Backtest Result of Live Cattle (LC)


Entry Date: 2023-09-12
Exit Date: 2023-09-30
Long Contract: 4
Short Contract: 6



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 4.5 2005-09-30 4.62

0.12

2006 2006-09-12 3.85 2006-09-29 4.275

0.425

2007 2007-09-12 4.275 2007-09-28 4.225

-0.05

2008 2008-09-12 4.15 2008-09-30 3.45

-0.7

2009 2009-09-14 3.825 2009-09-30 3.825

0.0

2010 2010-09-13 2.925 2010-09-30 2.975

0.05

2011 2011-09-12 1.575 2011-09-30 3.075

1.5

2012 2012-09-12 3.8 2012-09-28 3.625

-0.175

2013 2013-09-12 4.925 2013-09-30 5.75

0.825

2014 2014-09-12 8.0 2014-09-30 9.725

1.725

2015 2015-09-14 8.0 2015-09-30 7.925

-0.075

2016 2016-09-12 6.275 2016-09-30 6.35

0.075

2017 2017-09-12 6.075 2017-09-29 6.8

0.725

2018 2018-09-12 6.9 2018-09-28 7.225

0.325

2019 2019-09-12 7.025 2019-09-30 7.65

0.625

2020 2020-09-14 6.3 2020-09-30 6.6

0.3