Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-24
Long Contract: 5
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 14.5 2005-11-23 14.5

0.0

2006 2006-10-23 13.5 2006-11-24 20.5

7.0

2007 2007-10-22 17.25 2007-11-23 20.75

3.5

2008 2008-10-22 17.75 2008-11-24 16.75

-1.0

2009 2009-10-22 -7.0 2009-11-24 8.25

15.25

2010 2010-10-22 10.25 2010-11-24 8.25

-2.0

2011 2011-10-24 16.5 2011-11-23 17.75

1.25

2012 2012-10-22 -75.25 2012-11-23 -36.0

39.25

2013 2013-10-22 -37.0 2013-11-22 -29.0

8.0

2014 2014-10-22 15.0 2014-11-24 12.0

-3.0

2015 2015-10-22 5.25 2015-11-24 8.5

3.25

2016 2016-10-24 13.25 2016-11-23 14.75

1.5

2017 2017-10-23 19.25 2017-11-24 21.5

2.25

2018 2018-10-22 27.0 2018-11-23 27.0

0.0

2019 2019-10-22 20.25 2019-11-22 28.0

7.75

2020 2020-10-22 -17.25 2020-11-24 0.75

18.0