Question 1

What do I get with Advanced Charts?

Accepted Answer

Four decision-grade views built on the same CFTC Commitments of Traders data our free reports use, computed at lookbacks and across cross-sections retail tools don't cover: multi-horizon percentile matrix per market, speculator crowding league table, 36×36 correlation heatmap, and auto-flagged price-positioning divergences.

Question 2

How often are Advanced Charts updated?

Accepted Answer

Every Friday around 3:30 PM ET, right after the CFTC publishes the weekly Commitments of Traders report. The correlation heatmap is server-computed once per release and cached; everything else refreshes on-demand from the same Supabase snapshot our free reports read.

Question 3

Can I try Advanced Charts before subscribing?

Accepted Answer

The /cot-index page is a free single-timeframe version of the Matrix view — use it as a preview of the visual style and the underlying math. Advanced Charts is where the grid + cross-market + divergence layers unlock.

Question 4

Why look at multiple time horizons?

Accepted Answer

Because confluence is the signal. When the 13W, 26W, 52W and 156W windows all agree that a trader group is at an extreme, the read is far more reliable than any single window alone — a short-term spike that fades against the long-term regime is noise, a cross-horizon stack is a conviction setup.

Question 5

What does a red cell mean?

Accepted Answer

Red marks a percentile above 90 — the trader category's net position is in the top 10 percent of its range over that lookback. Green marks below the 10th percentile. Those tails are where crowding and exhaustion live.

Question 6

How are the percentile thresholds chosen?

Accepted Answer

The 10th and 90th percentiles are the industry standard for 'extreme' on the Briese-style COT Index. They isolate the top and bottom 10 percent of historical positioning while still producing enough signals to matter for active traders.

Question 7

What is the Crowding Score?

Accepted Answer

A weighted blend of the 26W, 52W, and 3Y percentile ranks of a market's speculator net position. High scores mean speculators are more long than they have been in most of the lookback; low scores mean more short. It ranks all CFTC markets on one shared axis so you can compare across them.

Question 8

How do I use this table?

Accepted Answer

Sort by Crowding Score to see the week's most-crowded longs and most-deserted shorts. Sort by Z-score to find markets whose weekly move is a statistical outlier versus their own history — often the first hint of a regime change.

Question 9

Why is crowding a fade signal?

Accepted Answer

Crowded trades run out of fresh buyers. When speculators sit near their all-time-long extreme, the marginal new long has to come from a shrinking pool — making the position vulnerable to mean reversion on any shock to the thesis.

Question 10

What does this correlation measure?

Accepted Answer

The Pearson correlation coefficient of weekly NET positions (long minus short) between every pair of the tracked markets over the chosen window. Values run -1 to +1 — deep red for strong positive co-movement, deep blue for strong inverse, pale for uncorrelated.

Question 11

How do I read a pair?

Accepted Answer

Click any cell to pop up the two NET-position series side by side. Use strong positives to spot cluster risk (two markets you thought were independent are really the same bet); use strong negatives to find hedge candidates.

Question 12

Which window should I pick?

Accepted Answer

26 weeks captures the current regime's correlations. 52 weeks is the default one-year view. 104 weeks is for long-term structural relationships. Compare across windows — correlations that are stable across all three are reliable; ones that only show up at 26W are situational.

Question 13

What counts as a divergence here?

Accepted Answer

When price makes a higher high but the selected trader category's NET position makes a lower high — or vice versa. The engine flags each matching peak or trough and scores the mismatch 0 to 100 by the combination of slope gap and positioning extremity.

Question 14

What does the Swing window do?

Accepted Answer

It controls peak and trough detection sensitivity — a tighter window catches smaller swings, a wider window only flags major turns. It does not change the visible time range. Start with 13W for most markets; widen to 26W for slower-moving commodities.

Question 15

How should I trade a bullish divergence?

Accepted Answer

A bullish divergence — price making a lower low while positioning makes a higher low — tells you sellers are running out of conviction into the bottom. It is a context signal, not a standalone entry. Pair it with price-action confirmation on the chart above before risking size.

Question 16

What does the 1-sigma band show?

Accepted Answer

One standard deviation above and below the long-run weekly average of NET positions across every prior year in our history. About 68 percent of years fall inside it — stepping outside is where the current year is doing something unusual.

Question 17

Why does seasonality matter for COT?

Accepted Answer

Many futures markets have genuine calendar-driven flows — heating oil into winter, agricultural hedgers at planting and harvest, gold into year-end. Seasonality separates those calendar flows from a genuine regime shift.

Question 18

How many years of history do you use?

Accepted Answer

Every year on file for the selected market — typically 10 to 15 years for the major FX and commodity contracts. Markets with less history (newer contracts) show a wider band because the sample is smaller.

Question 19

What is Positioning Momentum?

Accepted Answer

A MACD-style transform of week-over-week NET position changes. The histogram is the raw weekly flow, the solid line is a short-minus-long moving average of that flow, and the dashed line is a 4-week signal average. Positive means positions are being built; negative, unwound.

Question 20

When does the signal fire?

Accepted Answer

A cross of the momentum line above the signal line, with a rising histogram, marks accelerating accumulation. A cross below with a falling histogram marks accelerating distribution. The stronger the histogram, the more forceful the flow.

Question 21

How is this different from the Matrix?

Accepted Answer

The Matrix shows where positioning sits on its percentile range — a static snapshot. Momentum shows how fast it is changing — the velocity. Use them together: Matrix for the regime, Momentum for the timing.

Advanced COT Charts

Common questions about this view

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Advanced COT Charts

Common questions about this view

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Advanced Charts — Common Questions

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