All fairly calm in the mysterious world of the Commitments of Traders reports this week. The single changed signal is in my BKX U.S. Bank Index trading setup, which goes from bearish to cash as of Monday's open of trading.
See my latest signals table for more details on this and the other markets I'm following using the free weekly COT reports issued by the U.S. Commodity Futures Trading Commission.
In other news, I've developed new setups for gold and copper this week using some improved and more highly automated backtesting procedures I've been working on. I'm pretty excited (knock on wood) to start using those signals because I think my new testing procedures are showing some very interesting results.
Also, I've used those to go back and take a fresh look at the S&P 500 data, and I'll have a new setup to announce for that data too. The major difference is I'm now integrating some results from un-detrended price data, specifically for my confidence interval testing for whether the setup beat the market historically after trade commissions were deducted.
I'll make some announcements about all this shortly. Next up after all this: a new setup will be for crude oil.