Follow the Smart Money / COT Analysis

Discussion in 'Trading' started by Dunstan, Jul 11, 2012.

  1. truetype

    truetype

    It would, if you were the only one with the information. But everyone and his brother follows the COT reports.
     
    #361     Oct 9, 2017
    Spooz Top 2 likes this.
  2. Dunstan

    Dunstan

    Hi Grantx,

    They mean that Commercials have not been at such net level in the past 245 reports (since CFTC publishes the cot report on a weekly basis these days /in the past is was 2 weeks and in the early days it was every months/ you can also say 245 weeks).

    For more in cot extreme signals, please check out the first part of this thread: https://www.elitetrader.com/et/threads/follow-the-smart-money-cot-analysis.245815/

    All the best,
    Dunstan
     
    #362     Oct 9, 2017
    Grantx likes this.
  3. Dunstan

    Dunstan

    Hi everyone,

    The latest Commitments of Traders review is out.

    S&P-400
    COT Change (52W) / C – 15%, LS – 7%, SS – 21% /
    Bearish cot change signal (not really strong, I’d put it aside) and a still bearish extreme. Conclusion would be to go short, but we are talking about an index and you can see how indexes reacted to bearish extremes in the past…

    Euro
    COT Extreme / LS – 335 report COT extreme /
    Significant bearish extreme is still present in the market --> we can expect further decline in the market.

    Canadian Dollar
    COT Extreme / C - 246, LS – 257 report COT extreme /
    Interesting, but the bearish extreme in the Canadian Dollar does not seem to weaken even though prices have started falling. In my view this support further weakness in the market.

    All the best,
    Dunstan

    COT Charts
     
    #363     Oct 17, 2017
  4. Dunstan

    Dunstan

    Hi everyone,

    The latest Commitments of Traders review is out.

    5-Year Note
    COT Change (52W) / C – 35%, LS – 36%, SS – 23% /
    COT Extreme / C, LS – All Time COT extreme /
    Possibly the BEST combination we can wish for! Not only do we have huge sudden changes in Traders positions (bullish cot signal), but this is happening, when we have stress levels in the market that we have never witnessed in the past! Beautiful bullish picture!

    Lean Hogs
    COT Extreme / SS – All Time COT extreme /
    Interesting to see on Small Speculators signaling a direction! :) Of course this is just a good example for us to know: maybe they are “small”, but they definitely count! Have a look at that happened back in the end of 2013 (see attached chart). We had a pretty much similar situation as now. If it is not clear: we have a bullish signal from the report.

    Canadian Dollar
    COT Index (3yr) / C – 1%, LS – 99%, SS – 94% /
    Not much change from last week, further weakness on the horizon.

    All the best,
    Dunstan

    COT Charts
     
    #364     Oct 23, 2017
    amin likes this.
  5. Dunstan

    Dunstan

    Hi everyone,

    The latest Commitments of Traders review is out.

    Swiss Frank
    COT Change (52W) / C – 17%, LS – 21% /
    Both of our major signals are pointing upwards. Maybe the extreme could be even larger --> that would be a more comfortable situation.

    Coffee
    COT Extreme / LS – All Time COT extreme /
    The picture is crystal clear, we have a huge stress in coffee and we can expect it to erupt soon!

    Feeder Cattle
    COT Extreme / C – All Time COT extreme /
    Commercials have never been as short (net) as they are now --> huge bearish cot signal, but caution is advised, I would not be surprised if prices would continue to rise a little bit more.

    All the best,
    Dunstan

    COT Charts
     
    #365     Oct 30, 2017
  6. Dunstan

    Dunstan

    Hi everyone,

    The latest Commitments of Traders review is out.

    Swiss Frank
    COT Change (52W) / C – 27%, LS – 28%, SS – 15% /
    COT Index (3yr) / C - 83%, LS – 15%, SS – 22% /
    Last week I said: “Both of our major signals are pointing upwards. Maybe the extreme could be even larger --> that would be a more comfortable situation.” Well that is what happened, we have now reached an even greater extreme! Things are becoming pretty supporting for CHF.

    5-Year Note
    COT Extreme / C, LS – All Time COT extreme /
    Beautiful! There is nothing better, when we have a bullish all time cot extreme signal at deep low prices! :)

    10-Year Note
    COT Extreme / SS – 606 report COT extreme /
    The picture is not as bullish as it is for 5-year note, but small specs are pretty pessimistic about the market and that is definitely a good sign for higher prices.

    All the best,
    Dunstan

    COT Charts
     
    #366     Nov 6, 2017
  7. Dunstan

    Dunstan

    Hi everyone,

    The latest Commitments of Traders review is out.

    5-Year Note
    COT Change (52W) / C – 19%, LS – 22% /
    Although we have a bearish cot change signal, due to the bullish extreme in the market, caution is advised!

    Curde Oil
    COT Extreme / C, LS – All Time COT extreme /
    All Time bearish extreme in Crude Oil (also in Heating Oil) which signals the end of higher prices.

    Swiss Franc
    COT Extreme / C – 101, LS - 232 report COT extreme /
    I hope you were following me here ;) If you check my previous posts, you will see.

    All the best,
    Dunstan

    COT Charts
     
    #367     Nov 20, 2017
  8. Dunstan

    Dunstan

    Hi everyone,

    The latest Commitments of Traders review is out.

    Soybean Meal
    COT Change (52W) / C – 16%, LS – 17% /
    Bearish cot change signal and bearish extreme situation close to good resistance levels.

    Curde Oil
    COT Extreme / C, LS – All Time COT extreme /
    The all-time cot extreme has widened further, so my remark on caution was valid last time.

    Swiss Franc
    COT Extreme / LS - 284 report COT extreme /
    Further increase in the extreme, although price is headed higher.

    All the best,
    Dunstan

    COT Charts
     
    #368     Dec 4, 2017
    amin likes this.
  9. Dunstan

    Dunstan

    Hi everyone,

    The latest Commitments of Traders review is out.

    S&P-500
    COT Change (52W) / C – 33%, LS – 25%, SS – 39% /
    Bearish cot change signal and bearish extreme, but I’d pass… Indexes are simply too risky to short now I believe…

    Curde Oil
    COT Extreme / C, LS – All Time COT extreme /
    The all time cot extreme in CL has risen to even greater levels, but price has not yet fallen too deep.

    S&P-400
    COT Extreme / C – All Time COT extreme /
    All Time cot extreme in Commercials, supporting S&P-500 bearish bias...

    All the best,
    Dunstan

    COT Charts
     
    #369     Dec 11, 2017
  10. truetype

    truetype

    When are indexes not risky? Anyway, thanks for your commentary, always a good read.
     
    #370     Dec 11, 2017