ROLL-OVER

The roll-over is the differance between the current month and the previous months when switching months during a long trade.

Most trades as you can see from the Detail Report span more than one month during the course of a full trade cycle.

The Roll-Over is done On the Friday of the 22nd of the month prior to the expiration month i.e.

In November....we change to March(H) Bonds. In February....we change to June(M) Bonds. In May.........we change to September(U) Bonds. In August......we change to December(Z) Bonds.

The Roll-Over is shown in ticks: (1/64).
When we are in a trade and we have a roll-over you must:
Close the current trade, and Open another trade in the next month.
If you are switching from December to March Bonds and the system is 'LONG':
Sell the December Bonds, and Buy the March Bonds, at the same time.
The prices on the Summary Reports are adjusted by the roll-over amounts.
The roll-over amount is shown on the Detail Report also.
The system uses the rollover amount to keep the price data stationary with no sudden price jumps which may affect the calculation of the indicators and cause a false signal.