Research

Cross-asset fund positioning report

Real institutional and speculative fund positioning across equities, crypto, commodities, and metals — with look-ahead-safe historical context on what similar positioning has preceded. Built entirely from real, verifiable public data. Published weekly.

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What this is

Built the same way as everything else here

Same discipline as our backtesting and regime-modelling research: real data, honest disclosure of what a number does and doesn't prove, and no fabricated figures.

Real data only
CFTC · Binance · FRED
Every figure comes from CFTC Commitments of Traders reports, Binance public market data, or FRED — no synthetic or estimated fallback data. If a source doesn't return something real, the pipeline says so.
Look-ahead-safe backtesting
no future data leakage
Historical context in each report uses only data that would have been available as of that date — never information from after the fact.
Weekly cadence
tied to CFTC's Friday release
CFTC positioning data itself only updates once a week. We publish on the same rhythm rather than implying a freshness the underlying data doesn't have.
Not investment advice
context, not a signal
The report shows where positioning sits and what's historically followed similar positioning. What you do with that is your call — full methodology and caveats are in every report.