COTs Timer: February 2011

Monday, 21 February 2011

Bearish on Gas and Bonds

My trading signals for natural gas and the 30-year Treasury bond both go to bearish on the coming week's open of trading. All other signals in my COTs Timer trading system remain the same as last week (cash for the S&P 500, BKX U.S. Bank Index, the Nikkei and crude oil and bullish for gold). See my newly updated latest signals table for more details from last Friday's weekly Commitments of Traders release from the CFTC.

Also note that I've made a few corrections to some of the data because of a data inputing mistake caught by a couple of alert readers. (Thanks!) No changes were needed to existing signals, but my upcoming natural gas signal for the coming week's open is now bearish (as reported above), instead of bullish as I had previously thought.

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

Saturday, 12 February 2011

Gas, Bond from Bearish to Cash

Another nice signal from my natural gas trading setup last week. On Monday's open of trading, that setup goes back to cash. It will then go bearish the following week (on Feb. 21), as detailed on my newly updated latest signals table. All other signals remain the same (gold is bullish, everything else in cash), except for my setup for the 30-year Treasury. That one also goes from bearish to cash this coming week, but then returns to bearish on Feb. 21. Have a good weekend, and good luck next week.

Monday, 7 February 2011

Cash for Banks, Bearish on Natural Gas and Bonds

I've just updated my latest signals table based on Friday's COT data. Signals taking effect on this week's open: cash for the BKX Bank Index, and bearish for natural gas and the 30-year Treasury bond (meaning the yield would rise). See the table for more details. Sorry for getting to this so late and for the truncated report today! Good luck this week.

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.