Disclaimer: Data may be delayed, incomplete or inaccurate. For education and research only. Use at your own risk. Not financial advice.
Paste two contract months and see whether their spread mean-reverts. The spread is fitted as an Ornstein–Uhlenbeck process on a rolling window. You get its fair level, half-life and z-score signals, plus a simple backtest.
Short the spread when z is above the entry level, long when below; exit when z returns inside the exit level. Trades only when the half-life is under the maximum.
Research tool. Backtests ignore slippage and roll timing and can overfit. Not trading advice.