Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-19
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 5.75 2005-11-18 5.5

-0.25

2006 2006-10-23 6.25 2006-11-17 9.25

3.0

2007 2007-10-22 3.25 2007-11-19 5.5

2.25

2008 2008-10-22 9.25 2008-11-19 8.75

-0.5

2009 2009-10-22 -6.75 2009-11-19 1.5

8.25

2010 2010-10-22 3.0 2010-11-19 1.0

-2.0

2011 2011-10-24 7.0 2011-11-18 9.75

2.75

2012 2012-10-22 -43.75 2012-11-19 -16.25

27.5

2013 2013-10-22 -17.5 2013-11-19 -11.5

6.0

2014 2014-10-22 7.75 2014-11-19 6.25

-1.5

2015 2015-10-22 3.5 2015-11-19 6.0

2.5

2016 2016-10-24 6.5 2016-11-18 8.25

1.75

2017 2017-10-23 9.25 2017-11-17 9.5

0.25

2018 2018-10-22 13.75 2018-11-19 13.25

-0.5

2019 2019-10-22 8.75 2019-11-19 12.25

3.5

2020 2020-10-22 -3.75 2020-11-19 -2.5

1.25