Market Flows Dashboard
COT positioning & ETF flow tracker — updated 2026-05-15 08:06 UTC
• Strategy Backtest Report →
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BE SELECTIVE
VIX elevated — reduced edge
— VIX 18.1
Healthy Expansion
Confidence: 100%
Volatility: Normal
Cycle: Expansion
Risk: Risk-On
Monetary: Tightening
Credit: Complacent
VIX 18
Cu/Au rising (+10.7% 1M)
Nasdaq bull/bear 11x (extreme)
S&P 500 bull/bear 11x (extreme)
2Y yield rising (3.42→3.81)
Net liquidity contracting (-1.08% 4W)
HY OAS 3bps (17th %ile — tight)
Market regime: volatility is normal, cycle indicators point to expansion, risk appetite is risk on, monetary conditions suggest tightening, credit conditions are complacent.
Strategy Matrix
Strategy
Volatility
Cycle
Risk
Monetary
Credit
Overall
ORB Breakout
Opening range breakout — first 5min candle
GO
GO
GO
CAUTION
CAUTION
CAUTION
SMA Gradient Runner
Trend-following with composite SMA gradient filter
GO
GO
GO
CAUTION
GO
CAUTION
PDHL Breakout
Previous day high/low breakout with volume confirmation
GO
GO
GO
CAUTION
CAUTION
CAUTION
VWAP Reversion
Mean reversion from VWAP sigma bands
GO
GO
CAUTION
GO
GO
CAUTION
FVG Fill
Fair value gap fill — 3-candle pattern on daily chart
GO
GO
GO
CAUTION
GO
CAUTION
Overall = worst signal across dimensions. Based on regime classification above.
Backtest Tracker
Strategy
Trades
Win %
Avg PnL
Total PnL
PnL Trend
ORB Breakout 6
0.0%
-1.14
-7
— 0.00
PDHL Breakout 927
28.5%
-0.30
-277
▼ 0.01
Latest run: 2026-05-15 •
29 snapshots •
Data grows ~5 trading days/week via cached intraday bars
Positioning Alerts
Elevated
Corn — Net positioning at 90th percentile (5Y %ile)
Extreme High
Soybeans — Net positioning at 99th percentile (5Y %ile)
Elevated
Copper — Net positioning at 94th percentile (5Y %ile)
Elevated
S&P 500 — Net positioning at 94th percentile (5Y %ile)
ORB Strategy Conditions
CAUTION
VIX
18.1
CAUTION
SPY
748.17
+0.79%
Trend
UP
Friday
BEST DAY
VIX elevated — reduced edge
Based on 60-day backtest: VIX < 18 = +28% ROI, VIX > 22 = −57% ROI, SPY down > 0.5% = −10% ROI, Fridays = +47% ROI
COT Positioning
Commodities (Managed Money)
Contract
Net Position
% of OI
Wk Change
Percentile
Z-Score
Signal
Gold
+94,254
+25.6%
+93,619
49%
-0.04
Adding Long
Silver
+10,843
+11.2%
+237
30%
-0.61
Adding Long
Crude Oil
-37,321
-4.3%
+512
23%
-0.81
Covering Shorts
Corn
+344,641
+18.0%
+79,069
90%
+1.28
Extreme high
Soybeans
+213,514
+21.9%
+213,514
99%
+1.65
Extreme high
Wheat
-9,033
-2.1%
-20,758
78%
+0.94
Adding Short
Copper
+63,473
+27.3%
+2,536
94%
+1.54
Extreme high
Platinum
+12,372
+20.4%
-1,703
65%
+0.59
Trimming Longs
Financials — Rates
Contract
Net Position
% of OI
Wk Change
Percentile
Z-Score
Signal
US T-Bonds
-285,473
-15.6%
+590,110
72%
+0.69
Covering Shorts
2Y T-Notes
-2,034,475
-42.8%
+83,533
89%
+1.05
Covering Shorts
10Y T-Notes
-2,003,848
-37.3%
+91,951
19%
-0.90
Covering Shorts
Financials — Equity Indices
Contract
Net Position
% of OI
Wk Change
Percentile
Z-Score
Signal
S&P 500
-568
-8.2%
-71,264
94%
+1.93
Extreme high
Nasdaq 100
-36,100
-12.5%
-150
41%
-0.37
Adding Short
Russell 2000
-55,354
-13.0%
+9,921
38%
-0.21
Covering Shorts
Financials — Currencies
Contract
Net Position
% of OI
Wk Change
Percentile
Z-Score
Signal
EUR/USD
+11,846
+1.5%
+252
67%
+0.57
Adding Long
JPY
-52,897
-14.9%
-53,248
27%
-0.54
Adding Short
GBP
+26,049
+9.4%
+27,751
54%
+0.11
Adding Long
Financials — Volatility & Crypto
Contract
Net Position
% of OI
Wk Change
Percentile
Z-Score
