SPX vs Mini CoT divergence

D

DontReuseUsernames

Commitment of Traders data on the S&P 500 has commercials LONG.

But the opposite is true on the S & P 500 MINI.

Can I just confirm that this is probably due to commercial traders on the mini being smaller?

Thus, I should go LONG because the smart money is trading the S & P 500, not the mini.
 
DontReuseUsernames said:
Commitment of Traders data on the S&P 500 has commercials LONG.

But the opposite is true on the S & P 500 MINI.

Can I just confirm that this is probably due to commercial traders on the mini being smaller?

Thus, I should go LONG because the smart money is trading the S & P 500, not the mini.
More...

The SP big contract is going away. Actually I thought that had happened already. Maybe it is happening tomorrow? There is definitely going to be some skew. And soon, *poof* it will be gone.
 
DontReuseUsernames said:
Commitment of Traders data on the S&P 500 has commercials LONG.

But the opposite is true on the S & P 500 MINI.

Can I just confirm that this is probably due to commercial traders on the mini being smaller?

Thus, I should go LONG because the smart money is trading the S & P 500, not the mini.
More...


This is called the data analysis paralysis problem.


Simply hide the COT data,
and just focus on the S&P chart
and that should fix the problem.
 
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