I am wondering if anybody trade the Futures to Futures Calendar spreads? ( not Options to Options)
When I looked at Index Futures calender's ( ES June/ SEP etc) they hardly move because there is no seasonality like the commodity futures has!
Does Australian Index Future ( SPI?) calendar...
Any thoughts on the use of Calendar Spreads on XJO index ( Sale of Front Month & Purchase of Distant Month )
for consistent monthly income ?
And any thoughts on modifying / changing the calendar if the market moves against the calendar ?