Signal
VIX
-38,803
-10.0%
+1,518
54%
+0.19
Trimming Longs
Bitcoin
-11,738
-50.2%
-12,697
32%
-0.37
Adding Short
Historical Positioning — Extreme Contracts
Market Leverage & Sentiment
CNN Fear & Greed Index
65
greed
2026-05-15
33 days tracked
VIX Term Structure
VIX
18.1
VIX3M
20.9
Ratio
0.87
Contango
Normal
Treasury Yield Curve
3M
3.588%
2Y
3.800%
5Y
4.121%
10Y
4.461%
30Y
5.012%
2s10s +0.661%
3m10y +0.873%
Normal — healthy steepness
Leveraged ETF Bull/Bear Ratios
Index
Bull / Bear
Bull AUM ($B)
Bear AUM ($B)
Ratio
Reading
Nasdaq TQQQ / SQQQ
31.3
2.9
10.8x
Extreme bull crowding
S&P 500 SPXL / SPXU
5.9
0.6
10.6x
Extreme bull crowding
Market Ratios
Ratio
Pair
Value
1W Change
1M Change
Rising =
Gold/Silver GLD/SLV
5.658
-4.8%
-7.7%
Defensive / monetary stress
Copper/Gold CPER/GLD
0.094
+6.2%
+10.7%
Growth optimism
Discretionary/Staples XLY/XLP
1.396
-2.2%
-4.2%
Risk appetite
High Yield/Inv Grade HYG/LQD
0.736
+0.2%
+0.6%
Credit risk appetite
Small Cap/Large Cap IWM/SPY
0.380
-1.3%
-1.2%
Breadth / risk-on
Emerging/US EEM/SPY
0.090
-2.2%
+1.3%
Global risk appetite
Semis/S&P 500 SMH/SPY
0.773
+0.6%
+19.4%
Tech/AI leadership
Ratio Time Series (1Y)
Macro & Liquidity
Credit Spreads
HY OAS
3 bps
(17th %ile)
IG OAS
1 bps
(6th %ile)
Fed Liquidity
Net Liquidity
$5.89T
4W Change
-1.08%
Market Breadth
> 50 DMA
47.1%
> 200 DMA
55.3%
A/D Ratio
1.49
503 tickers
52-Week Highs & Lows
New Highs
30
New Lows
22
Highs leading
Rates & Dollar
Real Yields & Inflation Breakevens
10Y Real Yield
1.990%
10Y Breakeven
2.470%
5Y Breakeven
2.700%
5Y5Y Fwd Inflation
2.240%
Bond Volatility (MOVE Index)
Options Tail Risk (SKEW Index)
SKEW
139.3
Moderate tail risk
Equity Put/Call Ratio (SPY Options)
P/C Ratio
1.001
Put Vol
1,063,036
Call Vol
1,061,592
33 days tracked
US Dollar Index (DXY)
DXY
99.10
Above 50 DMA
Dollar Trend:
Strong
Financial Conditions (NFCI)
NFCI
-0.524
Very Loose
Above 0 = tighter than average
Jobless Claims
Initial Claims
211,000
4W MA
203,750
Flat
2026-05-09
Additional Market Indicators
FINRA Margin Debt
Current Debit
$1304.3M
As of
2026-04-01
YoY Change
+41.6%
Sector Rotation
Weekly Returns — S&P 500 Sectors
ETF Snapshot
S&P 500 Sectors
Ticker
Name
AUM ($B)
Week Return
XLK Technology
103.3
+2.3%
XLF Financials
51.5
+0.1%
XLE Energy
41.4
+4.3%
XLV Healthcare
37.9
+2.2%
XLB Materials
7.3
+0.2%
XLI Industrials
30.1
+0.8%
XLY Consumer Disc
23.1
-1.3%
XLP Consumer Staples
14.5
+1.0%
XLU Utilities
24.1
+0.4%
XLRE Real Estate
7.7
-1.1%
XLC Communication
25.6
+0.1%
Major Indices
Ticker
Name
AUM ($B)
Week Return
SPY S&P 500
735.1
+1.4%
QQQ Nasdaq 100
440.3
+1.2%
IWM Russell 2000
76.9
+0.1%
DIA Dow Jones
42.7
+0.9%
EFA Intl Developed
75.6
-0.5%
EEM Emerging Markets
28.1
-0.8%
Commodities & Crypto
Ticker
Name
AUM ($B)
Week Return
GLD Gold
153.5
-1.5%
SLV Silver
35.6
+3.4%
CPER Copper
0.7
+4.6%
PPLT Platinum
2.4
+0.4%
USO WTI Crude
1.9
+7.0%
BNO Brent Crude
0.9
+5.8%
IBIT Bitcoin
61.9
+1.6%
Bonds
Ticker
Name
AUM ($B)
Week Return
TLT 20+ Yr Treasury
42.9
-1.3%
IEF 7-10 Yr Treasury
48.5
-0.7%
HYG High Yield
17.0
-0.4%
LQD Inv Grade Corp
30.9
-0.6%
Currency
Ticker
Name
AUM ($B)
Week Return
UUP US Dollar
0.4
+1.0%
Leveraged (Bull/Bear Pairs)
Ticker
Name
AUM ($B)
Week Return
TQQQ Nasdaq 3x Bull
31.3
+3.5%
SQQQ Nasdaq 3x Bear
2.9
-3.5%
SPXL S&P 500 3x Bull
5.9
+4.3%
SPXU S&P 500 3x Bear
0.6
-4.1%
Cumulative Estimated Flows
Data: CFTC, Yahoo Finance, FINRA, FRED, AAII, CNN, Wikipedia | Coverage: 2021-01-05 to 2026-05-05
Last updated: 2026-05-15 08:06 UTC