Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-24
Long Contract: 7
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 19.75 2005-11-23 20.25

0.5

2006 2006-10-23 22.0 2006-11-24 28.5

6.5

2007 2007-10-22 24.0 2007-11-23 24.5

0.5

2008 2008-10-22 26.25 2008-11-24 25.5

-0.75

2009 2009-10-22 -8.75 2009-11-24 12.5

21.25

2010 2010-10-22 15.25 2010-11-24 11.25

-4.0

2011 2011-10-24 24.5 2011-11-23 25.75

1.25

2012 2012-10-22 -90.5 2012-11-23 -42.5

48.0

2013 2013-10-22 -40.75 2013-11-22 -35.5

5.25

2014 2014-10-22 21.25 2014-11-24 15.75

-5.5

2015 2015-10-22 9.5 2015-11-24 14.5

5.0

2016 2016-10-24 18.25 2016-11-23 19.5

1.25

2017 2017-10-23 27.75 2017-11-24 29.25

1.5

2018 2018-10-22 37.75 2018-11-23 39.25

1.5

2019 2019-10-22 28.5 2019-11-22 40.0

11.5

2020 2020-10-22 -16.5 2020-11-24 -3.5

13.0