Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-25
Exit Date: 2024-06-07
Long Contract: 2
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 1.83 2005-06-07 3.07

1.24

2006 2006-04-25 4.6 2006-06-07 4.75

0.15

2007 2007-04-25 -0.05 2007-06-07 2.55

2.6

2008 2008-04-25 1.95 2008-06-06 3.175

1.225

2009 2009-04-27 3.1 2009-06-05 4.275

1.175

2010 2010-04-26 2.4 2010-06-07 3.35

0.95

2011 2011-04-25 1.9 2011-06-07 6.05

4.15

2012 2012-04-25 4.15 2012-06-07 5.5

1.35

2013 2013-04-25 2.275 2013-06-07 3.85

1.575

2014 2014-04-25 2.975 2014-06-06 4.65

1.675

2015 2015-04-27 0.3 2015-06-05 1.325

1.025

2016 2016-04-25 -0.95 2016-06-07 0.675

1.625

2017 2017-04-25 1.4 2017-06-07 0.45

-0.95

2018 2018-04-25 6.125 2018-06-07 8.225

2.1

2019 2019-04-25 6.925 2019-06-07 9.675

2.75

2020 2020-04-27 7.85 2020-06-05 8.75

0.9