Backtest Result of Wheat (W)


Entry Date: 2024-10-22
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 6.5 2005-10-28 7.5

1.0

2006 2006-10-23 -40.5 2006-10-30 -34.0

6.5

2007 2007-10-22 -150.5 2007-10-30 -122.5

28.0

2008 2008-10-22 13.5 2008-10-30 13.5

0.0

2009 2009-10-22 8.0 2009-10-30 10.25

2.25

2010 2010-10-22 8.75 2010-10-29 8.75

0.0

2011 2011-10-24 12.25 2011-10-28 15.75

3.5

2012 2012-10-22 -37.0 2012-10-30 -10.75

26.25

2013 2013-10-22 -11.0 2013-10-30 -6.75

4.25

2014 2014-10-22 6.0 2014-10-30 7.75

1.75

2015 2015-10-22 2.25 2015-10-30 1.0

-1.25

2016 2016-10-24 12.25 2016-10-28 14.0

1.75

2017 2017-10-23 12.75 2017-10-30 14.25

1.5

2018 2018-10-22 6.25 2018-10-30 6.5

0.25

2019 2019-10-22 4.0 2019-10-30 4.75

0.75

2020 2020-10-22 -9.75 2020-10-30 -7.75

2.0