Backtest Result of Lean Hogs (HE)


Entry Date: 2024-10-12
Exit Date: 2024-11-14
Long Contract: 8
Short Contract: 6



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-12 -7.13 2005-11-14 -6.62

0.51

2006 2006-10-12 -4.65 2006-11-14 -4.275

0.375

2007 2007-10-12 -3.9 2007-11-14 -2.875

1.025

2008 2008-10-13 -3.975 2008-11-14 -3.15

0.825

2009 2009-10-12 -0.825 2009-11-13 -0.725

0.1

2010 2010-10-12 -1.875 2010-11-12 -1.625

0.25

2011 2011-10-12 -3.475 2011-11-14 -1.65

1.825

2012 2012-10-12 -1.35 2012-11-14 -1.075

0.275

2013 2013-10-14 -3.7 2013-11-14 -3.525

0.175

2014 2014-10-13 -4.775 2014-11-14 -4.225

0.55

2015 2015-10-12 -1.675 2015-11-13 0.475

2.15

2016 2016-10-12 0.4 2016-11-14 1.725

1.325

2017 2017-10-12 -0.35 2017-11-14 -0.65

-0.3

2018 2018-10-12 -0.6 2018-11-14 0.6

1.2

2019 2019-10-14 -2.475 2019-11-14 -0.975

1.5

2020 2020-10-12 -1.85 2020-11-13 0.475

2.325