Follow the Smart Money / COT Analysis

This is a discussion on Follow the Smart Money / COT Analysis within the Futures & Options forums, part of the Markets category; COT data shows past information if it provides edge on continuous basis and publicly available, efficient market hypothesis says this ...

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Old Feb 15, 2018, 4:27pm   #331
Joined Sep 2013
COT data shows past information if it provides edge on continuous basis and publicly available, efficient market hypothesis says this information is already priced in

Cot data has little benefit of course you can spot some interesting shifts in positions but you'll probably find it difficult to base any forecasts on them
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Old Feb 26, 2018, 12:28pm   #332
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Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Soybeans
COT Change (52W) / C – 22%, LS – 21%, SS – 12% /
The cot change signal is clearly bearish (maybe influencing the market early this week), but the extreme is not that obvious. Large Speculators were at these levels roughly a year ago, but other than that, the bullish cot extreme from 5 weeks ago is still acting. So my assumption is this: we may see a bit of a decline, but it should not be long lived and thus we could easily see the continuation of the rally.

Soybean Meal
COT Extreme / C, LS – All Time COT extreme /
Unquestionable bearish cot extreme --> be prepared for lower prices to come.

Dow Jones-30
COT Extreme / C, LS – 91 report COT extreme /
Interesting to get to a bullish extreme so fast (under a month), but looking at the price action, our surprise should be washed away

All the best,
Dunstan

COT Charts
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Attached Thumbnails
report8_soybeans.png   report8_soybean-meal.png   report8_dow-jones-30.png  

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Old Mar 5, 2018, 11:19am   #333
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Soybeans
COT Change (52W) / C – 22%, LS – 19%, SS – 5% /
COT Extreme / C - 53, LS – 52 report COT extreme /
The rally continued, the extreme became larger, but it is questionable whether or not it is large enough to make any changes to the rally. The cot change signal suggest a pullback in this rally.

Soybean Meal
COT Extreme / C, LS – All Time COT extreme /
The extreme became even greater… Eyes on this market

Silver
COT Extreme / C - 133, LS – 778 report COT extreme /
Huge bullish cot extreme in Silver suggesting higher prices to come!

All the best,
Dunstan

COT Charts
Futures Trading
Attached Thumbnails
report9_soybeans.png   report9_soybean-meal.png   report9_silver.png  

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Old Mar 26, 2018, 12:49pm   #334
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

New Zealand Dollar
COT Change (52W) / C – 38%, LS – 42% /
Not only do we have a very large change in Traders positions, with this move we have gone much closer towards a significant bearish cot extreme.

Silver
COT Extreme / C, LS – All Time COT extreme /
All Time bullish cot extreme in Silver. Do I need to say more??

Sugar
COT Extreme / C, LS – All Time COT extreme /
Here we need to be a bit more careful… As you may see on the chart, we have had significant bullish extreme in the market for a loooong time, but the downtrend did not stop. This signal from the report simply underlines the importance of keeping in mind that there is a never before seen stress level in Sugar that will eventually pop and we will see higher prices. This could start tomorrow, but it may also take many months before something happens.

All the best,
Dunstan

COT Charts
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report12_nzd.png   report12_silver.png   report12_sugar.png  

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Old Apr 2, 2018, 1:33pm   #335
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

S&P-500
COT Change (52W) / C – 38%, LS – 56% /
COT Extreme / LS – All Time COT extreme /
Both of our main COT signals are giving us bearish signs in the market. Huge changes in Commercials and in Large Specs positions combined with an All Time cot extreme signal in LS (despite the decline in the market we have witnessed the last 2 monhts).

Silver
COT Extreme / LS – All Time COT extreme /
Not much change since last week… LS further increased their net short position.

Sugar
COT Extreme / C, LS – All Time COT extreme /
Similarly to Silver, the stress level in the market has increased, the bullish cot extreme became even more significant, yet prices further declined. This underlines my caution advice I made last week.

All the best,
Dunstan

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report13_s-p-500.png   report13_silver.png   report13_sugar.png  

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Old Apr 9, 2018, 1:20pm   #336
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Gold
COT Change (52W) / C – 19%, LS – 19% /
Bullish cot change signal possibly pushing prices higher the next few days, but no extreme.

