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.

Monday, 28 May 2012

Update Done

Just finished updating my latest signals table based on Friday's Commitments of Traders results. Sorry for the delay in the update. I was interrupted part-way through my update before the open this morning when Google Docs crashed. Good luck this week!

5 comments:

Unknown said...: hi , wen you update table white backtesting results ? thnks; 31 May 2012 at 06:36
Unknown said...: Hi Alex , wen you updates your table whit backtesting results , especialy Nat.Gaz ?; 31 May 2012 at 06:38
Alex Roslin said...: Hi Lachezar,

The table is updated with all of my current setups. I'm using the old gas setup that I've used for a couple of years because the trading results are so good.

Regards,
Alex; 17 June 2012 at 20:43
suchir said...: Alex,

For your crude oil setup, what moving average are you subtracting (ex.4 week average) and how many weeks are aggregated to calculate the standard deviation? I am backtesting it and trying to generate a whole host of trade statistics. I can send you a private email with the results.

Thanks,

Suchir; 19 October 2012 at 18:00
Alex Roslin said...: Hi Suchir,

I haven't published that information.

Regards,
Alex; 20 October 2012 at 14:14

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.