DeployQuantContango
A futures curve where later contracts cost more than near ones. Funds that hold futures (VIX products especially) must repeatedly sell cheap expiring contracts and buy expensive later ones — the roll cost that makes long-volatility ETFs decay structurally. Backwardation is the profitable mirror image.
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Related terms
VIXThe Cboe Volatility Index: a measure of the S&P 500's expected 30-day …VolatilityThe dispersion of an asset's returns, usually measured as the annualiz…
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.