Backtest Result of Corn (C)


Entry Date: 2023-09-07
Exit Date: 2023-10-15
Long Contract: 12
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 -11.5 2005-10-14 -12.75

-1.25

2006 2006-09-07 -14.0 2006-10-13 -9.5

4.5

2007 2007-09-07 -16.5 2007-10-15 -16.25

0.25

2008 2008-09-08 -18.75 2008-10-15 -17.5

1.25

2009 2009-09-08 -13.5 2009-10-15 -12.0

1.5

2010 2010-09-07 -13.5 2010-10-15 -12.0

1.5

2011 2011-09-07 -12.75 2011-10-14 -11.5

1.25

2012 2012-09-07 -3.0 2012-10-15 0.0

3.0

2013 2013-09-09 -13.0 2013-10-15 -12.25

0.75

2014 2014-09-08 -13.0 2014-10-15 -13.0

0.0

2015 2015-09-08 -11.5 2015-10-15 -11.0

0.5

2016 2016-09-07 -9.75 2016-10-14 -9.5

0.25

2017 2017-09-07 -12.5 2017-10-13 -13.75

-1.25

2018 2018-09-07 -12.25 2018-10-15 -12.0

0.25

2019 2019-09-09 -13.0 2019-10-15 -11.0

2.0

2020 2020-09-08 -10.25 2020-10-15 -4.25

6.0