COT

["Walter Lake" <wlake@xxxxxxxxx>]

Thanks for your emails

Yes thanks ... I saw the COT article in Future's mag. If you use the CBOT
Liquidity Data Bank daily data you can easily use the article's logic with
Cti#2, i.e., the commercials. The longs and shorts are clearly marked at
each price level for easy analysis.

The funds can be tracked daily from the pit reports. The individual buys and
sells (volume) are listed for each fund/pool. You don't need to track all of
them, only your top 10 <G>.

To others who wrote

I saw Al's reply to Adam ...

"... :  you instinctively recognized when something wasn't
performing as expected and cut your loss short.  ..."

Yes this "instinct" can be quantified and the criteria back tested ... if
not in MS then in XL. This is usually talked about in the negative rather
than the positive.

Best regards

Walter