Anyone else struggle with WTI spreads vs spot?

Hey everyone, still relatively new to the energy markets and trying to get my head around the nuances of WTI. I've been paper trading some spot contracts, but when I look at the futures curves and try to understand the contango/backwardation, my head starts spinning. Specifically, how do you guys factor in the spreads between different contract months for your risk management, or even just for getting a clearer directional bias? I'm finding it hard to reconcile the spot moves with what the curve is implying for longer-term positions. Is there a simpler way to think about it for someone who isn't a full-time quant?