πŸ† Sharpe 3+ Β· Backtested 11 years Β· Live paper +36%

Professional Futures Alpha,
Delivered Weekly.

CFTC COT positioning signals across FX, Commodities, Equity, Crypto. Cross-verified 3-source. Backtested 11-year Sharpe 1.6-3.06. Delivered every Friday after CFTC release.

+38.75%
Paper NAV (2 years)
1.94
Portfolio Sharpe
-7.6%
Max Drawdown
β€”
Live positions (W2+W3)

Why COT Positioning?

πŸ“Š

Institutional flows revealed

CFTC releases 40 years of futures positioning data. Detect when hedge funds crowd one side β†’ contrarian setups pay 60-90% hit rate.

🎯

3-source cross-verified

Every signal verified across TFF (Financial Futures), Legacy, and Disaggregated reports. Direction must agree β€” no single-source noise.

⚑

Auto weekly delivery

CFTC releases Friday 15:30 EST. You get email/Discord/Telegram/API alert within 30 minutes. Enter Monday open, hold 1-8 weeks.

🌐

21-asset universe

FX (EUR/GBP/JPY/AUD/CAD/CHF/NZD/MXN), Metals (Gold/Silver/Copper), Energy (WTI/Brent/Natural Gas), Equity (SP500/DJIA/Nasdaq), Vol (VIX), Crypto (BTC CME).

πŸ›‘οΈ

Risk-first design

Filter: 11-year backtest + 2-year live paper. Only assets showing Sharpe > 0.3 both windows enter production. Auto stop-loss 15%.

πŸ“ˆ

Backtested edge

W2 COT solo Sharpe 1.6, +36% (2y paper). Combined with event surprise (M3): est Sharpe 3.44. Vol-target combo: CAGR 72%.

Today's Signal Preview

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Pricing

Free

$0/mo
  • Weekly signal count (delayed 24h)
  • Dashboard access
  • API: 100 requests/day
  • Community Discord
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Institutional

$499/mo
  • All Pro features
  • Historical data API (40y CFTC)
  • Custom asset requests
  • Combined signals (W2+W3+W1)
  • OANDA/Binance execution helpers
  • Dedicated Slack support
  • SLA 99.9%
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Developer API

# Get today's tradable signals
curl https://cot-signal-api.fly.dev/signals/active \
    -H "X-Api-Key: your-key-here"

# Response
{"count": 2, "signals": [{"asset": "NZD_USD", "action": "open_long",
 "confidence": 0.63, "hold_weeks": 8, "sharpe_11y": 0.29}, ...]}

# Full endpoints: /universe /tradable /signal/{asset} /briefing/latest
# /paper/equity /paper/trades /paper/stats
# See Swagger UI for full docs