Cycle Analysis S&P500

In this article, I study long term cycles and cyclic behavior of the US stock market. The aim of the study is identification of dominant and practically useful cycles. In particular, I’m interested in cyclic behavior that is projected to appear in the next 6-12 months. Therefore, in the first part of this article I […]

Commitment of Traders: Sell signal in my new COT indicator

Last year I already wrote about the Commitment of Traders (COT) reports and how they can be applied to improve trading results. I showed that for the S&P500 the Large traders are the ones to watch – because in this market they have the tendency to jump on the train right at the very end […]

Commitment of Traders: Implications of Large Traders going short

Beside the various timing indicators presented on this page, I particularly have an eye on instruments describing the sentiment in the markets. One free and good source for sentiment data is the weekly Commitments of Traders report issued by the Commodity Futures Trading Commission. For several future markets it enumerates the positions of market participants […]