Backtest Result of Corn (C)


Entry Date: 2023-09-07
Exit Date: 2023-10-05
Long Contract: 12
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 -11.5 2005-10-05 -13.0

-1.5

2006 2006-09-07 -14.0 2006-10-05 -11.5

2.5

2007 2007-09-07 -16.5 2007-10-05 -16.75

-0.25

2008 2008-09-08 -18.75 2008-10-03 -18.5

0.25

2009 2009-09-08 -13.5 2009-10-05 -12.75

0.75

2010 2010-09-07 -13.5 2010-10-05 -10.75

2.75

2011 2011-09-07 -12.75 2011-10-05 -12.75

0.0

2012 2012-09-07 -3.0 2012-10-05 -0.5

2.5

2013 2013-09-09 -13.0 2013-10-04 -12.75

0.25

2014 2014-09-08 -13.0 2014-10-03 -13.0

0.0

2015 2015-09-08 -11.5 2015-10-05 -10.25

1.25

2016 2016-09-07 -9.75 2016-10-05 -9.75

0.0

2017 2017-09-07 -12.5 2017-10-05 -13.0

-0.5

2018 2018-09-07 -12.25 2018-10-05 -11.75

0.5

2019 2019-09-09 -13.0 2019-10-04 -12.25

0.75

2020 2020-09-08 -10.25 2020-10-05 -9.75

0.5