What are some implications of holding a contract such as the ES long term? I am strictly a short term trader but have some strategies I'm working on longer term and would like to know what roadblocks I may run into if I'm holding the ES long term. I understand I'd have to roll over to the next month when the time comes but this isn't crude or natty where there will be contango/backwardation. Just curious if there are any things I should know for those of you that actually roll contracts over and hold non-commodity futures for long periods of time. I'm looking to use futures simply for the leverage and obviously the stop would be very, very tight but if the winner started running I would hold. Thanks in advance.