Silver
COT Extreme / C, LS – All Time COT extreme /
Further increase in the cot extreme here. Great example that all time extremes could be with us for pretty long time before the market reacts. FuturesTradingGuides is indicating a -51.79 FTG score on a short time frame and a -56.99 FTG score for medium term so actually even though we have this huge bullish extreme, I’m waiting…

British Pound
COT Extreme / C - 193, LS – 194 report COT extreme /
Huge Bearish cot extreme in GBP suggesting an end to this rally we have been witnessing since the beginning of 2017.

All the best,
Dunstan

COT Charts
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Attached Thumbnails
report14_gold.png   report14_silver.png   report14_gbp.png  

ftg_silver-short.png  
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Old Apr 16, 2018, 12:03pm   #337
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Rough Rice
COT Change (52W) / C – 15%, LS – 10%, SS – 22% /
Although we have this bearish cot change signal, I’d stay away from any short trade. Volume and OI analysis is supporting further rallies in the market and the extreme isn’t that significant either.

S&P-500
COT Extreme / LS – All Time COT extreme /
Interesting to see such a bearish extreme in S&P, when we have nothing similar in Nasdaq and the Dow… tricky situation that’s for sure. Nevertheless if someone is considering shorting here, they may be happy with the fact that the cot report is backing the trade.

British Pound
COT Extreme / C - 194, LS – 196 report COT extreme /
As prices gone higher, the bearish cot extreme has also become larger – no surprise here.

All the best,
Dunstan

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Old Apr 23, 2018, 2:00pm   #338
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Rough Rice
COT Change (52W) / C – 21%, LS – 14%, SS – 31% /
Bearish COT change signal combined with an extreme bearish cot extreme. Eyes on rough Rice.

Coffee
COT Extreme / C, LS – All Time COT extreme /
All time bullish cot extreme in Coffee! Let the chart speak for itself

Euro
COT Extreme / LS – All Time COT extreme /
LS at a bearish cot extreme (all time) suggesting prices should turn downwards.

All the best,
Dunstan

COT Charts
Futures Trading
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Old May 8, 2018, 8:43am   #339
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Orange Juice
COT Change (52W) / C – 28%, LS – 22%, SS – 22% /
The large change in Traders positions suggest that prices may fall back a little, but analyzing the stress level in the market I can except further increases in the next weeks, months ahead.

S&P-500
COT Extreme / LS – All Time COT extreme /
The most bearish of all indexes is the S&P-500. The all time cot extreme makes this clear. I’d be careful though, since the picture seems to be very bullish in Nasdaq and the Dow.

Soybean Meal
COT Extreme / C, LS – All Time COT extreme /
Soybean markets in my experience tend to react very well to cot extreme signals (just take a brief look at some historical examples…), so the fact that we have all time bearish cot extreme in Commercial’s AND Large Speculators positions makes me excited.

All the best,
Dunstan

COT Charts
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Old May 14, 2018, 1:03pm   #340
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Orange Juice
COT Change (52W) / C – 29%, LS – 26%, SS – 30% /
Nice signal from the change in Traders positions, but I don’t see a big extreme yet.

Swiss Franc
COT Extreme / C – 566, LS – 307 report, SS – All Time COT extreme /
Huge bullish cot extreme in Swiss Franc! In the past the market reacted well to these tense situations, so I’m expecting this to repeat again. I’ve just subscribed to FX Trading Guides and now I can see that I should wait a bit before entering the market. Attached you can see the daily-weekly and monthly FTG scores that measure strength/weakness in the market. I gathered all major currencies with CHF.

Wheat
COT Extreme / C - 41, LS – 207 report COT extreme /
Very large bearish extreme here suggesting further declines to come.

All the best,
Dunstan

COT Charts
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Attached Thumbnails
report19_orange-juice.png   report19_chf.png   ftg-scores_chf.png  

report19_wheat.png  
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Old May 20, 2018, 8:15am   #341
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Mexican Peso
COT Change (52W) / C – 28%, LS – 27%, SS – 31% /
FTG Score / D -29.6, W -18, M -46.1 /
Huge change in Traders positions (bullish cot signal) and the stresses in the market are also becoming more and more bullish. Because of the FTG scores I’d be neglecting this market for now.

