COTs Timer Latest Signals
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I created this blog to record my personal, subjective observations about the markets, solely for my entertainment and that of interested readers and to foster research. Nothing on this blog should be construed as financial advice or an offer or recommendation to purchase or sell any security. I encourage anyone interested in the markets to do your own homework and/or consult a professional advisor. I am not a certified financial advisor and am still refining my trading system. I reserve the right to modify or stop publishing aspects of my system at any time or to delay updating my tables for whatever reason, or I may not do so in a timely manner. My system has resulted in very large drawdowns in some trades. Past backtested and real-time results are no guarantee of future performance. I will not be liable for any losses or damages of any kind that result from the content of this site. Although I consider the data, calculations and information on this blog to be reliable, I can't make any guarantees and won't be held liable or responsible for anything erroneous on this website. You are solely responsible for implementing safeguards of your data and system when you use this site and its content and links. It is up to the user of this site and content to protect yourself from worms, trojan horses, viruses and the like. I may hold positions in some of the securities mentioned in this blog.
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Latest update: Temporarily on holdLATEST SIGNALSCOT POSITIONINGTRADING INFORMATION
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New SignalsNext Pending Signals (execution date for next signal in brackets)Current Signal for Setup for Week of [ON HOLD]Start Date for Current PositionTrader Group's Signal This Week (unadjusted for trade delay)*COT Position This Week*COT Position Last WeekSignal LinesFollow or FadeTrader Group (number of weeks for trade delay in brackets)Net % Position or Total Open InterestStopMax. Port- folio Alloca- tion
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S&P 5000.2/-1.2FollowCommercial Traders (2)Net %12.68%7.89%
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U.S. Bank Index (BKX)-0.8/-0.8FollowLarge Speculators (0)Net %11.58%8.64%
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-0.05/-0.2FadeSmall Traders (2)Net %
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Nasdaq-100-0.15/-0.2FollowCommercial Traders (0)Net %12.08%8.28%
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0.25/-0.7FadeLarge Speculators (0)Net %
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Nikkei0.4/0.3FollowCommercial Traders (2)Total OI9.72%10.29%
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0.85/-0.1FollowSmall Traders (0)Total OI
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Natural Gas0.15/-0.95FollowSmall Traders (2)Total OI25.91%7.72%
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1.45/0.95FollowLarge Speculators (1)Total OI
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Gold0.85/0.65FadeSmall Traders (2)Net %7.81%12.80%
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-0.2/-1.2FollowLarge Speculators (0)Total OI
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Silver0.55/-0.8FollowCommercial Traders (0)Net %20.52%4.87%
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1.35/0.5FadeSmall Traders (0)Net %
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Copper-0.7/-1.1FollowCommercial Traders (0)Net %9.70%10.31%
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1/-1.8FadeLarge Speculators (1)Total OI
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Crude Oil (light sweet)-0.35/-0.7FadeLarge Speculators (2)Net %10.25%9.76%
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0/-1.15FollowSmall Traders (0)Net %
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30-Yr U.S. Treasury 1.15/-0.5FadeSmall Traders (2)Total OI5.44%18.38%
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Bond0.4/-0.8FadeCommercial Traders (2)Total OI
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NOTES
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* Bolded entries mean a new signal from the latest Commitments of Traders report. New signals are caused by the COT Position crossing the Signal Line.
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- Trade Delay: The trade delay is the number of weeks the setup waits after a signal to execute a trade. For example, a signal with no trade delay means the trade is executed on the next weekly open after the Friday that the signal occurred on.
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- Net % Position or Total Open Interest: The signals rely on either a trader group's net position as a percentage of the total open interest or the group's total open interest (long plus short position).
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- COT Position: The COT Position shows how the trader group is positioned compared to the recent data. A negative score usually means bearish. A positive score is generally bullish. A score above 1 or below -1 is fairly extreme, but I make trades only when the position crosses the signal line. The COT Position is calculated by taking the trader group's net percentage position or total open interest, subtracting a moving average, then dividing by the standard deviation of the recent positioning.
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- Signal Lines: The setups give their signals when a group of traders' COT Position in the futures and options markets hits these levels.
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- Follow or Fade: The setups trade either on the same side as a group of traders or fade them (trade opposite to them).
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- My BKX Bank Index setup is based on the three-month Eurodollar contract. (This isn't the Euro currency, but rather an interest rate that is seen as a measure of bank liquidity).
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