Hey everyone,

Trying out a simple “Buy & Hold” strategy on futures. Seems to work just fine with the E-mini S&P futures, but nothing happens with Treasury futures. The gist of it is the following:

  • If I'm not invested, check when the active contract expires. If it expires in more than 5 days, take it, otherwise, get the following contract.
  • If I'm already invested, roll to the next contract, 2 days before expiry.

 

Thanks for your help !

Nicolas 

Author