Sunday, 15 June 2014

S&P 500 Goes Bullish: COT Data

"Smart money" commercial hedgers are betting big on the equities rally, if positioning in S&P 500 futures and options is any guide.

The latest Commitments of Traders report shows commercials boosting their net futures and options position to 1.9 standard deviations above the recent average, up from 1.11 standard deviations last week.

My SPX position moves from bearish to bullish on the coming week's open of trading thanks to the bullish commercial trader positioning.

See my latest signals table for more details on the positioning in this and the other nine markets I trader using the free weekly COT data from the U.S. Commodity Futures Trading Commission.

Good luck this week, and Happy Father's Day to my dad and all the other dad readers out there. Hope you had a great day.

2 comments:

Unknown said...

Hey Alex, I was wondering if you could send me one of your sample spreadsheets for S&P 500, since the ones in your link have been disabled for awhile. Thanks!

email: lordwill0@gmail.com

Alex Roslin said...

Hi William,

Thanks for your interest. Apologies the spreadsheet hasn't been available. Just haven't had the chance to get to it. I'll be sure to let everyone know when it's been posted.

Best regards,
Alex