First of all, when the stock index futures approach delivery, the intraday fluctuation of the market will be greater, which requires us to have a more accurate grasp of the market besides setting the stop loss as usual. Of course, from my personal point of view, I am not very much in favor of frequent operation of stock index futures contracts when changing months. From the observation, we can see that when the stock index futures are close to delivery, although the intraday volatility is large, looking at the daily line, we will find that the market will always develop in one direction, and there will be no excessive fluctuations, but only the size of the intraday changes. In this case, we should carry out short-term but infrequent trading in the day, and at the same time lower your income target, implement the strategy of making a profit and running, and don't be too greedy. Gradually shift the focus to the next contract.

Second, in the last week of each stock index futures contract. I personally advise investors not to operate on Thursday and Friday. You can choose to rest or move to the next contract. My habit is to rest for two days, and use this time to sort out the previous trading ideas, observe the trend of the next contract, pay attention to the trend of the external market and the stock market, and the news of policies. Prepare for the next stage of your operation.

Third, it is also important not to be confused by illusions. When changing the month, many investors think that the momentum will continue, so they use the trading idea of the previous contract to trade the next contract. But in fact, many times, the final contract is just an illusion. There are many reasons, such as good news in a short time and market-making by institutions. People psychologically think that they have reached a certain low point or high point and need a callback. In short, there are many reasons, such as the stock index futures 08 contract that is about to end recently. It seems that there are many orders, but in fact, the 09 contract of stock index futures is still short.