Commitment of Traders · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph2

How the method is built, and where it has been read

Depends on

Often reviewed together

Seasonal analysis4 readings

Often reviewed together

Contrarian strategy4 readings

Read in the archive21 readings

1990Constructing a COT index from the commercial-speculative spreadIntermarket and spreads 1990Crowded price rules need abstention and a regime overlayDecision process 1991Advisor consensus fails as weekly contrarian timingSeasonality and regimes 1996When speculative flows decouple bonds from stocksIntermarket and spreads 1996Score each trader class against itself, then slice by monthSeasonality and regimes 1996Pork belly Commitment of Traders signals depend on the seasonal windowSeasonality and regimes 2002Constructing regime context from trader commitment netsSeasonality and regimes 2002Trader net positions as regime context for chart setupsIntermarket and spreads 2003Three states for a daily futures advisor consensusSeasonality and regimes 2005Commitment of Traders open-interest extremes as regime filtersIntermarket and spreads 2005Commitment of Traders participant imbalance as regime context for commodity position tradesIntermarket and spreads 2006Housing slowdown as a cross-market regime lessonSeasonality and regimes 2006Lagged commercial nets and a weekly accumulation triggerSeasonality and regimes 2007Evaluate an index stance as a spread between trader booksIntermarket and spreads 2011Constructing weekly participant positioning ledgersIntermarket and spreads 2012Commitment of Traders as crowded-book context, not a copy signalIntermarket and spreads 2014Constructing Commitment of Traders regime context when commercial hedgers failIntermarket and spreads 2014When Commitment of Traders smart money fails as an intermarket regime filterIntermarket and spreads 2015Leave a yen bottom unconfirmed until gold and positioning agreeIntermarket and spreads 2016Stacking volume, open interest, and trader books around expirationAuction and volume 2025Post-crash cash and regime-aware watchlistsIntermarket and spreads

This registry entry describes a research method. It is not investment advice and does not make a performance claim.