Archive - The Rogue Quant

Everything Sold At Once (CoT Update 06-12)

Oil, metals, grains, and crypto all fell together over four weeks. The slow institutional money was already positioned somewhere else.

8 hrs ago • The Rogue Quant

Patient Money Stopped Acting Patient (CoT Update)

Real money bought the 10-Year, sold it, then bought it back. Equities stayed near the ceiling. Grains finally cracked. Bitcoin lost the floor.

Jun 6 • The Rogue Quant

May 2026

Why a Natural Gas Backtest Got Better Out-of-Sample (PF 1.66 → 3.53 Across 124 Trades)

And the 23 robustness tests I run on every trading strategy before going live...

May 27 • The Rogue Quant

The Quietest Big Trade On The Board - (CoT Update 05/22/2026)

Real money just made its second-largest 10-Year rebuild in three years, while price barely moved.

May 23 • The Rogue Quant

Crude Got Paid (CoT Update 05/15/2026)

WTI's physical-market long got paid. The Russell finally cracked after real money left. Nasdaq kept attracting institutional money without price…

May 16 • The Rogue Quant

Cocoa Went Vertical | CoT Update: 05/08/2026

The squeeze ran +16% in five sessions. Real money cut the bond conviction trade. The Russell finished. The Nasdaq cut got bought right back.

May 9 • The Rogue Quant

The Distribution Went Mainstream (CoT update)

Last week real money quit small caps. This week they quit Nasdaq, Dow, and Nikkei… at the highs.

May 2 • The Rogue Quant

April 2026

This Nasdaq Strategy Has A 75% Win Rate (Until I Found the December Bug)

One pivot pattern. Drawdown 32% → 25% with one calendar filter. Here's exactly what changed.

Apr 30 • The Rogue Quant

The Small-Cap Tell (CoT update)

Institutions kept buying the melt-up this week. Except the Russell 2000...

Apr 24 • The Rogue Quant

Everyone's Long Now... What the CFTC's data reveals about the most contradictory week in institutional positioning this year

Institutions just bought risk and safety at the same time.

Apr 18 • The Rogue Quant

The Smart Money Is Hiding

What the CFTC's weekly positioning data reveals about where institutions are actually putting their capital and where they're quietly walking away

Apr 11 • The Rogue Quant

March 2026

87% Win Rate Strategy on Crude Oil

The ugly part included. Full code inside.

Mar 26 • The Rogue Quant