It is a good question however what happens if the market goes down but it goes down slowly. Then you have a depreciating product and then lose out on the futures. I am an engineer and a realtor. I know a few things but do not know alot of things. I believe that investing in futures is a good way to lose money if you are novice at it. I am not saying your idea is without merit. To be simplistic you are kind of performing a straddle of sorts. Not a bad idea but not without risk.
