Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-19
Long Contract: 8
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 17.5 2005-11-18 20.0

2.5

2006 2006-10-23 25.5 2006-11-17 32.5

7.0

2007 2007-10-22 8.25 2007-11-19 10.5

2.25

2008 2008-10-22 28.75 2008-11-19 28.0

-0.75

2009 2009-10-22 -12.5 2009-11-19 7.5

20.0

2010 2010-10-22 0.25 2010-11-19 -6.0

-6.25

2011 2011-10-24 18.75 2011-11-18 27.25

8.5

2012 2012-10-22 -119.25 2012-11-19 -58.5

60.75

2013 2013-10-22 -52.0 2013-11-19 -44.75

7.25

2014 2014-10-22 22.5 2014-11-19 19.5

-3.0

2015 2015-10-22 8.0 2015-11-19 16.75

8.75

2016 2016-10-24 16.0 2016-11-18 22.0

6.0

2017 2017-10-23 28.25 2017-11-17 29.75

1.5

2018 2018-10-22 42.0 2018-11-19 44.0

2.0

2019 2019-10-22 30.75 2019-11-19 39.5

8.75

2020 2020-10-22 -26.25 2020-11-19 -29.25

-3.0