Market Sentiment
Institutional COT positioning (live) and model-estimated retail trader bias.
COT — Commitment of Traders
Speculative net positions, reported weekly by the CFTC
← Net ShortNet Long →
Retail Trader Positioning
Loading…Estimated from live rate momentum. Retail traders historically buy dips and sell rallies — so this model tilts short when a pair is rising and long when it's falling. Common biases (e.g. retail long gold, long USD/JPY) are also factored in. Not sourced from real broker data.
Sentiment Detail
⚠ How to read this data
- • Retail positioning is model-estimated from rate momentum — not sourced from real broker data. It reflects a well-documented retail tendency: buying dips and selling rallies.
- • COT data shows how institutional traders (hedge funds, asset managers) are positioned. When institutions and retail disagree, the institutional view has historically prevailed.
- • Use sentiment as a filter, not a standalone entry signal. Always confirm with price action or a key level before trading.
- • COT data is published every Friday covering the previous Tuesday — expect a 3-day lag.