Continuous Contracts -- All those Gaps !!!

["Proeber, Tim" <TProeber@xxxxxxxxxx>]

RTs,

I have just purchased the Genesis Continuous Contracts  CD for
TradeStation.  I had heard that the price gaps between contracts were a
problem, but they are ridiculous.  True, there is no way to make a true
10 year contract, but does anyone know of a better way to back test?
I've tried weekly cash charts, but this isn't really good either.

It seems that to optimize and to try to get the best P&L from continuous
contracts would be detrimental, not helpful at all.

Would it be better to test the last 6 months to a year on actual past
contracts?  Would this not be more of a reality based testing?  

Any suggestions?

THANKS !!!

Tim Proeber