đź’ˇ Vol/OI Ratio > 0.5 indicates heavy new position activity

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Market-Wide Unusual Volume Scanner
Higher = more unusual
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Multi-Ticker News Scanner
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Commitment of Traders (COT) Reports
Track speculator crowding from CFTC reports — fade extreme positioning (updated weekly on Fridays)

The CFTC publishes two different sets of trader classifications, and this tool shows exactly what it publishes for each market — it does not invent a “commercial vs non-commercial” split.

Commodities — Disaggregated report
  • Producer / Merchant / Processor / User — genuine physical hedgers
  • Swap Dealers — hedging the futures leg of OTC swaps
  • Managed Money — CTAs and hedge funds: the crowd
  • Other Reportables and Non-Reportable (small traders)

Hedger bucket = Producer/Merchant + Swap Dealers. Crowd = Managed Money.

Equity indices, rates & FX — TFF report
  • Dealer / Intermediary — sell-side desks hedging client flow
  • Asset Manager / Institutional — pensions, insurers, mutual funds
  • Leveraged Funds — hedge funds and CTAs: the crowd
  • Other Reportables and Non-Reportable (small traders)

Net short means more short than long futures contracts in this market, not necessarily a bearish view on the full portfolio. Dealers may hedge client exposure; leveraged funds may trade directionally or hedge other holdings. CFTC methodology

How the signal is computed
  • Futures position, not intent. The sign shows net contracts in this futures market, not the trader’s cash holdings, other derivatives or reason for the trade. A short dealer futures position is not proof of a bearish bet.
  • Percentile and z-score of the crowd’s net position within its own trailing 3-year range decide whether positioning is actually unusual.
  • Crowd at the top of its range → crowded long → few buyers left → FADE (SHORT)
  • Crowd at the bottom of its range → crowded short → few sellers left → FADE (LONG)
  • Conviction rises when the hedger bucket sits at the opposite extreme of its own range at the same time.
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Sector Positioning (Short Interest Crowding)
Track short interest crowding by sector ETF — fade extremes
How this works: Since COT data only covers broad indices (S&P, Nasdaq), we use short interest on sector ETFs as a proxy for sector-level crowding. A heavily shorted sector = crowded short → potential squeeze (LONG). Minimal shorts = consensus bullish → crowded long (potential fade → SHORT).
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Unusual trader positioning across markets
Scanning 22 markets for extreme COT positioning...
Major Index Rankings
Daily % change — best to worst
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Fear & Greed Index
CNN Market Sentiment Gauge
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Gold/Silver Ratio (GSR)
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Macro Weather Model
Disclaimer

This is NOT financial advice. This is a personal project that I am actively testing and iterating on. The model is a simplified adaptation of institutional frameworks and should be used for educational purposes only. Always do your own research and consult a qualified financial advisor before making investment decisions.

About This Model

This model analyzes 6 key macro cycles to assess the current economic regime and provide asset class outlook guidance. Data is sourced from FRED, Yahoo Finance, and Treasury APIs.

How Impulses Are Calculated (click to expand)

Step 1: Calculate SAAR (Seasonally Adjusted Annual Rate)

SAAR = ((Current / Prior)^(12/months) - 1) Ă— 100

  • 3-month SAAR: Current value vs 3 months ago, annualized (recent momentum)
  • 6-month SAAR: Current value vs 6 months ago, annualized (medium-term trend)

Step 2: Determine Direction (Positive vs Negative)

  • If SAAR > 0 → Metric is growing/rising
  • If SAAR < 0 → Metric is contracting/falling

Step 3: Determine Strength (Strong vs Weak)

  • Strong Positive: 3m SAAR > 6m SAAR (accelerating growth) ↑↑
  • Weak Positive: 3m SAAR ≤ 6m SAAR (decelerating growth) ↑
  • Turning Positive: 3m SAAR > 0, but 6m SAAR was negative (inflection point)
  • Strong Negative: 3m SAAR < 6m SAAR (accelerating contraction) ↓↓
  • Weak Negative: 3m SAAR ≥ 6m SAAR (decelerating contraction) ↓
  • Turning Negative: 3m SAAR < 0, but 6m SAAR was positive (inflection point)

Example: If GDP 3m SAAR = 2.5% and 6m SAAR = 3.0%, it's "weak positive" because growth is decelerating (slowing down), even though it's still positive.

