DATA & API · EARLY
The graded record, as data.
Plenty of places sell raw COT data. Nobody sells what it was worth. Every number on this site is built from versioned JSON payloads: the graded extremes since 2006 with their outcomes at fixed gates, each market’s turn fingerprint, the daily nowcast with its own hit rate, and the live forward test. If you trade systematically or do research, that record is usable directly.
TRADINGVIEW INDICATOR · FREE
A free indicator that plots any market’s crowd-positioning percentile and, when it is stretched, the market’s own graded record: how many comparable extremes turned, and the typical move against you.
WHAT A PAYLOAD CARRIES
GET /api/index.json · the ledger: 44 markets, state, percentile, open trades
GET /api/<MARKET>.json · one market’s full file:
episodes[] · every graded extreme, outcomes at W1/2/4/8/13/26
current_setup.fingerprint · turn conditions vs today
survival · turn timing curves per side
nowcast · daily estimate + 52-week hit rate
turn_triggers · what marked past turns, false alarms included
UNITS · READ THIS BEFORE YOU DIFF A PAYLOAD AGAINST A PAGE
Every ret, mae and threshold in episodes[].outcomes is a log return, signed in the fade’s direction. That is the research’s own currency: additive across windows, symmetric up and down, and the volatility bar is a log-space sigma by construction. The site converts it once, where the payload is loaded, into the simple return on the position · exp(x) − 1 when the crowd was short (the fade is long) and 1 − exp(−x) when the crowd was long (the fade is short), with mae and anatomy.shakeout_13w taking the mirror because they measure the move against the position. For an ordinary week the two readings agree to a rounding. At the tail they do not: BITCOIN trade #3 at 26 weeks is 1.6767 in the payload and +434.8% on the page, and both are correct in their own units. Percentiles, shares of open interest, turn rates, hit rates and the nowcast’s accuracy are not returns and are untouched by any of this. Full derivation in the methodology.
THE HONEST TERMS, TODAY
The free ledger (/api/index.json) is open. The per-market payloads are keyed: the graded record took twenty years of data and a working pipeline to build, and bulk access to it is the paid product. Schema and availability can still change while the product is young. Building something on this, or want a key? Write to support@cotreport.ai with what you’re making: early users shape the schema.
THE RESEARCH PACK · CSV · €149 ONE-TIME
The whole graded record as four clean CSVs: every extreme since 2006 with outcomes at every gate, per-market turn timing, the fingerprint factors, and one row per market naming the price instrument its record was measured on · plus a README that states the caveats the way the site does. Single-buyer research license, current release, refreshed weekly.
Get the pack · €149 →checkout via stripe · incl. VAT where applicable · the download starts right after payment
the numbers come from the same pipeline as the site: methodology, baselines and corrections in full in the methodology · 43 markets graded · data is statistics about the past, not advice