What problem does it solve?
Manually reviewing weekly Commitment of Traders reports across dozens of futures markets to spot crowded speculative positioning is slow and error-prone. This Skill automates the screening step of Jason Shapiro's contrarian methodology, computing a COT Index per market and flagging positioning extremes so you can focus on confirmation and trade planning.
Core Features & Use Cases
- Automated Crowding Screen: Fetches legacy COT report data for up to 65 futures markets (indices, rates, FX, metals, energy, crypto) from the FMP API and computes 3-year and 26-week COT Index values per market.
- Extreme Classification: Flags markets as CROWDED_LONG (index >= 90) or CROWDED_SHORT (index <= 10), with week-over-week net-position swings and open-interest context, output as JSON and Markdown reports.
- Guided Manual Steps: Walks you through Shapiro steps 2-5 (news failure, price-action confirmation, entry sizing, exit) using the bundled methodology references.
- Use Case: On a weekend after Friday's COT release, run the core-universe screen to see that gold speculators are at a 3-year net-long extreme, then use WebSearch to check whether recent bullish news failed to lift prices before considering a contrarian short.
Quick Start
Ask the assistant to run a COT crowding screen on the core futures universe with your FMP API key set, then review which markets are flagged as crowded long or short.
