What does tiltline monitor?
Current COT positioning across 30 supported futures markets, plus gated forward positioning research for qualified professional workflows.
See where futures positioning is now—and test what may come next.
The free COT Brief makes the latest verified CFTC position readable for one market. The paid Forward Brief adds a validated 8–13-week positioning-regime view for professional multi-market workflows.
| Field | Meaning |
|---|---|
| Free / now | Verified net position, % open interest, change, and own-history percentile. |
| Paid / next | 8–13-week persist, normalize, or shift research where validation passes. |
| Never | A price call, real-time flow claim, or automatic reversal signal. |
The CFTC publishes authoritative tables, but the reader still has to choose the correct report and trader class, calculate net exposure, scale it by open interest, compare history, and keep the delayed source date straight. The free brief performs that deterministic compression.
Choose one of 30 supported futures markets and get the latest source-dated state, one- and four-week changes, a 3-year empirical percentile, and a 52-week history. No login and no generated market story.
For market/horizon pairs that pass the gate, the Forward Brief asks whether crowded positioning is more likely to persist, normalize, or shift over 8–13 weeks. The evidence is leakage-controlled backtesting, not a live track record.
Every current-state sentence is derived from displayed inputs. Report family, trader class, source URL, position date, retrieval date, and calculation method remain visible. Missing or stale inputs fail the publication build.
Current COT positioning across 30 supported futures markets, plus gated forward positioning research for qualified professional workflows.
No. tiltline provides positioning context for research and risk review.
Yes. Public COT data reflects a prior reporting date, so every page and packet should show the source date.