Additional Reading

Seasonality is important when interpreting COT report data regardless of which indicator is being used. For readers who wish to deepen their knowledge the following books are a starting point:

Bernstein, J. Key Date Futures Seasonals, the Best of the Best in Seasonal Trades. New York: MBH Commodity Advisors, 1995.

Hirsch J. A., and J. L. Person. Commodity Trader's Almanac 2010 (Almanac Investor Series). Hoboken, NJ: John Wiley & Sons, Inc., 2009.

Jiler, W. L. 1985. “Analysis of the CFTC Commitments of Traders reports can help you forecast futures prices.” In CRB Commodity Year Book, ed. Walter L. Emery et al., 50T–58T. New Jersey: Commodity Research Bureau, 1985.

Momsen, J. Ultra-Reliable Seasonal Trades. New York: Windsor ...

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