cot_managed_money_extremes

Sanders-Boris-Manfredo (2004) Energy Economics + Briese (2008) — CFTC Managed Money net long extreme で mean-revert、商品 / FX で robust contrarian sentiment indicator

All strategies

Rolling Sharpe

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90-day rolling window

Drawdown

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peak-to-trough

Win Rate

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0 fires · weight 0.00×

Current Status

State

Ensemble Weight—

Fires (90d)0

Last fired—

Methodology

Sanders-Boris-Manfredo (2004) Energy Economics + Briese (2008) — CFTC Managed Money net long extreme で mean-revert、商品 / FX で robust contrarian sentiment indicator

Supported Markets

Universal

State Transition History

No state changes recorded yet