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.
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.
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