Backtest Result of Soybean Meal (SM)


Entry Date: 2024-10-02
Exit Date: 2024-10-25
Long Contract: 5
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-03 -4.1 2005-10-25 -4.1

0.0

2006 2006-10-02 -3.9 2006-10-25 -2.4

1.5

2007 2007-10-02 2.9 2007-10-25 6.0

3.1

2008 2008-10-02 -2.4 2008-10-24 -3.5

-1.1

2009 2009-10-02 -1.4 2009-10-23 1.8

3.2

2010 2010-10-04 0.7 2010-10-25 4.8

4.1

2011 2011-10-03 -3.5 2011-10-25 -2.9

0.6

2012 2012-10-02 14.9 2012-10-25 22.7

7.8

2013 2013-10-02 6.6 2013-10-25 8.2

1.6

2014 2014-10-02 -3.2 2014-10-24 -1.5

1.7

2015 2015-10-02 -0.1 2015-10-23 0.2

0.3

2016 2016-10-03 -1.4 2016-10-25 -1.6

-0.2

2017 2017-10-02 -2.6 2017-10-25 -2.8

-0.2

2018 2018-10-02 -2.4 2018-10-25 -3.0

-0.6

2019 2019-10-02 -6.1 2019-10-25 -4.8

1.3

2020 2020-10-02 4.8 2020-10-23 9.8

5.0