Backtest Result of Soybean Meal (SM)


Entry Date: 2024-10-02
Exit Date: 2024-10-20
Long Contract: 5
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-03 -4.1 2005-10-20 -4.1

-0.0

2006 2006-10-02 -3.9 2006-10-20 -1.8

2.1

2007 2007-10-02 2.9 2007-10-19 3.8

0.9

2008 2008-10-02 -2.4 2008-10-20 -3.2

-0.8

2009 2009-10-02 -1.4 2009-10-20 0.8

2.2

2010 2010-10-04 0.7 2010-10-20 3.8

3.1

2011 2011-10-03 -3.5 2011-10-20 -1.5

2.0

2012 2012-10-02 14.9 2012-10-19 14.6

-0.3

2013 2013-10-02 6.6 2013-10-18 7.2

0.6

2014 2014-10-02 -3.2 2014-10-20 -1.8

1.4

2015 2015-10-02 -0.1 2015-10-20 0.6

0.7

2016 2016-10-03 -1.4 2016-10-20 -1.5

-0.1

2017 2017-10-02 -2.6 2017-10-20 -2.6

0.0

2018 2018-10-02 -2.4 2018-10-19 -1.0

1.4

2019 2019-10-02 -6.1 2019-10-18 -4.6

1.5

2020 2020-10-02 4.8 2020-10-20 7.0

2.2