Sure... but you were forced to liquidate & roll over the position as New Position .. marked to market... Even as an "Investment" ... which is what it appears to be now.... It`s one hell of a haircut.
What I don't understand is why someone would CHOOSE to continually roll a futures position quarterly since 2009? There are many other ways to achieve the same, including far-dated futures, or Spy, or...
It's a mofo , ain't it