Backtest Result of Soybean (S)


Entry Date: 2024-05-15
Exit Date: 2024-06-17
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.75 2005-06-17 10.0

9.25

2006 2006-05-15 9.75 2006-06-16 13.5

3.75

2007 2007-05-15 15.5 2007-06-15 18.0

2.5

2008 2008-05-15 -8.75 2008-06-17 1.0

9.75

2009 2009-05-15 -47.5 2009-06-17 -32.0

15.5

2010 2010-05-17 -4.25 2010-06-17 -6.25

-2.0

2011 2011-05-16 -8.0 2011-06-17 0.5

8.5

2012 2012-05-15 -35.0 2012-06-15 -18.0

17.0

2013 2013-05-15 -52.75 2013-06-17 -48.25

4.5

2014 2014-05-15 -56.0 2014-06-17 -32.0

24.0

2015 2015-05-15 -2.5 2015-06-17 -2.0

0.5

2016 2016-05-16 -4.5 2016-06-17 -3.5

1.0

2017 2017-05-15 -2.0 2017-06-16 5.0

7.0

2018 2018-05-15 2.0 2018-06-15 12.25

10.25

2019 2019-05-15 11.75 2019-06-17 13.25

1.5

2020 2020-05-15 4.25 2020-06-17 5.5

1.25