Backtest Result of Wheat (W)


Entry Date: 2024-10-22
Exit Date: 2024-11-19
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 6.5 2005-11-18 8.0

1.5

2006 2006-10-23 -40.5 2006-11-17 -23.5

17.0

2007 2007-10-22 -150.5 2007-11-19 -86.0

64.5

2008 2008-10-22 13.5 2008-11-19 14.0

0.5

2009 2009-10-22 8.0 2009-11-19 10.25

2.25

2010 2010-10-22 8.75 2010-11-19 11.75

3.0

2011 2011-10-24 12.25 2011-11-18 12.5

0.25

2012 2012-10-22 -37.0 2012-11-19 -12.75

24.25

2013 2013-10-22 -11.0 2013-11-19 -3.75

7.25

2014 2014-10-22 6.0 2014-11-19 6.25

0.25

2015 2015-10-22 2.25 2015-11-19 2.5

0.25

2016 2016-10-24 12.25 2016-11-18 14.75

2.5

2017 2017-10-23 12.75 2017-11-17 12.5

-0.25

2018 2018-10-22 6.25 2018-11-19 8.75

2.5

2019 2019-10-22 4.0 2019-11-19 2.25

-1.75

2020 2020-10-22 -9.75 2020-11-19 -2.25

7.5