Trend Following Positions, Long CAD/USD, Cocoa Long Stopped Out

July 16, 2019 07:50 AM
Model Now Neutral Cocoa Futures
Remain Long Gold, Stocks and WTI Futures
Treasury Futures Position Neutral
Trend Following CTA Model Trade Insights

Trend Following CTA Model Trade Insights

Futures Systematic Trend Model Positioning

Trend Followers and CTAs cut their long bets on Cocoa futures yesterday. JPY/USD futures go to neutral as models with different lookbacks cancel out. 

Reader Question: 
Is there a level WTI Crude Oil futures needs to get to and stay above to rethink higher inflation scenario? 

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About the Futures & Commodity Systematic Trend  Model

Being any good at trading you need to study money flow. Money flow is a quantitative analytic measuring how off-side futures traders are on a trade.

Traders want to know where key technical price levels and stop orders are hiding. Traders need to to anticipate key pivot levels ahead of time. Knowing the players and size of players and key futures price levels helps give traders an edge.

The Trend Following Report is a great supplement to highlight money flow, market imbalances and trade crowding in the futures and commodity markets. The report gives a real-time trading snapshot of systematic hedge funds and money managers shifts in sentiment.
The model is typically used in conjunction with options gamma indicators, risk parity indicators, ETF inflows and outflows and the delayed CFTC Commitment of Traders Report.


Systematic Trend Followers Positioning

CTA Trend Following Positions

What Futures Trades Look Crowded?

Traders have piled into Gold futures and Japanese Yen futures on the long side.

Short side looks crowded in Copper and Cotton.

Recent crowded traded that flipped to Neutral were Fixed Income and Nat Gas futures.

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About the Author

Futures Magazine is a premier resource for trading insights and trade ideas. The magazine publishes articles daily on stocks, futures , commodities, options, forex and crypto.