Backtest Result of Live Cattle (LC)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 0.75 2005-06-10 1.42

0.67

2006 2006-04-25 2.5 2006-06-12 2.975

0.475

2007 2007-04-25 -0.075 2007-06-12 1.4

1.475

2008 2008-04-25 1.925 2008-06-12 1.85

-0.075

2009 2009-04-27 0.925 2009-06-12 1.45

0.525

2010 2010-04-26 0.9 2010-06-11 1.425

0.525

2011 2011-04-25 0.125 2011-06-10 3.2

3.075

2012 2012-04-25 1.65 2012-06-12 2.1

0.45

2013 2013-04-25 1.025 2013-06-12 1.325

0.3

2014 2014-04-25 0.875 2014-06-12 1.8

0.925

2015 2015-04-27 -0.625 2015-06-12 -0.8

-0.175

2016 2016-04-25 -0.925 2016-06-10 -0.55

0.375

2017 2017-04-25 0.3 2017-06-12 0.275

-0.025

2018 2018-04-25 1.7 2018-06-12 3.6

1.9

2019 2019-04-25 2.85 2019-06-12 4.3

1.45

2020 2020-04-27 4.025 2020-06-12 3.95

-0.075