Swiss Franc
COT Extreme / C – 567, LS – 563 report, SS – All Time COT extreme /
FTG Score / D -38.6, W 10.2, M -14 /
The extreme became even greater than last week, but the price was unable to continue its decline. Maybe the downtrend is over? I’d be betting on that more… Since we have still a negative FTG score (daily), I may wait until it becomes positive.

Australian Dollar
COT Extreme / C - 119, LS – 118, SS - 120 report COT extreme /
FTG Score / D -22.3, W -12.2, M -33.1 /
Maybe not as large extreme as for CHF, but still big enough to consider taking a position on the LONG side. Same as in case of MXP and CHF, it would be nice to see supporting FTG scores.

All the best,
Dunstan

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Thanks! The following members like this post: swissy
Old May 22, 2018, 12:21pm   #342
 
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COT data providing by Reuters http://graphics.thomsonreuters.com/11/02/cftc.html
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Old May 28, 2018, 8:26am   #343
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Sugar
COT Change (52W) / C – 27%, LS – 23%, SS – 21% /
FTG Score / D -42.4, W -48.9, M -3.5 /
Large bearish cot change signal combined with FTG scores that signal weakness in the market --> I am expecting a bit of pullback in prices. On the other hand we should not forget about the bullish cot extreme that triggered this rally and the fact that we are pretty far away from bearish extremes.

RBOB Gasoline
COT Extreme / C, LS – All Time COT extreme /
FTG Score / D 29.1, W 18.6, M -13.4 /
The All time bearish cot extreme in Gasoline suggest prices have reached their top, we should be seeing lower prices coming.

Swiss Franc
COT Extreme / LS – 564 report COT extreme /
FTG Score / D -39.6, W 5.1, M -5.9 /
The increase that we have witnessed suggests that the bullish cot extreme we have in the market may very well be successful.

All the best,
Dunstan

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Old May 30, 2018, 7:18am   #344
 
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Quote:
Originally Posted by Dunstan View Post
Hi everyone,

The latest Commitments of Traders review is out.

Sugar
COT Change (52W) / C – 27%, LS – 23%, SS – 21% /
FTG Score / D -42.4, W -48.9, M -3.5 /
Large bearish cot change signal combined with FTG scores that signal weakness in the market --> I am expecting a bit of pullback in prices. On the other hand we should not forget about the bullish cot extreme that triggered this rally and the fact that we are pretty far away from bearish extremes.

RBOB Gasoline
COT Extreme / C, LS – All Time COT extreme /
FTG Score / D 29.1, W 18.6, M -13.4 /
The All time bearish cot extreme in Gasoline suggest prices have reached their top, we should be seeing lower prices coming.

Swiss Franc
COT Extreme / LS – 564 report COT extreme /
FTG Score / D -39.6, W 5.1, M -5.9 /
The increase that we have witnessed suggests that the bullish cot extreme we have in the market may very well be successful.

All the best,
Dunstan

COT Charts
FOREX Trading
Futures Trading
This is very helpful, thanks for posting.
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Old Today, 10:40am   #345
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

USD Index
COT Change (52W) / C – 47%, LS – 47% /
FTG Score / D 36.8, W -10.5, M 20.7 /
We are witnessing truly large changes in Traders position (bearish cot signal), but caution is advised for two reasons: The bullish cot extreme that lead us to this rally has still not decreased too much, FuturesTradingGuides scores indicate further positive signs in the market…

Platinum
COT Extreme / C – 606 report, LS – All Time COT extreme /
FTG Score / D -34.9, W -44.9, M -33.3 /
Platinum cot report is showing us a very bullish picture… The fact the Large Speculators are net short is “scary”, haven’t happened too many times in the past. FTG scores are still bearish which means patience could be needed / further decline in the short-medium term is likely.

Soybean Oil
COT Extreme / C,LS – 227 report COT extreme /
FTG Score / D -64.3, W -19.2, M -15.7 /
Similarly to Platinum, we have a significant bullish cot signal, but here the FTG system is indicating (especially in the short term – daily) a very bearish picture… I’d wait for FTG score values to at least settle down before I take any action.

All the best,
Dunstan

COT Charts
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