Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-29
Long Contract: 5
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 14.5 2005-11-29 13.25

-1.25

2006 2006-10-23 13.5 2006-11-29 21.75

8.25

2007 2007-10-22 17.25 2007-11-29 24.25

7.0

2008 2008-10-22 17.75 2008-11-28 17.0

-0.75

2009 2009-10-22 -7.0 2009-11-27 7.25

14.25

2010 2010-10-22 10.25 2010-11-29 10.0

-0.25

2011 2011-10-24 16.5 2011-11-29 19.75

3.25

2012 2012-10-22 -75.25 2012-11-29 -29.5

45.75

2013 2013-10-22 -37.0 2013-11-29 -38.75

-1.75

2014 2014-10-22 15.0 2014-11-28 13.25

-1.75

2015 2015-10-22 5.25 2015-11-27 8.75

3.5

2016 2016-10-24 13.25 2016-11-29 14.75

1.5

2017 2017-10-23 19.25 2017-11-29 22.0

2.75

2018 2018-10-22 27.0 2018-11-29 26.5

-0.5

2019 2019-10-22 20.25 2019-11-29 29.0

8.75

2020 2020-10-22 -17.25 2020-11-27 -0.75

16.5