Backtest Result of Soybean Meal (SM)


Entry Date: 2024-04-10
Exit Date: 2024-04-28
Long Contract: 7
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 -1.0 2005-04-28 0.9

1.9

2006 2006-04-10 -5.6 2006-04-28 -5.9

-0.3

2007 2007-04-10 -10.5 2007-04-27 -10.8

-0.3

2008 2008-04-10 43.8 2008-04-28 44.5

0.7

2009 2009-04-13 42.7 2009-04-28 41.5

-1.2

2010 2010-04-12 16.8 2010-04-28 16.1

-0.7

2011 2011-04-11 -3.9 2011-04-28 4.2

8.1

2012 2012-04-10 29.0 2012-04-27 63.4

34.4

2013 2013-04-10 49.6 2013-04-26 65.1

15.5

2014 2014-04-10 86.5 2014-04-28 95.3

8.8

2015 2015-04-10 1.4 2015-04-28 5.2

3.8

2016 2016-04-11 -5.6 2016-04-28 5.8

11.4

2017 2017-04-10 0.3 2017-04-28 -1.0

-1.3

2018 2018-04-10 13.2 2018-04-27 15.1

1.9

2019 2019-04-10 -8.9 2019-04-26 -6.6

2.3

2020 2020-04-13 -7.1 2020-04-28 -5.3

1.8