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, 26 November 2011

Holiday Delay - A Few New Signals

Hope U.S. readers had a yummy turkey last week. The holiday delay means Friday's Commitments of Traders report will come out Monday, so I'll only update my latest signals table after that. But there are still a few signals taking effect on Monday's open based on data until now. To whit:

- S&P 500: Goes from cash to bearish

- Crude oil: Goes from cash to bearish

- Natural gas: Goes from bearish to bullish

- 30-year Treasury bond: Goes from bullish to cash

These signals are all marked on my signals table. But please note that I haven't updated the rest of that table, including the column for the coming week's "current signal," because of the holiday-delayed data. Thus, the signals in that column are for last week. Have a good weekend, and see you back here after Monday's data release.

5 comments:

Henry said...: Alex,

Since you do not have the FED report yet.

Base on the Technical SPX /Dow chart. There is a good chance the "stock market" would bounce back up on the short term. i.e. week of Nov 28

Not trying to interject what your signals here. Just offer another angle, that is all.

Hard to see through the fog of Europe now a day. If anyone open their mouth. All bets are off. lol

Henry; 27 November 2011 at 22:31
Wendy788 said...: Alex,
I'm new to the site and have been paper trading some of these signals. I need to make sure I'm on the same page. The column labeled "Next Pending Signals (execution date for next signal in brackets)" means, that is the date you execute the trade and go bullish or bearish or cash, correct? For example: today, November 28, for Copper, you stayed cash from November 21, so that means you are not in the position, correct? Also, for today, (November 28) you were bullish on November 21, for 30-yr US. Treasury (did you enter/execute a position then Nov. 21? and now (Nov. 28) you are cash, so does that mean you cashed out/sold the position this morning for the US.?

thanks,
Wendy; 28 November 2011 at 15:06
Wendy788 said...: Alex you can email me the answer off the blog if you wish.

wendywhite2@yahoo.com

thank you,
Wendy; 28 November 2011 at 15:07
Reza said...: hello,
any updates on the latest signals

Thanks; 30 November 2011 at 16:00
Alex Roslin said...: Hi dear readers,

Wendy: I think the confusion resulted from the holiday-delayed report of last week. Check the table now, and see if it's clearer.

Reza: Sorry about missing my update on Monday!

Henry: I agree - a bounced seemed due technically speaking, and in fact that's what happened, contrary to the COT signal for the S&P 500.

Regards,
Alex; 2 December 2011 at 17:44

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.