Cot Managed Money Extreme Reversal
In plain terms
When managed-money speculators are extremely long a commodity, fade them on the equity proxy — they tend to be wrong at extremes.
How it works
Extreme managed-money positioning in commodity futures predicts ~3-month reversal in the underlying commodity and its equity proxies.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Cftc cot
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- ±5-8% over 3mo
- Tested over
- 21/63/126d
Hong-Yogo 2012; ~5-8% over 3mo on extreme decile fades.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
When commodity-index traders pile in extremely on one side, the equity basket of that commodity tends to mean-revert over 10-20 days.
When commodity-index traders flip positions fast, vol spikes are coming — size down other commodity strategies for a few weeks.
Explore Cot Managed Money Extreme Reversal on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.