Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-19
Long Contract: 7
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 19.75 2005-11-18 18.5

-1.25

2006 2006-10-23 22.0 2006-11-17 29.75

7.75

2007 2007-10-22 24.0 2007-11-19 25.5

1.5

2008 2008-10-22 26.25 2008-11-19 25.5

-0.75

2009 2009-10-22 -8.75 2009-11-19 11.0

19.75

2010 2010-10-22 15.25 2010-11-19 10.5

-4.75

2011 2011-10-24 24.5 2011-11-18 28.75

4.25

2012 2012-10-22 -90.5 2012-11-19 -36.0

54.5

2013 2013-10-22 -40.75 2013-11-19 -27.0

13.75

2014 2014-10-22 21.25 2014-11-19 18.5

-2.75

2015 2015-10-22 9.5 2015-11-19 15.25

5.75

2016 2016-10-24 18.25 2016-11-18 22.75

4.5

2017 2017-10-23 27.75 2017-11-17 29.0

1.25

2018 2018-10-22 37.75 2018-11-19 39.25

1.5

2019 2019-10-22 28.5 2019-11-19 36.25

7.75

2020 2020-10-22 -16.5 2020-11-19 -9.75

6.75