The Cash and Carry strategy is an arbitration technique used in the financial market to obtain profit through the simultaneous purchase and sale of an asset1 . Here's a summary of how it works: Spot Purchase: The investor buys an asset on the spot market. Future Sale: At the same time, the investor sells a futures contract for the same asset1 . Profit by Difference: Profit is obtained by the difference between the purchase price in the spot market and the sale price in the futures market1 . This strategy exploits the price difference between spot and futures markets, guaranteeing profitability if the asset's price in the future is higher than the current purchase price1 .

That's what I understood, the principle is very simple. 

 If the asset does not appreciate in value, your money will be stored and will be violently liquidated.