Backtest Result of Corn (C)


Entry Date: 2024-09-07
Exit Date: 2024-10-15
Long Contract: 12
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 -18.25 2005-10-14 -20.5

-2.25

2006 2006-09-07 -22.5 2006-10-13 -15.0

7.5

2007 2007-09-07 -26.5 2007-10-15 -26.75

-0.25

2008 2008-09-08 -30.75 2008-10-15 -29.0

1.75

2009 2009-09-08 -23.0 2009-10-15 -20.5

2.5

2010 2010-09-07 -18.0 2010-10-15 -17.75

0.25

2011 2011-09-07 -19.75 2011-10-14 -18.75

1.0

2012 2012-09-07 0.75 2012-10-15 5.5

4.75

2013 2013-09-09 -21.25 2013-10-15 -20.75

0.5

2014 2014-09-08 -21.5 2014-10-15 -22.0

-0.5

2015 2015-09-08 -18.5 2015-10-15 -17.25

1.25

2016 2016-09-07 -17.25 2016-10-14 -16.0

1.25

2017 2017-09-07 -20.25 2017-10-13 -22.5

-2.25

2018 2018-09-07 -20.0 2018-10-15 -19.0

1.0

2019 2019-09-09 -22.5 2019-10-15 -17.25

5.25

2020 2020-09-08 -16.75 2020-10-15 -5.5

11.25