cotreport*

COT SCHOOL · GUIDE 04 · 5 MIN

Do COT extremes predict reversals? We counted.

This is the question the whole COT industry monetizes, so you should distrust anyone whose answer is a confident yes. We backtested every extreme in our 44-market universe since 2006, 1,206 of them, and published the full record: the backtest, the base rates per market, and the strategies that failed.

What the record shows

  • Most extremes do not turn inside a 13-week window. Per-market turn rates are published on every file: some markets sit near 1 in 3, others lower.
  • The ones that turn make you wait: median waits run weeks, with shakeouts against the fade on the way. The wait and the worst sit-through are printed on every live file.
  • Mechanical rules died in testing. Fading every extreme, waiting for confirmation triggers, following the crowd: all negative after corrections in our walk-forward tests. We published those failures, because a tool that hides its failed tests is selling you the untested ones.

So what survives?

Measurement survives. An extreme is a risk state you should know about, not an instruction. What made the difference in past turns was the surrounding conditions, which is why every live extreme carries its fingerprint: how much today looks like the cases that actually turned. Measured, never forecast. The methodology holds the full test record. See one market’s full file worked end-to-end, free: the GOLD file · or what is crowded this week.

NEXT DROP · FRIDAY 21:30 CET

The Friday Letter

Every Friday 21:30 CET the new report lands and we regrade all 1,206 cases overnight. Confirm and your crowd-map snapshot arrives right away. Then every Friday: what moved, where the crowd is stretched, and which fades are running in public. And the moment we open one, you get the ping. Free.

Every Friday: where the crowd is stretched, what is running, what it cost. Free.

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educational content · statistics, not advice · not affiliated with the CFTC · every number referenced here is published with its method on the methodology page