Commitment of Traders (COT) Strategy

Commitment of Traders (COT) Strategy MCP Connector for Claude

A+

Analyze commercial and non-commercial positioning to generate deterministic trading signals.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides advanced algorithmic analysis of Commitment of Traders (COT) reports. It bridges the gap between raw commodity positioning data and actionable trading intelligence. By utilizing analyze_cot_positioning, users can calculate Z-scores, speculative sentiment, and hedging ratios. The generate_trading_signal tool applies strict deterministic rules to identify high-conviction BUY and SELL signals based on 'Smart Money' (Commercial) and 'Speculator' (Non-Commercial) positioning relative to price action and historical extremes. Finally, get_signal_summary provides a human-readable breakdown of all metrics and decisions.

cotcommoditiesalgorithmic-tradingsmart-moneyfutures

3 tools expose this connector's capabilities to your AI agent.

analyze_cot_positioning

Calculates core statistical metrics and sentiment indicators for a COT reporting period

generate_trading_signal

Determines the exact trade direction (BUY, SELL, or HOLD)

get_signal_summary

Formats the final signal output into a human-readable summary

See how to talk to your AI agent using Commitment of Traders (COT) Strategy.

Analyze the current COT positioning for Gold using these metrics: commercial net 5000, non-commercial net -2000, Z-score 2.5, price 2050, 50-day MA 2000, net change 6000, days since report 1, and open interest 60000.

BUY signal with HIGH conviction. Commercials are heavily long (Z-score 2.5) and price is trending above the 50-day moving average.

Calculate the statistical metrics for this COT data: commercial long 10000, commercial short 5000, non-commercial long 8000, non-commercial short 2000, open interest 55000, and historical mean 0 with std dev 1000.

Commercial Net: 5000, Non-Commercial Net: 6000, Z-Score: 5.0, Speculative Sentiment: 10.9%, Hedging Ratio: 0.5, Divergence: False.

Generate a summary for a SELL signal where commercial net is -4000, non-commercial net is 7000, Z-score is 2.2, signal is SELL, and conviction is MEDIUM.

Signal: SELL | Conviction: MEDIUM. Commercial Net: -4000, Non-Commercial Net: 7000, Z-Score: 2.2. Speculators are extremely long, creating a contrarian sell opportunity.

Commercial participants are hedgers (Smart Money) whose positioning often signals fundamental shifts. Non-Commercials are speculators whose extreme positioning often serves as a contrarian indicator.

Related Connectors