Reading Commercial positioning with COT

Commitments of Traders data describes how groups of futures-market participants are positioned. TDLab focuses this first layer on Commercial net positioning and measures the latest verified value inside that market’s own historical range.

The three horizons

Select a market and compare its Commercial net position over 6 months, 1 year and 2 years. Each percentile answers: how close is the current net position to the lowest or highest observation in that horizon?

• 80–100: bullish positioning context.
• 20–80: broad neutral range.
• 0–20: bearish positioning context.

The dashboard also shows Commercial long, Commercial short, net position and open interest. The core catalog provides a quick comparison across supported futures markets without changing the selected market.

COT at trade entry

Personal performance uses only the latest report that was verifiably available at the trade’s EntryTime. Report date and publication time are different. Delays, holidays and extraordinary releases are handled conservatively; an unverifiable historical release becomes Insufficient data rather than using hindsight.

Each trade becomes aligned, opposed, neutral or insufficient according to its direction, positioning percentile and momentum. Results remain split between Long and Short and are compared with the same symbol and direction baseline.