COT Positioning
The claim: That following the big players' positioning from the CFTC report gives you their edge.
Genuinely informative (28% importance) — but only paid off in one bear fold.
How it actually works
The weekly Commitments of Traders report shows how large speculators and commercials are positioned. The thesis: fade or follow the crowd at extremes.
We added it as a feature to the swing system and measured its real contribution.
We tested it
It was genuinely used by the model — 28% feature importance, no small thing. But its payoff showed up in only one bear-market fold; it did not generalise.
Real information, not a robust edge. It still powers the site's honest COT sentiment read — as context, never a signal.
Every figure comes from this project's own out-of-sample walk-forward testing on real costs — the full research record is in the Lab.
What it teaches you
A feature can carry real information and still not be a strategy. Working in one regime is the beginning of research, not the end.
A perfect-looking pattern can still have no edge. The test, not the story, decides.
Put it to work — safely
Whatever you trade, the survivable part is the sizing. Use our free position-size & risk calculator to bound every trade before you take it, and read the live volatility state on the board.
Education, not advice. Nothing here is a recommendation to trade, or a claim about which direction a market will go — see Terms.