Luis-Enrico COT Index

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COT Index by Luis-Enrico transforms raw Commitments of Traders data into a normalized sentiment indicator that oscillates between bullish and bearish zones. The indicator calculates an index value based on the net positioning of the three main COT trader groups (Commercials, Non-Commercials, and Non-Reportables) from the weekly CFTC reports.​

The index is designed to provide a clear visual reference: values in the upper zone signal bullish market conditions, while values in the lower zone indicate bearish or short-biased positioning. This allows traders to quickly identify whether the prevailing sentiment among institutional, speculative, and smaller market participants is skewed toward long or short positions.​

By normalizing the positioning data into a single index value, the tool simplifies the interpretation of complex COT reports and helps traders assess potential turning points or confirmation of existing trends.​

Since COT data is only published once per week by the CFTC, this indicator is exclusively designed for use on the 1W (weekly) timeframe. Applying it on lower timeframes will result in inaccurate or misleading visualizations due to irregular data spacing and should be avoided for proper analysis.

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Catatan Rilis

COT Index by Luis-Enrico transforms raw Commitments of Traders data into a normalized sentiment indicator that oscillates between bullish and bearish zones. The indicator calculates an index value based on the net positioning of the three main COT trader groups (Commercials, Non-Commercials, and Non-Reportables) from the weekly CFTC reports.​

The index is designed to provide a clear visual reference: values in the upper zone signal bullish market conditions, while values in the lower zone indicate bearish or short-biased positioning. This allows traders to quickly identify whether the prevailing sentiment among institutional, speculative, and smaller market participants is skewed toward long or short positions.​

By normalizing the positioning data into a single index value, the tool simplifies the interpretation of complex COT reports and helps traders assess potential turning points or confirmation of existing trends.​

Since COT data is only published once per week by the CFTC, this indicator is exclusively designed for use on the 1W (weekly) timeframe. Applying it on lower timeframes will result in inaccurate or misleading visualizations due to irregular data spacing and should be avoided for proper analysis.