Last modified:2026-05-10 09:22:39
Maintainer:Not configured
OperationId:cot_extremes
Hedge fund / speculator net positioning extremes across 200+ active futures contracts. Returns top N markets ranked by 5-year percentile-rank deviation from the median (50). Use to find crowded long/short trades that are contrarian reversal candidates. Picks the relevant trader category per report type: legacy=non-commercial, disaggregated=managed money, tff=leveraged funds, cit=commodity index traders. Defaults to TFF (financial futures, hedge fund leveraged-funds line). Cache TTL 24h - heavy single-query batch over 5 years of weekly data.