cotreport*

backtest / equity / S&P 500 (E-mini) · DOW EMININASDAQ EMINIRUSSELL EMINIVIX

S&P 500 (E-mini) the file, every extreme since 2006

27

separate extremes on file (back-to-back extreme weeks count once), numbered on the chart, none hidden

16 ended in a reversal within 13 weeksthe ones that turned took a median 3.6 wksworst run ever sat through 9.5%what marked those turns → measured in this file

3y percentile

80.1

cot index

60.2

z-score · 156w

0.85

weeks in zone

report as of

2026-08-04

the S&P 500 (E-mini) report →is S&P 500 (E-mini) stretched now? →

Every SP500 EMINI trade on file · 27 since 2006+

Historical analysis for information and education only, not advice, not a recommendation, not a solicitation. Results are model-based (front-month price proxies, weekly data), can contain errors, and would differ with costs, slippage and live execution. Past performance is no indicator of future results.

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Every SP500 EMINI extreme since 2006, numbered on the chart: which ones turned, which ones never did, and how much of the move was still there by the time it fired.

every losing case published · one frozen rule · graded in public since 2019

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