COTs Timer: All Quiet in COT Land

Friday, 2 March 2012

All Quiet in COT Land

All quiet from the Commitments of Traders reports. My COTs Timer trading strategy has no signals that take effect on next week's open of trading. Existing signals all remain intact:

- bearish for one more week for the S&P 500
- cash for the BKX U.S. Bank Index, natural gas and copper
- bearish for the 30-year U.S. Treasury bond and crude oil
- bullish for gold and the Nikkei

See more details on the latest trader positioning in these markets on my latest signals table. Hope you fared well this week, and good luck next week.

3 comments:

CH said...: Hi Alex,

I realized that your Portfolio section is not up to date... Are you still trading live?

Thanks for your generous contribution.

Regards,

CH; 4 March 2012 at 13:55
CH said...: HI Alex,

Can I have a copy of the S&P 500 spreadsheet because the link is disabled? I would like to understand how your COT signal derived from using your S&P 500 spreadsheet so that I can have a deeper understanding.

Thanks a million.

CH; 4 March 2012 at 14:16
Alex Roslin said...: Hi CH and Carlos,

Thanks for your messages. I'm afraid I am not sharing that spreadsheet any more as it uses earlier parameter values for the S&P 500 trading setup. When I have completed updating the setup, I'll post a new spreadsheet and I'll let you know in a post.

Apologies.

Regards,
Alex; 10 March 2012 at 15:24

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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.