Backtest Result of Wheat (W)


Entry Date: 2024-10-22
Exit Date: 2024-11-14
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 6.5 2005-11-14 8.25

1.75

2006 2006-10-23 -40.5 2006-11-14 -30.5

10.0

2007 2007-10-22 -150.5 2007-11-14 -83.5

67.0

2008 2008-10-22 13.5 2008-11-14 14.0

0.5

2009 2009-10-22 8.0 2009-11-13 10.75

2.75

2010 2010-10-22 8.75 2010-11-12 12.25

3.5

2011 2011-10-24 12.25 2011-11-14 15.0

2.75

2012 2012-10-22 -37.0 2012-11-14 -12.0

25.0

2013 2013-10-22 -11.0 2013-11-14 -0.25

10.75

2014 2014-10-22 6.0 2014-11-14 6.0

0.0

2015 2015-10-22 2.25 2015-11-13 1.25

-1.0

2016 2016-10-24 12.25 2016-11-14 15.25

3.0

2017 2017-10-23 12.75 2017-11-14 13.25

0.5

2018 2018-10-22 6.25 2018-11-14 9.25

3.0

2019 2019-10-22 4.0 2019-11-14 3.5

-0.5

2020 2020-10-22 -9.75 2020-11-13 -2.75

7.0