Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-25
Exit Date: 2024-06-12
Long Contract: 2
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 1.83 2005-06-10 3.45

1.62

2006 2006-04-25 4.6 2006-06-12 4.955

0.355

2007 2007-04-25 -0.05 2007-06-12 2.6

2.65

2008 2008-04-25 1.95 2008-06-12 3.625

1.675

2009 2009-04-27 3.1 2009-06-12 3.175

0.075

2010 2010-04-26 2.4 2010-06-11 4.1

1.7

2011 2011-04-25 1.9 2011-06-10 8.0

6.1

2012 2012-04-25 4.15 2012-06-12 5.7

1.55

2013 2013-04-25 2.275 2013-06-12 3.775

1.5

2014 2014-04-25 2.975 2014-06-12 4.4

1.425

2015 2015-04-27 0.3 2015-06-12 0.15

-0.15

2016 2016-04-25 -0.95 2016-06-10 -0.5

0.45

2017 2017-04-25 1.4 2017-06-12 0.9

-0.5

2018 2018-04-25 6.125 2018-06-12 7.525

1.4

2019 2019-04-25 6.925 2019-06-12 9.025

2.1

2020 2020-04-27 7.85 2020-06-12 8.0

0.15