Commitment of Traders Chart: S&P 500

'A' a long signal

The commercials are close to a maximum long position (highest in three years). A long signal occurred on February 6, 2012, after the previous bearish short-term trend was broken. Holding this long position until the short-term trend ended on March 28, 2012, would have yielded a gain of $4,550 per contract.

'B' a long signal

The commercials are at a maximum long position (longest in three years) and there had been a moderate acceleration (about 35% in the green line at the bottom) of buying in the previous six weeks. Shortly after the bearish short-term trend ended, there was a long entry signal on April 28, 2014. Holding this position until the short-term trend ended on July 31, 2014 would have yielded a gain of $4,782 per contract.

S&P 500 COT chart
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