Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-20
Exit Date: 2024-06-07
Long Contract: 2
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 1.93 2005-06-07 3.07

1.14

2006 2006-04-20 4.23 2006-06-07 4.75

0.52

2007 2007-04-20 0.675 2007-06-07 2.55

1.875

2008 2008-04-21 2.8 2008-06-06 3.175

0.375

2009 2009-04-20 2.9 2009-06-05 4.275

1.375

2010 2010-04-20 2.575 2010-06-07 3.35

0.775

2011 2011-04-20 1.25 2011-06-07 6.05

4.8

2012 2012-04-20 3.5 2012-06-07 5.5

2.0

2013 2013-04-22 2.3 2013-06-07 3.85

1.55

2014 2014-04-21 3.25 2014-06-06 4.65

1.4

2015 2015-04-20 1.25 2015-06-05 1.325

0.075

2016 2016-04-20 -0.65 2016-06-07 0.675

1.325

2017 2017-04-20 0.55 2017-06-07 0.45

-0.1

2018 2018-04-20 6.1 2018-06-07 8.225

2.125

2019 2019-04-22 6.225 2019-06-07 9.675

3.45

2020 2020-04-20 8.85 2020-06-05 8.75

-0.1