Hi,

    Does it make sense to trade the front month contract for mean reversion systems with contract expiration approach this month? Or to short with the upcoming front month? Or to roll?

    Thanks!

    I think the contract roll

    Posted by matt on 1st of Jun 2026 at 09:47 pm

    I think the contract roll over is in about 2 weeks, typically these exhaustion trades are pretty quick, you could take the next month and be all right as well so you wouldn't have to worry about it

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