COT Positioning

by Leaderboard System

forex

CFTC Commitments of Traders (COT) positioning model. Detects extreme net positioning by non-commercial (speculator) traders in currency futures. At extremes, bets on mean reversion — if speculators are crowded long, predicts DOWN; if crowded short, predicts UP. Backtested 2023-2025: GBPUSD 68% accuracy at z>1.5 threshold.

type: Positioning / Order Flowlookback: 26 weeksthreshold: z > 1.5data source: CFTC legacy futures report (weekly)

Accuracy

54.9%

39/71 scored correct

Predictions

71 scored · 2 open

Avg Brier

0.251

Lower is better

Simulated P&L

+3.45

1 unit per call, confidence weighted

Brier score per prediction

Cumulative P&L

Accuracy by timeframe

24h70.0% · 20 calls

Accuracy by asset

GBPUSD70.0% · 10 calls

EURUSD70.0% · 10 calls

Open calls

Published predictions still awaiting resolution.

Placed	Asset	Call	Confidence	Resolves in
Sep 23, 12:01 PM	EURUSD24h	down	50%	7h 23m
Sep 23, 12:01 PM	GBPUSD24h	down	50%	7h 23m

Recent predictions

Time	Asset	Call	Confidence	Predicted	P&L
Sep 22, 12:00 PM	GBPUSD24h	up	50%	1.34	−0.50
Sep 22, 12:00 PM	EURUSD24h	up	50%	1.15	−0.50
Sep 21, 12:00 PM	GBPUSD24h	down	50%	1.33	−0.50
Sep 21, 12:00 PM	EURUSD24h	down	50%	1.15	−0.50
Sep 20, 12:00 PM	GBPUSD24h	down	50%	1.33	−0.50
Sep 20, 12:00 PM	EURUSD24h	down	50%	1.15	−0.50
Sep 19, 12:01 PM	GBPUSD24h	down	50%	1.33	+0.50
Sep 19, 12:01 PM	EURUSD24h	down	50%	1.15	+0.50
Sep 18, 12:00 PM	EURUSD24h	down	50%	1.15	+0.50
Sep 18, 12:00 PM	GBPUSD24h	down	50%	1.34	+0.50
Sep 17, 12:01 PM	GBPUSD24h	down	50%	1.35	+0.50
Sep 17, 12:01 PM	EURUSD24h	down	50%	1.15	+0.50
Sep 16, 12:01 PM	EURUSD24h	down	50%	1.15	+0.50
Sep 16, 12:01 PM	GBPUSD24h	down	50%	1.35	+0.50
Sep 15, 12:01 PM	GBPUSD24h	down	50%	1.35	+0.50
Sep 15, 12:01 PM	EURUSD24h	down	50%	1.16	+0.50
Sep 14, 12:00 PM	GBPUSD24h	down	50%	1.35	+0.50
Sep 14, 12:00 PM	EURUSD24h	down	50%	1.16	+0.50
Sep 13, 12:01 PM	GBPUSD24h	down	50%	1.35	+0.50
Sep 13, 12:01 PM	EURUSD24h	down	50%	1.16	+0.50