Friday, 28 December 2007

Mixed News

Hope you're having a nice holiday. Mixed signals for equities from the latest Commitments of Traders data issued this Friday afternoon by the U.S. Commodity Futures Trading Commission. See my updated table on my "Latest Signals" page for all the details. I'll be back early next week with some analysis of the new data.

Also, I'm going through a year-end process of refining some of my trading setups based on the COTs reports. I'll update you on that soon. Some rather exciting news on that front. Have a great weekend!

4 comments:

Anonymous said...

Hi Alex

A quick question here: is there a set up for shorter Treasuries like the 1 year and 2 year?
Any news on the paid service that you mentioned a while back?
Cheers
Fred

MktSwimmer said...

Alex,

Thank you for your information. I saw you issued a buy signal on NASD 100, but I saw commercial net position dropped net positions from 7,500 to 2,900. Is there anything I missed?

Thanks,

Market Swimmer

Alex Roslin said...

Hi Fred,

I'll try one for the 2-year some time soon. Regarding the paid service, I'll post details soon. I'm right now working on refining my setups a little more and updating the older ones with new data to see how they've help up or whether I should alter the parameter values.

Regards,
Alex

Alex Roslin said...

Hi Market Swimmer,

Thanks for your question. Yes, what you missed is that I'm fading the large specs for that setup (see the table on the "Latest Signals" page for the group of traders I watch for each setup). As well, I'm not using the net number of contracts, but rather the net percentage of open interest position.

Regards,
Alex