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Big Money Report

September 13, 2009
  Big Money Report (2week-3 month outlook)  
    COT Stochastic (change since last week)*
  COT Analysis Commercials Institutions Small Trader
Stock Market Bearish 38 (-15) 57 (+20) 52 (+5)
Gold Very Bearish 0 (-5) 100 (+7) 100 (+22)
Oil Mildly Bearish 33 62 (+2) 72 (-8)
Gas Very Bullish 93 (-1) 8 (+2) 33 (-4) 
Short term Treasury Very Bearish 0 (-10) 100 24 (5)
10yr Treasury Bullish 78 (8) 25 (2) 52 (-32)
USD Index Bullish 70 (+15) 33 (-10) 20 (-40)
*negative changes indicate selling      
4 Comments leave one →
  1. September 13, 2009 7:48 pm

    Last week you discussed percentiles. It would be interesting to see those regularly — as well as historical averages — if any of that is available. It looks like this is very useful. I appreciate your making it available.

    • david varadi permalink*
      September 13, 2009 8:04 pm

      thanks russ, the stochastic makes things easier for understanding changes but most importantly it doesn’t require as much data. Nonetheless they are both useful. I have been tinkering around, and will finalize the presentation.


  2. September 26, 2009 4:21 am

    just found your blog through twitter…
    How do you derive the COT analysis bullish/bearish bias?

    Do you know that Alex Roslin maintains a blog (COTS Timer) dedicated to the analysis of COT numbers. He uses a back-tested system to compare current COT levels to historical levels and derive a bearish or bullish call.

    Its not too bad although I am not 100% sure I am sold on the concept of using COT data solely to trade a system since you would be ignoring all the OTC figures…

    • david varadi permalink*
      September 26, 2009 10:03 am

      hi jez, thanks for the link much appreciated. I actually do a lot of analysis on several things–for me its a point of interest and an uncorrelated indicator to traditional technical analysis. I agree with you that it is not the ultimate arbiter of future returns as the data is noisy. Nonethess, it does provide a different vantage point.
      I will check out that site.

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