Backtest Result of Soybean Meal (SM)


Entry Date: 2024-04-10
Exit Date: 2024-04-28
Long Contract: 7
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 0.7 2005-04-28 1.8

1.1

2006 2006-04-10 -3.1 2006-04-28 -3.3

-0.2

2007 2007-04-10 -6.3 2007-04-27 -6.0

0.3

2008 2008-04-10 42.0 2008-04-28 44.0

2.0

2009 2009-04-13 40.4 2009-04-28 38.3

-2.1

2010 2010-04-12 16.3 2010-04-28 15.4

-0.9

2011 2011-04-11 -1.4 2011-04-28 5.0

6.4

2012 2012-04-10 24.6 2012-04-27 54.5

29.9

2013 2013-04-10 49.8 2013-04-26 64.6

14.8

2014 2014-04-10 82.4 2014-04-28 92.0

9.6

2015 2015-04-10 2.7 2015-04-28 5.9

3.2

2016 2016-04-11 -3.0 2016-04-28 3.9

6.9

2017 2017-04-10 1.5 2017-04-28 -0.3

-1.8

2018 2018-04-10 7.1 2018-04-27 8.0

0.9

2019 2019-04-10 -4.6 2019-04-26 -3.4

1.2

2020 2020-04-13 -3.3 2020-04-28 -2.7

0.6