Friday, 28 January 2011

Natural Gas to Cash, Then Bearish Again

Wow - nutty week! It's starting to feel toppy, no? A few new trades take effect on Monday's open from my trading setups based on the weekly Commitments of Traders reports from the CFTC. See my newly updated latest signals table for details.
My natural gas signal goes from bearish to cash. In a week, on the open the week of Feb. 7, it goes back to bearish. That setup is just on fire. I'm going to have to check out the evaluation criteria I used to find it and see how those can help me improve my setups in the other markets when I start updating all my setups this spring.

Also, my 30-year Treasury bond setup goes from bullish to cash.

Hope you have a good weekend. I'm going to be traveling so I'll miss my portfolio update next week. But see you back here after next Friday's COT update.


jpti said...

Dear Mr. Roslin
Thank you for your very interesting analysis and sharing the findings with us. I am writing to you from Switzerland. I read your results with great interest every week for more then a year.
I was interested on how that all is calculated. With the help of your instructions I managed to create the Excel sheets for the markets I am most intereste in. That is Crude Oil, Natural Gas, Nikkei S&P. I follow the calculaltion (cot position value) for a year now. They matched since the beginning of 2010 until the update of January 22 2011. Since then Crude Oil, Natural Gas and S&P do not match anymore. NIKKEI is still fine.

Thank you and best regards
Jean-Pierre from Switzerland

Alex Roslin said...

Bonjour Jean-Pierre,

Merci pour votre message et pour vos remarques gentilles.

Sorry for my tardy response. I've just rechecked the data to see what may have gone wrong, but I didn't find any anomalies. Are you sure you inputted the data from the combined futures and options report (as opposed to the futures-only data)?

Thank you,