I see lots of systems backtested on a portfolio of Futurers, Crude Oil, Coffee, Sugar, Soy Beans etc. Do you not have to worry about the possible chance that you may close after the contract date and someone may actually want you to take possession? I am new at trying to understand futures so forgive my ignorance if this is a stupid question. Thank you
Does "rolling forward" include any additional costs? Sorry for naive question but I'm new to futres too.
July 8th! Wow!..........Yes there are costs. You're offsetting your front month position and initiating a new deferred position.