LATEST SIGNALS TABLE
By clicking the following links, you acknowledge you have read the disclaimer above in its entirety and agree with it. Click here (or pdf version here) to see my latest signals for my trading setups based on the weekly Commitments of Traders reports issued by the U.S. Commodity Futures Trading Commission. I update this table after each weekly COT report issued Fridays at 3:30 EST.
Subscribe to:
Post Comments (Atom)
16 comments:
thank you for the updated version of the Timer. Looks like you have disabled access to the spreadsheet version/ I get access denied from Google. The PDF link works, but it not as convenient to read as the spreadsheet used to be. Would you be enabling access to the spreadsheet ?
Thank you once again
Hi StockManiac2008,
Oops. Problem should be fixed now.
Regards,
Alex
What do you think of sugar's prominence in the COT table?
The number keeps growing in inverse proportion to bonds (especially the 30 year).
Hi In Debt...,
It looks like the open interest for sugar has remained fairly stable through 2009 so far. I didn't check out earlier data. Some other commodities have seen open interest really explode this year as market conditions improved. All that said, sugar does look like one of the more liquid commodities, and it'd be an interesting one to develop a setup for.
Regards,
Alex
Hi Alex,
I have been working to setup the BKX spread sheet, but am having trouble duplicating your numbers for the large speculator total OI position. My numbers are 1.03 and 1.46 for this week and last week, respectively. My calculations for the net % large speculator position and the small traders total OI position agree with your posted numbers. I am using the sum of columns I and J from the futures and options report to compute the large speculator total OI. I am using the difference between the current total OI and the 6 week moving average, divided by the standard deviation of the 6 week MA to compute the current position. Any suggestions on where I am going wrong?
Thanks,
Eugene
Hi Eugene,
Apologies! The notes for the backtesting results table should have said that the large spec total open interest setup uses a four-week moving average, not a six-week moving average. I've corrected that now. Sorry about the mix-up!
Regards,
Alex
Hi Alex,
I discovered you through an article that you wrote in the Investor's Digest of Canada which led me to your web site that I've read through and through at least three times. I appreciate that you are sharing all your hard work with your readers.
I noticed today that your pdf link to your "Latest Signals Table" leads to the "Backtesting Results Table" pdf file. The Google Docs link is fine.
Could you share where you acquired your knowledge of statistics and technical analysis? I'm reading on line all I can on the subject and I was wondering if you could recommend a more structured way of mastering those subjects?
Thanks for your time.
PS Also appreciated your article in Harrowsmith on the scythe.
Hi Maumaj,
Thanks for your kind words. For more on stats and some good books to read, see the comment I wrote recently at the end of the readers' comments here:
https://www.blogger.com/comment.g?blogID=8027576651632074035&postID=7091754509389195434
For more on technical analysis, I'd read about Tom DeMark's system. Jason Perl just wrote a good book that summarizes it. The main indicators of his that I use are TDST lines. There's lots of free info on the internet about them. The best technical analysis stuff I've read from an actual trader is on the paid website of Stephen Vita (Alchemy of Trading). He has a free blog too.
Don Vialoux's DVTechTalk.com also has some good basic technical analysis in his daily market briefs. Most of the technical analysis out there is unusable crap, in my opinion. Be wary!
Regards,
Alex
Hi Alex, We started to look at data, using your sample sheet. First we look at stuff that is already known through your publications. Ofcourse al results will be at your services...!!!
Question: We are also looking at crude oil and the other items on your list. Is the time for the averages the same as with the S&P-index? (5weeks)
Greetings, Appi
Hi Appi,
Thanks for your offer. You need to look at the backtest results table notes to see the parameter values for each setup. No, they are not the same.
Regards,
Alex
thanx, to be continued.... Appi
Hey Alex,
Just wanted to say love the blog...simple and insightful. What more can you say, but thanks!
Pete
Johnson2000d
In your most recent table - you show s & p 500 Bearish but article says bullish
Is this a typo
Thanks for your info
Oops - thanks for pointing that out. Not sure how that happened.
Take care,
Alex
One thing to watch out for on Sugar, is that sugar in the US has extreme price supports through the government. Several years back I looked at investing in sugar to take advantage of the expected ethanol boom, but I just gave up because of the convoluted price supports in place.
Not saying that a setup wouldnt work, just saying to be wary of price supports.
Hi Alex,
To put my question regarding Trade Delay right....In the latest trades spread sheet under COT Posting its Says Trade Delay 3 in brackets but in Latest Signals execution date is Nov-2. Can you please explain me what is the difference.
Thank you..
RK
Post a Comment