Combo COT + Valuation Index

1. COT Report (Commitments of Traders)

Based on CFTC’s weekly COT reports showing open positions of different market participant groups.

Displays Net Positions of 3 trader groups:

Commercials (hedgers, smart money)

Large Speculators (non-commercials)

Small Speculators (non-reportables)

Pulls data from the COT Legacy Report

Option to display short positions as negative values

📊 Use case:

Track what the major players are doing

Spot potential market reversals based on positioning shifts

📈 2. COT Index

Calculates COT Index (0–100 scale) for each group, normalized over a chosen historical period

Available for:

Commercials

Non-commercials

Non-reportables

Customizable lookback (e.g., 26, 52, 78 weeks)

🧠 Interpretation:

Index near 100: group is heavily long (possible reversal soon)

Index near 0: group is heavily short

📊 3. Seasonality Forecast

Forecasts price behavior based on historical seasonal trends

Modes:

Daily seasonality (day of year)

Weekly seasonality (week of year)

Monthly seasonality (month of year)

Uses multi-year historical data (up to 15 years) to generate average trend

Option to display a smooth seasonality line extended into the future

📆 Use case:

Anticipate seasonal uptrends/downtrends

Combine with technical analysis for optimal entries

💸 4. Valuation Index

Compares the current asset’s performance against major benchmark assets:

DXY

GOLD

BOND

BTC

Normalizes relative return to a score from –100 to +100

📊 Displays relative valuation such as:

DXY Value

GOLD Value

BOND Value

📈 Use case:

Identify whether an asset is overvalued or undervalued

Use macro valuation to support trade decisions

🧠 Key Highlights

All-in-one tool: Combines multiple advanced analytics in one script

Flexible dashboard interface with mode switching via dropdown

Ideal for traders using:

Positioning analysis (smart money flows)

Macro/fundamental overlays

Seasonal market cycles

📌 Practical Applications

Trade forex, commodities, crypto, or any asset with available COT data

Spot smart money shifts to position early

Combine with price action or indicators to confirm entries