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CFTC Positioning Price Action

Data: predictions/cftc_positioning_price_action.parquet, predictions/cftc_positioning_price_action_scatter.parquet

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CFTC COT positioning extremes (≤10th or ≥90th percentile) and their 20-trading-day forward price action (days 10–30 after report release). Combinations of trader categories (net, long, short) ranked by average forward return magnitude.

Top Signals

Top Scatter Relationships

Top Signals

Top Scatter Relationships