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COT Pulse

NQ ● live testing 24/7

A Kalman filter tracks large-speculator positioning in Nasdaq-100 futures from weekly CFTC COT reports. When positioning drifts hard enough in one direction, COT Pulse trades that bias once per day with fixed risk — long and short alike. Backtested lookahead-free on real trade prints and walk-forward validated; the exact model and thresholds stay private — the live track record doesn't.

  • CFTC COT positioning
  • Kalman filtering
  • Walk-forward validated
  • Fixed-risk intraday execution

Signals

$100/mo

  • Daily bias + exact execution plan via API
  • Live event feed (entries, scale-outs, exits)
  • Dashboard view + one URL for Claude/LLM use
  • Cancel anytime

Full source code

$9,999 one-time

  • Complete strategy source (Rust) incl. the model
  • Backtest harness + parameters
  • Own it, run it, modify it — no lock-in
  • Delivered within 24h to your account email

Track record

Backtest

Backtest 2025-03 → 2026-02 — lookahead-free (COT anchored on publication day), fills on real trade prints only, 1 contract incl. commission + slippage
Net P&L+$21,447
Trades214
Win rate60.3%
Profit factor2
Max drawdown$2,018

Live paper-trading

Live paper-trading on tickstream data since 2026-06-12

The live agent is running and waiting for its first qualifying setups — every trade will appear here, unedited. Signals are real-time for subscribers.

Live results are paper-traded on real tickstream market data (1 NQ contract, $4.50 commission, 1-tick slippage). The backtest is lookahead-free: weekly CFTC data is anchored on its actual publication day and fills are simulated on real trade prints only — the live agent runs the identical model. Past performance, simulated or live, does not guarantee future results. Not financial advice.