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.
2 comments:
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
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,
Alex
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