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First if you don't know what Commitment of Traders report is you can read about it here.
And more on it here:
Here is government official version of what the report is about
The data is attached in an excel sheet, but you will need this key to understand the columns
If you don't like my SPY data (a page in my spreadsheet) you can get more of it form Yahoo
This video shows how many software packages use the COT data to track the data that comes from the COT report to predict the market:
These packages are all based on the old Short form of the report. Th...
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