COT Stochastic Oscillator

The COT Stochastic Oscillator is a concept suggested by Murry A Ruggiero in his 1997 book Cybernetic Trading Strategies. The source data for the tool is the COT (Commitment Of Traders) Report released by the Commodity Futures Trading Commission (CFTC). That report lists the number of outstanding futures contracts (Open Interest) of a number of US Futures/Commodities and breaks that report into three categories:


This is a companion discussion topic for the original entry at https://www.optuma.com/kb/optuma/tools/data/cot-stochastic-oscillator