Backtest Result of Lean Hogs (HE)


Entry Date: 2024-10-12
Exit Date: 2024-11-09
Long Contract: 7
Short Contract: 4



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-12 -0.8 2005-11-09 0.35

1.15

2006 2006-10-12 2.325 2006-11-09 3.0

0.675

2007 2007-10-12 7.45 2007-11-09 9.4

1.95

2008 2008-10-13 7.375 2008-11-07 9.4

2.025

2009 2009-10-12 8.1 2009-11-09 7.65

-0.45

2010 2010-10-12 5.525 2010-11-09 8.8

3.275

2011 2011-10-12 5.1 2011-11-09 6.675

1.575

2012 2012-10-12 10.125 2012-11-09 9.25

-0.875

2013 2013-10-14 4.15 2013-11-08 4.25

0.1

2014 2014-10-13 2.5 2014-11-07 3.35

0.85

2015 2015-10-12 7.25 2015-11-09 11.275

4.025

2016 2016-10-12 13.425 2016-11-09 13.175

-0.25

2017 2017-10-12 9.0 2017-11-09 9.025

0.025

2018 2018-10-12 11.925 2018-11-09 17.45

5.525

2019 2019-10-14 8.975 2019-11-08 12.275

3.3

2020 2020-10-12 8.475 2020-11-09 11.15

2.675