COTs Timer: Bullish: Gold; Cash: Financials; Bearish: Gas

Friday, 10 December 2010

Bullish: Gold; Cash: Financials; Bearish: Gas

I've just updated my latest signals table based on this afternoon's Commitments of Traders data from the Commodity Futures Trading Commission. U.S. financials go from bearish to cash. Gold goes from cash to bullish. Natural gas goes from cash to bearish. See the table for all the details, and check back in after the weekend for a portfolio update. Have a good weekend!

TAGS: SPX, S&P 500, gold, BKX, Bank Index, natural gas, Nikkei, crude oil,Treasury, bond, COT, Commitments of Traders,derivatives, Black Swans,market timing,trading system development, CFTC,Commodity Futures Trading Commission,COTs Timer, out-of-sample testing, walk-around testing

2 comments:

Joe said...: Alex,

For gold I see the Large Trader have gotten less bearish. When you fade this, soes it not mean you won't take the signal instead of now getting long gold? - Sorry I'm just confused.

Joe; 10 December 2010 at 19:40
Alex Roslin said...: Hi Joe,

I don't fade the gold COT data week by week; I fade it when it hits specific extremes of positioning. Those specific levels are explained in the notes on my backtesting results table.

Regards,
Alex; 17 December 2010 at 17:10

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About This Site

I am an active trader and award-winning investigative journalist based in Lac Brome in Quebec's Eastern Townships, just outside Montreal. I have written about investing and business for The Montreal Gazette, Investor's Digest of Canada, Technical Analysis of Stocks & Commodities, Futures & Options Trader, The Financial Post and others. I am not a certified financial advisor and am still refining my COTs Timer system. Please see more disclaimer information below. See my complete profile at the "Intro to COT" link above.

DISCLAIMER

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.