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Managed money

The disaggregated COT category covering registered commodity trading advisors, commodity pool operators and hedge funds trading futures for clients.

This is the cleanest available proxy for professional speculative positioning. Managed money is dominated by trend-following systems, so its net position is highly correlated with recent price direction, and its extremes mark crowded trades.

Because these funds trade on rules, their behaviour is partly predictable: they add on breakouts and cut on reversals. That predictability is itself traded — sharp counter-trend moves often accelerate as managed money is forced out.

Example: managed money flips from net long 180,000 copper contracts to net short 40,000 over three weeks. That 220,000-contract swing, at 25,000 lb per contract, is 5.5 billion pounds of notional turnover driven by systems, not by any change in mine supply.

Related: disaggregated-cot, non-commercial-trader, commitments-of-traders, speculator, copper-futures

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