COTs Timer

Ever wonder what the smart money is doing in the markets? You don’t need to pay big bucks to find out. Just read the Commodity Futures Trading Commission’s free weekly Commitments of Traders report. The CFTC’s COT data is a Holy Grail of market info, listing trillions of dollars in positions in 200+ markets – gold, crude oil, natural gas, silver, forex, equity indexes and lots more. My trading system, which I posted about here for seven years, gave weekly trading signals based on the COT data.

Wednesday 28 November 2007

New Story: "Stocks May Revive as Funds Exit Bonds"

Safe-haven Treasuries have shot up, up and away since last summer's subprime panic, as money has flowed from stocks into government bonds. Some analysts say Treasuries are topping and that yields are bottoming. See my take for SeekingAlpha.com inspired by the Commitments of Traders reports here.

3 comments:

Anonymous said...: Hi Alex,
Absolutely love reading your articles. I'm not trading on this system (but am sorta paper trading on your system). I am finding it more and more interesting, as I continually do more research.

How are you planning on shorting 10yr? Are you going to short an ETF? Or are you going to purchase something like itm PUTS on TLT?

Cheers!
Dave; 29 November 2007 at 12:35
Alex Roslin said...: Hi Dave,

I'm long XBB in Toronto for the 30-year signal and am fully loaded up in non-registered accounts, so I don't plan to trade that signal.

Otherwise, options I might consider are the Horizons BetaPro Canadian Bond Bear Fund or Rydex and ProShares inverse bond funds - although they're mutual funds, which I generally stay away from. Can someone out there please create an inverse bond ETF?

Regards,
Alex; 30 November 2007 at 12:21
Anonymous said...: Very, very nice call on the bonds.

Cheers!
Dave; 7 December 2007 at 14:04