Backtest Result of Soybean Meal (SM)


Entry Date: 2024-04-10
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 -0.8 2005-05-27 0.5

1.3

2006 2006-04-10 -1.1 2006-05-26 -1.0

0.1

2007 2007-04-10 -0.8 2007-05-25 0.0

0.8

2008 2008-04-10 -1.2 2008-05-28 -1.3

-0.1

2009 2009-04-13 -0.3 2009-05-28 5.0

5.3

2010 2010-04-12 -0.9 2010-05-28 -0.5

0.4

2011 2011-04-11 -1.6 2011-05-27 -1.4

0.2

2012 2012-04-10 3.7 2012-05-25 2.7

-1.0

2013 2013-04-10 -1.8 2013-05-28 -1.1

0.7

2014 2014-04-10 1.2 2014-05-28 1.6

0.4

2015 2015-04-10 -0.8 2015-05-28 0.8

1.6

2016 2016-04-11 -0.6 2016-05-27 7.3

7.9

2017 2017-04-10 -0.7 2017-05-26 -0.6

0.1

2018 2018-04-10 4.0 2018-05-25 3.8

-0.2

2019 2019-04-10 -1.3 2019-05-28 -1.3

0.0

2020 2020-04-13 -0.2 2020-05-28 -1.1

-0.9