Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-12-09
Long Contract: 5
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 14.5 2005-12-09 13.75

-0.75

2006 2006-10-23 13.5 2006-12-08 25.25

11.75

2007 2007-10-22 17.25 2007-12-07 26.75

9.5

2008 2008-10-22 17.75 2008-12-09 14.75

-3.0

2009 2009-10-22 -7.0 2009-12-09 17.25

24.25

2010 2010-10-22 10.25 2010-12-09 12.5

2.25

2011 2011-10-24 16.5 2011-12-09 20.0

3.5

2012 2012-10-22 -75.25 2012-12-07 -19.0

56.25

2013 2013-10-22 -37.0 2013-12-09 -32.0

5.0

2014 2014-10-22 15.0 2014-12-09 12.75

-2.25

2015 2015-10-22 5.25 2015-12-09 9.0

3.75

2016 2016-10-24 13.25 2016-12-09 18.75

5.5

2017 2017-10-23 19.25 2017-12-08 22.5

3.25

2018 2018-10-22 27.0 2018-12-07 25.0

-2.0

2019 2019-10-22 20.25 2019-12-09 28.25

8.0

2020 2020-10-22 -17.25 2020-12-09 6.0

23.25