Can I enter calendar spreads in futures?

At this time, C2's simulated margining system does not recognize futures spreads. We hope to add the functionality soon.

In the meantime, just because C2 doesn't recognize it, this doesn't mean you can't trade it at C2. Your subscribers will still receive the benefit of spread margin requirements in their live brokerage accounts. The only issue really is that you'll need more "Model Account Capital" in your C2 Model than you really should need. This implies your returns on a percentage basis will be lower than they technically need to be. While this isn't ideal,it's workable until futures spreads are supported.

You may want to mention in your system description, i.e. something along the lines of "Because I trade calendar spreads, which require lower margin requirements, and because C2 doesn't give this Model Account the benefit of lower margin requirements, the actual returns you achieve may be higher in your real brokerage account (because your broker will require less capital than C2 shows here)."

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