Backtest Result of Live Cattle (LC)


Entry Date: 2024-04-30
Exit Date: 2024-06-07
Long Contract: 2
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 1.52 2005-06-07 3.07

1.55

2006 2006-05-01 4.53 2006-06-07 4.75

0.22

2007 2007-04-30 0.125 2007-06-07 2.55

2.425

2008 2008-04-30 1.725 2008-06-06 3.175

1.45

2009 2009-04-30 3.525 2009-06-05 4.275

0.75

2010 2010-04-30 2.625 2010-06-07 3.35

0.725

2011 2011-05-02 2.55 2011-06-07 6.05

3.5

2012 2012-04-30 5.25 2012-06-07 5.5

0.25

2013 2013-04-30 2.65 2013-06-07 3.85

1.2

2014 2014-04-30 3.1 2014-06-06 4.65

1.55

2015 2015-04-30 0.825 2015-06-05 1.325

0.5

2016 2016-05-02 -0.725 2016-06-07 0.675

1.4

2017 2017-05-01 1.175 2017-06-07 0.45

-0.725

2018 2018-04-30 6.525 2018-06-07 8.225

1.7

2019 2019-04-30 6.75 2019-06-07 9.675

2.925

2020 2020-04-30 8.225 2020-06-05 8.75

0.525