Data Availability & Limitations (click to expand)

Why some metrics show "--" for SAAR:

  • Level-based metrics (VIX, Put/Call Ratio): These are point-in-time readings, not cumulative flows. We show the level vs historical range instead of SAAR.
  • Interest rates/spreads: Changes are measured in basis points, not percentages of prior values. SAAR doesn't apply to rate differences.
  • Positioning data: Most free positioning data is weekly snapshots, not continuous - SAAR is less meaningful.

Data Sources (Free):

  • FRED API: GDP, PCE, CPI, Industrial Production, Employment, Yields, Credit Spreads
  • Yahoo Finance: VIX, S&P 500, Put/Call Ratio
  • Treasury Fiscal Data: TGA Balance

Unavailable with Free APIs:

  • AAII Sentiment Survey: Requires AAII membership ($)
  • Institutional Positioning: Requires Bloomberg/Refinitiv ($$$)
  • Real-time Options Flow: Requires options data feed ($)
  • Hedge Fund Positioning (CFTC COT): Available weekly - see our COT tab!
Regime Determination: Growth + Inflation impulses combine to determine regime: Goldilocks (Growth↑, Inflation↓), Reflation (Growth↑, Inflation↑), Stagflation (Growth↓, Inflation↑), Deflation (Growth↓, Inflation↓).

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Economic Indicators & Market Sentiment

CNN Fear & Greed Index
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Key Economic Indicators
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Unemployment Trends
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Economic Expectations vs Actual
Consensus Forecasts from Philadelphia Fed Survey of Professional Forecasters (~40 economists)
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SPF forecasts are updated quarterly (mid-Feb, mid-May, mid-Aug, mid-Nov). 🟢 Green = Beat expectations, 🔴 Red = Miss expectations

News Failure Detection Dashboard

Detect divergences between news sentiment and market response. "News failures" often signal smart money positioning against the narrative.

Comma-separated

Click "Analyze News" to detect news failures

How News Failure Detection Works
Detection Criteria
  • Ticker-Specific Sentiment: Uses sentiment for the specific ticker (more accurate than overall article sentiment)
  • Strong Sentiment: News must have |sentiment| > 0.35 (on -1 to +1 scale)
  • Significant Move: Price must move >0.5% after news release
  • Divergence: Direction must be opposite (bullish news + down move)
Sentiment Classification
  • Bullish (≥0.25): Positive news about the ticker 🟢
  • Neutral (-0.25 to 0.25): Mixed or unclear sentiment 🟡
  • Bearish (≤-0.25): Negative news about the ticker đź”´
  • đź“Š = Ticker-specific sentiment | đź“° = Overall article sentiment
Market Session Classification
  • Pre-market (4:00-9:30 AM ET): Compare open vs previous close
  • Market hours (9:30 AM-4:00 PM ET): Compare close vs open
  • After-hours (4:00-8:00 PM ET): Compare next open vs close
Failure Types
Sell the News

Bullish news → Bearish price action = Bearish signal

Buy the Dip

Bearish news → Bullish price action = Bullish signal

Failure Scoring

Score = |Sentiment| Ă— |Price Change %|

  • Strong (≥2.0): High conviction divergence
  • Moderate (1.0-2.0): Notable divergence
  • Weak (<1.0): Mild divergence
đź’ˇ Trading Insight: News failures often indicate smart money positioning against retail sentiment. High-score failures deserve close attention as potential reversal signals.

Analyst Performance Tracker

Track analyst firm performance based on their recommendations. Identify who to follow and who to fade.

SEC EDGAR Filings

Real-time SEC filings (10-K, 10-Q, 8-K, insider trades) for any public company via EDGAR RSS.

Search for a ticker to view SEC filings

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