### Comment:
Everytime your contract gets rolled forward you'll lose money while in contango. Most markets are in contango most of the time. 
  
 A contract in the future usually costs more than the front end contract which you are trading. 
  
 I recommend  looking up the term structure.  The below example is the VIX futures term structure. 
  
 http://www.vixcentral.com/

### REPLY:
Ok but I never roll futures, I just close it and buy the next one up when it seems like a good time..

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