Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-14
Long Contract: 5
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 14.5 2005-11-14 10.5

-4.0

2006 2006-10-23 13.5 2006-11-14 21.75

8.25

2007 2007-10-22 17.25 2007-11-14 18.0

0.75

2008 2008-10-22 17.75 2008-11-14 19.75

2.0

2009 2009-10-22 -7.0 2009-11-13 8.75

15.75

2010 2010-10-22 10.25 2010-11-12 7.5

-2.75

2011 2011-10-24 16.5 2011-11-14 20.75

4.25

2012 2012-10-22 -75.25 2012-11-14 -41.75

33.5

2013 2013-10-22 -37.0 2013-11-14 -33.25

3.75

2014 2014-10-22 15.0 2014-11-14 14.25

-0.75

2015 2015-10-22 5.25 2015-11-13 6.75

1.5

2016 2016-10-24 13.25 2016-11-14 15.75

2.5

2017 2017-10-23 19.25 2017-11-14 20.5

1.25

2018 2018-10-22 27.0 2018-11-14 26.75

-0.25

2019 2019-10-22 20.25 2019-11-14 24.5

4.25

2020 2020-10-22 -17.25 2020-11-13 -2.25

15.0