Institutional Positioning & COT Intelligence


Our Weekly Reports

We publish two weekly reports from the same underlying data: one for retail investors, one for professionals. Same positioning signals, different depth.

Smart Money Pulse

The largest institutional players (dealers, hedge funds, asset managers) file their futures positioning data with the CFTC. It’s public, it’s free, and almost nobody reads it. We do.

The Smart Money Pulse distills that data into an approachable briefing: where the Smart Money is leaning, which markets are at historical extremes, and what it actually means for your portfolio. We flag the setups that matter (regime transitions, crowded trades, approaching pain levels) and translate them into actionable context for investors who own ETFs and stocks, not futures contracts. No jargon. No Bloomberg terminal required.

Liquidity Trajectory

The same positioning data, unfiltered. Our institutional-grade weekly analysis covers the full dataset: dealer gamma regimes, leveraged fund divergences, week-over-week flow changes, cost basis levels, seasonal adjustments, historical analogs, and concentration flags across equities, rates, and crypto. Z-scores and percentile ranks are cited precisely. Risk flags are catalogued explicitly.

Built for portfolio managers, RIAs, and professional traders who want the raw positioning signal integrated into their existing process, not a summary of it.

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