Backtest Result of Soybean (S)


Entry Date: 2024-10-07
Exit Date: 2024-10-25
Long Contract: 5
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-07 -5.75 2005-10-25 -4.5

1.25

2006 2006-10-09 -13.0 2006-10-25 -11.25

1.75

2007 2007-10-08 -1.25 2007-10-25 5.0

6.25

2008 2008-10-07 -9.5 2008-10-24 -10.0

-0.5

2009 2009-10-07 -0.25 2009-10-23 6.25

6.5

2010 2010-10-07 -2.25 2010-10-25 14.0

16.25

2011 2011-10-07 -5.25 2011-10-25 -4.0

1.25

2012 2012-10-08 37.25 2012-10-25 58.0

20.75

2013 2013-10-07 14.5 2013-10-25 18.5

4.0

2014 2014-10-07 -8.75 2014-10-24 -6.0

2.75

2015 2015-10-07 -5.25 2015-10-23 -3.5

1.75

2016 2016-10-07 -4.25 2016-10-25 -3.5

0.75

2017 2017-10-09 -8.75 2017-10-25 -8.5

0.25

2018 2018-10-08 -15.5 2018-10-25 -16.25

-0.75

2019 2019-10-07 -12.0 2019-10-25 -12.0

0.0

2020 2020-10-07 7.75 2020-10-23 12.5

4.75