Backtest Result of Soybean (S)


Entry Date: 2024-09-17
Exit Date: 2024-10-05
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 9.0 2005-10-05 9.25

0.25

2006 2006-09-18 19.5 2006-10-05 18.75

-0.75

2007 2007-09-17 5.5 2007-10-05 10.75

5.25

2008 2008-09-17 15.0 2008-10-03 19.5

4.5

2009 2009-09-17 -3.5 2009-10-05 3.5

7.0

2010 2010-09-17 8.5 2010-10-05 10.5

2.0

2011 2011-09-19 12.75 2011-10-05 16.0

3.25

2012 2012-09-17 -111.5 2012-10-05 -70.75

40.75

2013 2013-09-17 -33.5 2013-10-04 -26.0

7.5

2014 2014-09-17 13.75 2014-10-03 12.75

-1.0

2015 2015-09-17 6.75 2015-10-05 9.5

2.75

2016 2016-09-19 10.0 2016-10-05 11.5

1.5

2017 2017-09-18 15.0 2017-10-05 16.5

1.5

2018 2018-09-17 23.5 2018-10-05 24.75

1.25

2019 2019-09-17 20.25 2019-10-04 17.5

-2.75

2020 2020-09-17 -4.0 2020-10-05 3.5

7.5