The NET Positions fallacy - The truth about trader positioning
Автор: MarketsMadeClear.com
Загружено: 2025-09-03
Просмотров: 169
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Traders, be careful what you read online.
Every weekend traders/financial content creators publish data from the weekly Commitments of traders report, making reference to the widely followed part of the report known as net positions. This details the net position a certain group of traders has in that market, and by default if they are buying or selling that market. THIS IS THE WRONG WAY TO READ NET POSITIONS.
Example. A rise in net positions can be the result of increased buying or decreased selling, one is much more bullish that the other but in both cases, the people putting out these reports will simply say that because the net positions are increasing they must therefore be buying. Do not base any trading decisions on net positions.
In this video I show a clear example of this in crude oil. How net positions can trick you and how you should read this data properly if you want to incorporate it in your trading.
Video presented by Ray Gilmour on behalf of MarketsMadeClear.com
For more info, please email [email protected]
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