The U.S. Commodity Futures Trading Commission (CFTC) publishes the weekly Commitments of Traders (COT) report to provide transparency into how different groups are positioned in futures and options markets. The report breaks down open interest as of Tuesday, showing how commercial hedgers, asset managers, and leveraged funds are positioned relative to one another. Because these positioning shifts can reveal sentiment, hedging activity, and potential market extremes, traders often use COT data to identify longer-term positioning trends and possible turning points in major markets. The data is released publicly on Friday.

• Markets: Equity indices (S&P 500, Nasdaq, Russell 2000), volatility (VIX), rates (2 & 10Y Treasuries), and crypto (Bitcoin, Ether)
• Signal: Dealer net futures positioning z-scored against a 2-year window; a proxy for gamma exposure and delta-hedging pressure at extremes
• Trend: Position slope across 4, 8, and 13-week windows to distinguish regimes that are building vs unwinding
• Seasonality: Raw z-scores adjusted for calendar patterns to separate genuine extremes from seasonal norms

This is a fully automated, end-to-end pipeline. It collects and synthesizes data, runs an AI agent to generate a report, and produces a publish-ready HTML page; all with my final review before it goes live. The entire system was built using Anthropic’s Claude Code.

I am working to improve the agents as I post the results each week. Please see disclosures regarding the information provided.