Backtest Result of Lean Hogs (HE)


Entry Date: 2024-10-12
Exit Date: 2024-11-14
Long Contract: 8
Short Contract: 4



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-12 -3.98 2005-11-14 -3.55

0.43

2006 2006-10-12 0.325 2006-11-14 1.9

1.575

2007 2007-10-12 4.4 2007-11-14 6.85

2.45

2008 2008-10-13 4.575 2008-11-14 6.7

2.125

2009 2009-10-12 7.6 2009-11-13 7.55

-0.05

2010 2010-10-12 4.7 2010-11-12 7.7

3.0

2011 2011-10-12 3.025 2011-11-14 5.35

2.325

2012 2012-10-12 9.05 2012-11-14 8.075

-0.975

2013 2013-10-14 1.9 2013-11-14 2.85

0.95

2014 2014-10-13 -0.25 2014-11-14 -0.6

-0.35

2015 2015-10-12 6.25 2015-11-13 11.4

5.15

2016 2016-10-12 13.45 2016-11-14 13.775

0.325

2017 2017-10-12 8.325 2017-11-14 9.075

0.75

2018 2018-10-12 10.825 2018-11-14 14.925

4.1

2019 2019-10-14 6.95 2019-11-14 10.525

3.575

2020 2020-10-12 6.725 2020-11-13 11.275

4.55