Backtest Result of Soybean (S)


Entry Date: 2024-04-30
Exit Date: 2024-06-12
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 0.25 2005-06-10 7.25

7.0

2006 2006-05-01 17.0 2006-06-12 23.75

6.75

2007 2007-04-30 23.5 2007-06-12 27.75

4.25

2008 2008-04-30 -26.5 2008-06-12 2.75

29.25

2009 2009-04-30 -33.0 2009-06-12 -25.5

7.5

2010 2010-04-30 0.75 2010-06-11 8.75

8.0

2011 2011-05-02 -0.25 2011-06-10 11.75

12.0

2012 2012-04-30 -50.25 2012-06-12 -28.0

22.25

2013 2013-04-30 -34.0 2013-06-12 -38.25

-4.25

2014 2014-04-30 -58.25 2014-06-12 -32.0

26.25

2015 2015-04-30 -0.5 2015-06-12 4.0

4.5

2016 2016-05-02 -9.75 2016-06-10 -9.75

0.0

2017 2017-05-01 4.25 2017-06-12 10.25

6.0

2018 2018-04-30 1.25 2018-06-12 17.0

15.75

2019 2019-04-30 20.0 2019-06-12 26.0

6.0

2020 2020-04-30 4.75 2020-06-12 9.0

4.25