Raw CFTC data, turned readable — no CSV, no calculations.
Every week, institutions report their futures positions to the CFTC.
COTflow decodes what changed — who's building, who's reducing, what just hit an extreme — across 24 markets.
No forecast. No signal service. Institutional positioning, decoded weekly.
The overview that tells you where to look — before you drill into anything.
Every Friday, the 10 biggest institutional moves ranked
by signal type and amplitude.
You see what matters first, automatically
— without scanning 24 markets yourself.
Markets currently in a persistent positioning regime, ranked by duration.
A 3-month extreme tells a different story than one that just fired.
The Regimes panel shows which stories are still active — so you don't miss the slow-building ones.
One click from the overview. Everything you need to read an asset in under a minute.
No significant price movement against positioning change this week.
COTflow runs a detection pass across all 24 markets every Friday. It applies deterministic rules — no opinion — no interpretation.
The flags you see are the ones that earned it.
COT Index at a 52-week boundary. A vigilance signal, not a reversal. The real signal is the first week of reduction.
Primary actor net changed sign this week. Regime shift — the most significant weekly event.
Primary actor repositioned significantly this week. Surfaces the most active institutional hands and which direction they moved.
Primary actor reducing for 2+ consecutive weeks. Tracked as context and surfaced in the COTflow Insight — signals a potential regime shift building.
Both institutional actors positioned on the same side. Tracked as context — particularly meaningful in crypto where structural alignment is rare.
Asset Managers reducing conviction while the established trend continues — strength fading. Forex only.
Asset Managers flip net short on the Dollar Index — a global risk-on signal. DXY only.
Commercials at a multi-year short extreme (heavy hedging) or covering from that extreme (easing). Commodities only.
Asset Managers reducing while Leveraged Funds build — late-cycle positioning divergence. Indices only.
⛖ divergence sustained 3+ weeks. A standing late-cycle de-risking regime. Indices only.
Asset Managers flip long with OI surging on CME crypto — the dominant bullish crypto signal. Crypto only.
Five minutes is enough. Open it once a week, get current, close it.
Available on free and premium — with different depth.
7 years of institutional history for any tracked asset. How often extremes occur, how long they last, where current positioning sits in historical context. Every past episode is one click away.
Step back to any past week. See the full dashboard as it stood then — signals, positioning, and context exactly as they were. Free includes 3 months of history on 5 assets. Premium unlocks the complete archive.
Two ways in. Same dashboard, different breadth.
Anything missing? get in touch.
The CFTC publishes weekly positioning data showing how Commercials (hedgers), Managed Money (speculators), Asset Managers, and Leveraged Funds are positioned in futures markets. The data is public — but raw, late on Friday, buried in CSV columns. COTflow does the parsing.
No. COTflow surfaces what large players are doing. It doesn't tell you when to buy or sell. You combine it with your own price analysis, risk management, and strategy.
Built and maintained by Travis, a discretionary trader who uses it every Friday. Last data update: —.
Yes — with 6 separate scripts, no multi-asset view, and no weekly delta. If you like assembling tools, TradingView works. If you want the read done, COTflow does it.
COTbase is built for analysts who need everything. COTflow covers the markets most discretionary traders actually follow — with a UX built for a 5-minute weekly read, not a deep dive.
Yes — the data is public and free. What you're paying for is the processing, the weekly delta, the automatic highlights, and the time you don't spend in a spreadsheet.
The CFTC releases new data every Friday at 15:30 EDT. The dashboard refreshes automatically afterwards — nothing to do on your side.
The COTflow Playbook explains every highlight, every label, and every market-specific reading rule. Designed for traders who can read a chart but haven't worked with COT data before.
Yes — one click, no retention prompts. Cancellation is immediate; access ends at the next billing cycle.
Hi, I'm Travis. I've been trading Forex and Indices for a few years, using COT data as part of my weekly analysis.
Every Friday evening, the same routine: download the CFTC CSV, figure out which report applies to which market, build the charts. An hour and a half, minimum.
I built COTflow because nothing on the market fit — COTbase is too dense, Tradingster shows raw data, TradingView scripts don't aggregate across markets. So I built what I actually needed.