HeyJaredThe Rogue Quant
Get backtested trading strategies with code and edge breakdowns, plus AI prompts to generate, validate, and refine profitable trading ideas.
- Indexed issues, last 90 days
- 14
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- Sep 26, 2026
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- Jul 12, 2026
Latest issues
Trading Bonds With Another Market’s CoT: A 2.19 Profit Factor Strategy (opens the original)
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Today, I want to show you a quick strategy idea for a market I’ve been looking at to diversify my portfolio.Interest rates.I’ve been testing a few ideas using positioning data. This one is pretty simple.I found it in the strategy database inside the TRQ Portal.Access the TRQ Portal hereIf you’re an annual subscriber, you have access to everything in the Portal, including:1. Trading ideas and code. The full Trading Ideas archive, plus 500+
Asset Managers Set a New 10-Year Treasury Record as the Nasdaq Short Nearly Vanished (opens the original)
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Each week, the US Commodity Futures Trading Commission publishes the Commitments of Traders report, or CoT.It shows how large traders were positioned on Tuesday.The report does not predict the next price move. It shows where positions are unusually large or changing fast.In commodities, “the funds” means the CFTC’s Managed Money category. In financial markets, it means Leveraged Funds: hedge funds and similar accounts. A net long means a group holds more long contracts than short contracts. A ne
7 Numbers to Know Before the Fed Speaks Today (opens the original)
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The Fed announces its interest rate decision today at 2 PM New York time.Since 1994, Fed days have been 3% of all trading days.On those 260 days alone, the S&P 500 gained 81%. Take them out, and its gain since 1994 falls from about 1,420% to about 740%. (That’s the index price compounded day by day, with no dividends and no costs.)<a class="image-link image2 is-viewable-img" href="https://substackcdn.com/image/fetch/$s_!01E2!,f_auto,q_auto:good,fl_progressive:steep/https%3A%2F%2Fsubstack-post-me
Crude Hit $100 and Soybeans Set a 20-Year Record (opens the original)
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Every Friday, the US Commodity Futures Trading Commission publishes the Commitments of Traders report, or CoT.It shows how large traders were positioned on Tuesday.The report does not predict the next price move. It shows where positions are unusually large or changing fast.Two words I use all through this letter. In commodities, “the funds” means the CFTC’s Managed Money category. In financial markets, it means the CFTC’s Leveraged Funds category: hedge funds and similar accounts. A net long me
Four Market Positions Just Hit 20-Year Records (opens the original)
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Every Friday, the US Commodity Futures Trading Commission publishes the Commitments of Traders report, or CoT.It shows how large traders were positioned on Tuesday.The report does not predict the next price move. It shows where positions are unusually large or changing fast.This week, four positions reached levels never seen in the previous 1,055 weekly reports. That is about 20 years of data.Let’s begin…Corn: both sides are near records<a class="image-link image2 is-viewable-img" href="https://
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