Datalyx is the COT data terminal for serious traders — turning the CFTC's raw, lagging Commitments of Traders report into structured institutional-flow intelligence across 23 markets, 16 years of history, one transparent methodology.
The problem
Every Friday the CFTC publishes how institutions are positioned across futures markets. It's free — and almost unusable: dozens of raw columns, a three-day reporting lag, no context, no history, no signal.
Datalyx exists to close that gap. We don't sell opinions or predictions. We structure the official data, score it with a documented method, and let you verify every number against its source.
No black box
Every indicator has a published formula. Nothing is hidden behind a 'proprietary signal' you can't inspect.
No guru
No track-record claims, no calls to follow. The authority is the CFTC data and a consistent, repeatable method.
No noise
Trade Ideas are filtered to A+/A only. The Validator gives a verdict, not a horoscope.
What's inside
Six tools, one dataset, refreshed every Friday after the CFTC release.
Three institutional dimensions — Bias, Pressure, Conviction — computed from raw CFTC data and combined into a Signal score (−100/+100), a quality Grade (A+ → D), and a Pattern label every week.
Algorithmic setups filtered to A+/A quality only. Four layers of CFTC validation per idea — no B/C/D noise, no discretionary calls.
Enter any pair or commodity and a direction. Get a 4-layer verdict — bias, flow pressure, regime, setup quality — with an operational recommendation.
Flow Pressure Monitor, Net Flow Delta, OI Analysis, Z-Score & Percentile, Long/Short Map and Flow Regime Timeline — across 52+ weeks.
Rate path probabilities and spread signals for Fed, ECB, BoE, BoJ, RBA and BoC — cross-referenced with COT positioning.
A deep-dive per asset: positioning summary, AM vs LM breakdown, OI analysis, flow & pressure, risk assessment and forward outlook.
The method
Each asset scored across three dimensions, every one computed from the disaggregated CFTC report — and every one documented.
Where institutions are positioned and how extreme — percentile rank + z-score vs the last 3 years. −100 to +100.
How fast positioning is flowing — direction and acceleration of weekly smart-money flows, OI-normalized. −100 to +100.
How much to trust the signal — alignment of bias/pressure (35%), operator agreement (25%), trend cleanliness R² (20%), participation breadth (20%). 0 to 100.
Coverage
The same scoring engine applied consistently across every asset class.
Browse positioning across all 23 markets and the public CFTC overview at no cost. Upgrade to Pro for the 3D scoring engine, charts, ideas and analysis.
$9.90/mo · $24.90/quarter · $79.90/year · Cancel anytime
The Commitments of Traders (COT) report is published every Friday by the CFTC (Commodity Futures Trading Commission) with a three-day lag. It discloses how large institutional participants — Asset Managers, Leveraged Funds, Dealers and Swap traders — are positioned across major futures markets. The COT report is one of the few truly transparent windows into institutional intent in forex and commodity markets.
Datalyx transforms the raw weekly COT report data into structured institutional positioning signals across EUR, GBP, JPY, CHF, AUD, CAD, NZD, USD, Gold, Silver, Crude Oil, Natural Gas, Bitcoin and 10 other markets. Every number on this platform is traceable directly to the CFTC source file — no estimates, no interpolation.
Our COT report analysis covers Asset Manager positioning (smart money), Leveraged Money flows (speculative), Dealer sentiment (market maker) and Non-Reportable activity (retail) — the same data professional traders use to gauge institutional intent. The COT forex report section tracks all eight major currency futures. The COT commodity report section covers metals, energy and agricultural markets.
The Datalyx scoring engine processes each CFTC weekly report release into three institutional dimensions — Bias, Pressure and Conviction — producing a directional Signal score (−100 to +100), a quality Grade (A+ → D) and a Pattern label per asset. This makes the institutional COT report data actionable for traders who need a clear, repeatable signal rather than raw numbers.