COTs Timer: Green Light for Crude

Sunday, 12 June 2011

Green Light for Crude

One new signal based on Friday's Commitments of Traders data issued by the Commodity Futures Trading Commission. My trading setup for crude oil goes from cash to bullish on Monday's open of trading (June 13). See the details on the crude data and the trader positioning in other markets I'm following on my latest signals table. Good luck this week!

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:

Wesley said...: Good day sir,

I'm an avid natural gas trader and I'm desperately trying to follow your rules with creating a spreadsheet on natural gas signals. I believe I am missing something and wonder if you could help me out with a copy of your natural gas spreadsheet. I have my own blog at www.oilngashedgefund.blogspot.com and my email is tmxwes@gmail.com; 12 June 2011 at 22:23
Alex Roslin said...: Hi Wesley,

I haven't posted that spreadsheet. You are welcome to create it for yourself, however, by downloading my SPX spreadsheet as a template (see the DYI page for the link and instructions), then using the parameter values in my backtesting page notes and inputting the COT data for natural gas. Let me know if you encounter any difficulties.

Regards,
Alex; 19 June 2011 at 20:39

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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.