Carry Monitor

Most traders look only at price.
Professionals look at the curve.

Carry is the price difference between the front futures contract (F1) and the next contract (F2). It reflects whether the market is in:

Backwardation — near-term supply tightness
Contango — storage, financing, or excess supply

When carry is annualized, it becomes comparable across commodities and time, revealing how aggressively the curve is pricing forward expectations.

This indicator visualizes:

Annualized F1–F2 carry over time
Backwardation / Contango regimes
Structure steepening or flattening
1Y structural extremes
Key contract and spread statistics

Carry helps answer:

Is the market structurally tight or loose?
Is the curve strengthening or weakening?
Are we near structural extremes?

This tool is designed for education and structure awareness — not signals.

發行說明

Including FSL libraries
Changing Style for the table

開源腳本

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QuantNomad

Quant Developer | Pine Script v6 | Python & R
12+ yrs system. trading, hedge fund experience

Indicators, strategies & screeners
Futures & options

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qntly.com/hire

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開源腳本

QuantNomad

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