Last Updated on 27 September 2022 by automiamo.com
The Commitment of Traders (COT) report is a weekly publication that shows the aggregate holdings of different participants in the U.S. futures market.
My backtests, using these conditions:
Trend following strategy: LONG in the week, if long % positions on relative forward contract are greater than previous data, else SHORT
Contrarian strategy: SHORT in the week, if long % positions on relative forward contract are greater than previous data, else LONG
Disclaimer: The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by me.