

0.35

2016 2016-05-10 -2.225 2016-06-07 0.175

2.4

2017 2017-05-10 -4.25 2017-06-07 -3.325

0.925

2018 2018-05-10 10.225 2018-06-07 11.225

1.0

2019 2019-05-10 7.85 2019-06-07 10.875

3.025

2020 2020-05-11 11.675 2020-06-05 11.875

0.2