
Hello,

I am testing an econometric model for trading futures on commodities. I
am setting up the back-testing phase, but I am facing a  dilemma about
what is the best way to "easy" the transition for when futures mature
into the next open contact. For now I am testing the model using the
generic CL1 crude front contact. I would like to ensure that the rolling
after maturity of each calendar contract does not generate false
signals. Any one has any suggestion about what will be the best approach
and why?

Thanks,


Jorge Nieves



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