COTs Timer

Ever wonder what the smart money is doing in the markets? You don’t need to pay big bucks to find out. Just read the Commodity Futures Trading Commission’s free weekly Commitments of Traders report. The CFTC’s COT data is a Holy Grail of market info, listing trillions of dollars in positions in 200+ markets – gold, crude oil, natural gas, silver, forex, equity indexes and lots more. My trading system, which I posted about here for seven years, gave weekly trading signals based on the COT data.

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.

3 comments:

Unknown said...: Alex,

I have been following your site for awhile now... up until a couple of weeks ago I was able to replicate the buy and sell signals for nat gas using your methodology, but over the past couple of weeks it seems we are coming to different results. I believe another poster had the same issue. Have you checked into this at all?; 15 February 2011 at 09:44
Alex Roslin said...: Hi Robert,

Thanks for your message. I did a check after the previous post about the same issue, but I didn't find anything amiss. But your email prompted me to take another look, and I did notice that I had erroneously inputted the futures-only data for the week of Jan. 18 for some of the markets. I've fixed that now, and I've adjusted the data on the latest signals table.

Thanks to you and the earlier poster for bringing this up. It's one of the great things I've found about having this blog - getting valuable feedback from people like you. All current signals remain the same. One change is that my upcoming natural gas signal will be bearish on Monday's open (not bullish as I had previously thought).

Let me know if my updated numbers match yours or don't. And apologies to readers for this mistake.

Regards,
Alex; 21 February 2011 at 00:41
Unknown said...: Thanks Alex for looking into it. I have enjoyed the unique analysis you have put together. Keep up the good work!; 21 February 2011 at 08:13

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.