Commitment of Traders Russell 2000 Program

Here’s a snapshot of one of the programs we’ve written that’s also been published in Futures Truth. The program is based on following the commercial traders’ actions based on the data collected in the Commodity Futures Trading Commission’s (CFTC) weekly Commitment of Traders Report.

cot trading program
Russell 2000 trading program based on the Commitment of Traders Reports.

We track the net position of the commercial trader category as well as the momentum of the pressure they’re putting on the market and use that as the basis for determining when to be long the Russell 2000 futures.

Here are three more Mechanical Commitment of Traders Programs that you can combine into a single equity curve.

You must register by email verification to access all 33.



This material has been prepared by a sales or trading employee or agent of Commodity & Derivative Advisors and is, or is in the nature of, a solicitation. This material is not a research report prepared by Commodity & Derivative Advisors’ Research Department. By accepting this communication, you agree that you are an experienced user of the futures markets, capable of making independent trading decisions, and agree that you are not, and will not, rely solely on this communication in making trading decisions.

The risk of loss in trading futures and/or options is substantial and each investor and/or trader must consider whether this is a suitable investment. Past performance, whether actual or indicated by simulated historical tests of strategies, is not indicative of future results. Trading advice is based on information taken from trades and statistical services and other sources that Commodity & Derivative Advisors believes are reliable. We do not guarantee that such information is accurate or complete and it should not be relied upon as such. Trading advice reflects our good faith judgment at a specific time and is subject to change without notice. There is no guarantee that the advice we give will result in profitable trades.