Backtest Result of Corn (C)


Entry Date: 2024-09-07
Exit Date: 2024-10-10
Long Contract: 12
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 -11.5 2005-10-10 -12.75

-1.25

2006 2006-09-07 -14.0 2006-10-10 -12.5

1.5

2007 2007-09-07 -16.5 2007-10-10 -17.0

-0.5

2008 2008-09-08 -18.75 2008-10-10 -17.5

1.25

2009 2009-09-08 -13.5 2009-10-09 -12.25

1.25

2010 2010-09-07 -13.5 2010-10-08 -9.25

4.25

2011 2011-09-07 -12.75 2011-10-10 -12.5

0.25

2012 2012-09-07 -3.0 2012-10-10 -1.0

2.0

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

0.25

2014 2014-09-08 -13.0 2014-10-10 -12.75

0.25

2015 2015-09-08 -11.5 2015-10-09 -10.75

0.75

2016 2016-09-07 -9.75 2016-10-10 -10.0

-0.25

2017 2017-09-07 -12.5 2017-10-10 -13.5

-1.0

2018 2018-09-07 -12.25 2018-10-10 -12.0

0.25

2019 2019-09-09 -13.0 2019-10-10 -11.25

1.75

2020 2020-09-08 -10.25 2020-10-09 -7.25

3.0