Backtest Result of Soybean (S)


Entry Date: 2024-05-05
Exit Date: 2024-06-12
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -2.75 2005-06-10 7.0

9.75

2006 2006-05-05 9.75 2006-06-12 14.5

4.75

2007 2007-05-07 15.75 2007-06-12 17.25

1.5

2008 2008-05-05 -32.0 2008-06-12 -11.0

21.0

2009 2009-05-05 -46.5 2009-06-12 -32.0

14.5

2010 2010-05-05 -6.0 2010-06-11 -1.5

4.5

2011 2011-05-05 -6.0 2011-06-10 2.25

8.25

2012 2012-05-07 -33.0 2012-06-12 -27.0

6.0

2013 2013-05-06 -42.5 2013-06-12 -44.5

-2.0

2014 2014-05-05 -58.0 2014-06-12 -38.5

19.5

2015 2015-05-05 -7.75 2015-06-12 -3.25

4.5

2016 2016-05-05 -5.0 2016-06-10 -5.75

-0.75

2017 2017-05-05 -2.0 2017-06-12 2.75

4.75

2018 2018-05-07 1.75 2018-06-12 9.25

7.5

2019 2019-05-06 10.75 2019-06-12 13.75

3.0

2020 2020-05-05 4.75 2020-06-12 6.5

1.75