Backtest Result of Live Cattle (LC)


Entry Date: 2024-10-07
Exit Date: 2024-10-20
Long Contract: 4
Short Contract: 6



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-07 4.72 2005-10-20 4.75

0.03

2006 2006-10-09 3.525 2006-10-20 3.975

0.45

2007 2007-10-08 3.55 2007-10-19 3.575

0.025

2008 2008-10-07 1.775 2008-10-20 3.025

1.25

2009 2009-10-07 2.975 2009-10-20 3.0

0.025

2010 2010-10-07 3.025 2010-10-20 3.0

-0.025

2011 2011-10-07 2.5 2011-10-20 2.45

-0.05

2012 2012-10-08 2.6 2012-10-19 3.575

0.975

2013 2013-10-07 5.325 2013-10-18 5.925

0.6

2014 2014-10-07 9.85 2014-10-20 9.975

0.125

2015 2015-10-07 7.725 2015-10-20 9.625

1.9

2016 2016-10-07 6.25 2016-10-20 7.025

0.775

2017 2017-10-09 6.15 2017-10-20 7.0

0.85

2018 2018-10-08 6.775 2018-10-19 7.65

0.875

2019 2019-10-07 6.75 2019-10-18 7.475

0.725

2020 2020-10-07 6.325 2020-10-20 6.025

-0.3