Friday, 2 March 2012

All Quiet in COT Land

All quiet from the Commitments of Traders reports. My COTs Timer trading strategy has no signals that take effect on next week's open of trading. Existing signals all remain intact:

- bearish for one more week for the S&P 500
- cash for the BKX U.S. Bank Index, natural gas and copper
- bearish for the 30-year U.S. Treasury bond and crude oil
- bullish for gold and the Nikkei

See more details on the latest trader positioning in these markets on my latest signals table. Hope you fared well this week, and good luck next week.


CH said...

Hi Alex,

I realized that your Portfolio section is not up to date... Are you still trading live?

Thanks for your generous contribution.



CH said...

HI Alex,

Can I have a copy of the S&P 500 spreadsheet because the link is disabled? I would like to understand how your COT signal derived from using your S&P 500 spreadsheet so that I can have a deeper understanding.

Thanks a million.


Alex Roslin said...

Hi CH and Carlos,

Thanks for your messages. I'm afraid I am not sharing that spreadsheet any more as it uses earlier parameter values for the S&P 500 trading setup. When I have completed updating the setup, I'll post a new spreadsheet and I'll let you know in a post.