Tag Archives: russell 2000 futures

Stock Market is Vulnerable Ahead of FOMC

Last week, we noted that the declining volatility of option prices ahead of this Wednesday’s FOMC meeting was curious, to say the least. As we dug in, we noted the broader scope of this trend towards declining option volatility. Today, I’ll show you another way of using the Commitments of Traders report to track investor sentiment and in this case, why the correspondingly bullish put/call ratio via the large speculators is probably bad news for the stock market.

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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.

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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.

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