Volume-Gated Contango/Backwardation (Front vs Back)
A pragmatic futures-term-structure tool that combines liquidity signals with spread analysis to help you time rolls and gauge carry opportunities.

Key Features:

• Volume-Spike Trigger: Automatically detects when front-month trading volume surges above its historical norm (mean + 3× std dev) and only begins plotting the spread once real liquidity has rolled in.
• Percent Spread Pivot: Plots the daily front/back percent spread (back−front)/front×100(\text{back} - \text{front})/\text{front} \times 100(back−front)/front×100; above 0% indicates contango, below 0% indicates backwardation.
• Smoothed MA Overlay: Includes an adjustable moving average of the spread to filter noise and reveal underlying trends in contango/backwardation.
• Rollover Marker: Marks the exact bar where front-month volume first exceeds the threshold—ideal for visually confirming your roll point.
• Background Regime Shading: Subtle green/red shading highlights contango vs. backwardation regimes, but only after your volume-gate fires.
• Customizable Inputs: Tune lookback lengths, multiplier, volume floor, and MA period to match your preferred market dynamics.

Use this indicator to:

• Pinpoint when the market has truly shifted into the new front contract
• See at a glance whether carry is positive or negative
• Smooth out short-term noise and focus on structural shifts in the futures curve
• Automate alerts for roll timing and regime changes

COT Total Access Suite

Unlock the full Commitment of Traders universe with six professional-grade indicators—delivered every Friday when the CFTC posts new data.

What’s Included:

1. Raw COT Data
   • All long and short positions for every participant category (Commercials, Large Speculators, Small Speculators)
   • Full open interest figures
2. Net Positions Indicator
   • Computes long – short for each category and total market
3. Open Interest Gauge
   • Tracks absolute open interest and week-over-week changes
4. Legacy COT Index
   • Classic net-position oscillator based on the original COT report
5. Traders in Financial Futures Index
   • Institutional-only view of bond, currency and interest-rate futures
6. Disaggregated COT Index
   • Granular readings for Commercials, Large and Small Speculators separately

Key Benefits:

• Complete Coverage: Commodities, currencies, bonds, equity futures—every contract in one suite.
• Custom Timeframes: Apply to any chart timeframe for back-testing or live signals.
• Ready-to-Use Series: Add the three COT indices directly to your charts—no coding required.
• Raw Data Access: Drill down into the source numbers whenever you need maximum transparency.
• Weekly Updates: Data refreshes automatically each Friday.

Whether you build your own strategies or trade off our built-in signals, the COT Total Access Suite gives you everything COT has to offer—no filters, no delays, no compromises.

RSV (Relative Strength Valuation) Model

Built exactly on Bernd Skorupinski’s original framework, the Relative Strength Valuation Model first computes each asset’s percentage change over a user-defined period, then measures the spread between that change and the equivalent move in a chosen benchmark (DXY by default, or bonds, gold, or BTC). It normalizes this spread over a rolling lookback window to produce a 0–100 RSV reading, then recentres it into a –100 to +100 standardized score—so you see only the true valuation-adjusted momentum. Readings above +75 flag overvalued extremes; readings below –75 expose undervalued opportunities. With adjustable length and lookback settings, it delivers the identical edge Bernd Skorupinski’s trusts, stripped of lag and noise.