Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-12-09
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 5.75 2005-12-09 4.0

-1.75

2006 2006-10-23 6.25 2006-12-08 9.0

2.75

2007 2007-10-22 3.25 2007-12-07 7.75

4.5

2008 2008-10-22 9.25 2008-12-09 9.5

0.25

2009 2009-10-22 -6.75 2009-12-09 8.0

14.75

2010 2010-10-22 3.0 2010-12-09 3.5

0.5

2011 2011-10-24 7.0 2011-12-09 10.5

3.5

2012 2012-10-22 -43.75 2012-12-07 -18.75

25.0

2013 2013-10-22 -17.5 2013-12-09 -15.0

2.5

2014 2014-10-22 7.75 2014-12-09 6.5

-1.25

2015 2015-10-22 3.5 2015-12-09 6.0

2.5

2016 2016-10-24 6.5 2016-12-09 7.75

1.25

2017 2017-10-23 9.25 2017-12-08 10.75

1.5

2018 2018-10-22 13.75 2018-12-07 12.75

-1.0

2019 2019-10-22 8.75 2019-12-09 13.75

5.0

2020 2020-10-22 -3.75 2020-12-09 1.0

4.75