Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-12-04
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 5.75 2005-12-02 4.25

-1.5

2006 2006-10-23 6.25 2006-12-04 9.75

3.5

2007 2007-10-22 3.25 2007-12-04 9.0

5.75

2008 2008-10-22 9.25 2008-12-04 8.25

-1.0

2009 2009-10-22 -6.75 2009-12-04 7.25

14.0

2010 2010-10-22 3.0 2010-12-03 1.25

-1.75

2011 2011-10-24 7.0 2011-12-02 10.0

3.0

2012 2012-10-22 -43.75 2012-12-04 -22.25

21.5

2013 2013-10-22 -17.5 2013-12-04 -16.5

1.0

2014 2014-10-22 7.75 2014-12-04 6.5

-1.25

2015 2015-10-22 3.5 2015-12-04 6.0

2.5

2016 2016-10-24 6.5 2016-12-02 7.25

0.75

2017 2017-10-23 9.25 2017-12-04 10.75

1.5

2018 2018-10-22 13.75 2018-12-04 13.25

-0.5

2019 2019-10-22 8.75 2019-12-04 14.5

5.75

2020 2020-10-22 -3.75 2020-12-04 -1.25

2.5