Backtest Result of Soybean Meal (SM)


Entry Date: 2024-10-02
Exit Date: 2024-10-20
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-03 -8.1 2005-10-20 -10.2

-2.1

2006 2006-10-02 -8.3 2006-10-20 -5.6

2.7

2007 2007-10-02 0.3 2007-10-19 0.4

0.1

2008 2008-10-02 -10.7 2008-10-20 -8.9

1.8

2009 2009-10-02 3.3 2009-10-20 6.8

3.5

2010 2010-10-04 -3.6 2010-10-20 0.0

3.6

2011 2011-10-03 -10.5 2011-10-20 -4.8

5.7

2012 2012-10-02 45.7 2012-10-19 48.4

2.7

2013 2013-10-02 25.8 2013-10-18 26.5

0.7

2014 2014-10-02 -0.4 2014-10-20 6.6

7.0

2015 2015-10-02 3.3 2015-10-20 4.5

1.2

2016 2016-10-03 -4.2 2016-10-20 -4.7

-0.5

2017 2017-10-02 -8.1 2017-10-20 -8.3

-0.2

2018 2018-10-02 0.1 2018-10-19 1.2

1.1

2019 2019-10-02 -13.4 2019-10-18 -12.3

1.1

2020 2020-10-02 12.3 2020-10-20 20.8

8.5