Longterm MM Strat. (5yr of data)
My old model which in theory was supposed to estimate COT report in realtime is still kicking ass.
I honestly did not expect that my initial intuition packed into rather simple model will hold the test of time - and what a time that was. The whole idea and the reason it works is rather reasonable, but I have to admit, I didn’t have the balls to trade it every time it triggered.
Well, now everyone can try to stick to it. I made it available in my E.T Toolbox. It’s very simple to update data - once a day after US session ends - just four numbers - and the rest is automatically recalculated. I even explain how it works and why it works in the video. All you need is excel and yahoo.finance or some other free data service.
One of the members used our TradingView Macro Study and combined it with the signal from the model. We have only year of data for this but it looks ridiculous, especially if you compare it with actual SPX chart:
If you are interested in this model or lots of other shit I developed throughout the years - like the levels in my substack journal - and packed into my Grand Finale thing, then go ahead and take a look at my website:
The toolbox with the model and much more than that is here (and yea, you might want to hurry up as I don’t want the whole world to start using it - let’s say 20 more):
Ok, cringe time’s over ;)