Backtest Result of Soybean Meal (SM)


Entry Date: 2024-10-17
Exit Date: 2024-10-30
Long Contract: 12
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 -1.8 2005-10-28 -1.9

-0.1

2006 2006-10-17 -0.9 2006-10-30 -0.3

0.6

2007 2007-10-17 -2.9 2007-10-30 -2.4

0.5

2008 2008-10-17 -1.6 2008-10-30 -1.2

0.4

2009 2009-10-19 3.7 2009-10-30 7.5

3.8

2010 2010-10-18 -1.6 2010-10-29 -1.4

0.2

2011 2011-10-17 -2.0 2011-10-28 -2.3

-0.3

2012 2012-10-17 5.6 2012-10-30 6.3

0.7

2013 2013-10-17 5.0 2013-10-30 9.3

4.3

2014 2014-10-17 5.4 2014-10-30 18.9

13.5

2015 2015-10-19 1.2 2015-10-30 1.3

0.1

2016 2016-10-17 -1.3 2016-10-28 -1.5

-0.2

2017 2017-10-17 -2.3 2017-10-30 -2.0

0.3

2018 2018-10-17 -1.8 2018-10-30 -2.0

-0.2

2019 2019-10-17 -2.6 2019-10-30 -2.6

-0.0

2020 2020-10-19 6.0 2020-10-30 7.0

1.0