Framework

Educational reference, formulas, full decision tree and explicit source gaps. Research assistance only; no guarantee of profitability and no live order execution.

Policy mcs.tiered-cot-index.1Contract boss.mcs.signal.v1Rules mcs.framework-fixed.1Synthetic learning example

COT Index Formula

index3y = 100 × (currentNet − minNet3y) / (maxNet3y − minNet3y)

This is a min-max COT INDEX, NOT an empirical percentile and NOT percent net short. Full precision. Flat max=min ⇒ undefined ⇒ HOLD (not 50). Keep raw contracts, net and historical index in separate fields.

• History: three calendar years ending on position date, at least 150 weekly observations.
• Coverage begins within 7 days of window start.
• No duplicate dates or gaps greater than 14 days.
• Correct report family/market code required.
• Report older than 10 days ⇒ HOLD (not a holiday-aware release calendar).

Direction Rules

27 Futures (Legacy FUTURES-ONLY Commercials)

• index ≤ 20 → SELL only
• index ≥ 80 → BUY only
• strictly between 20 and 80 → both (mechanics-led)

Includes currency futures. Never invert 6C/6J/6S futures.

7 Spot FX (nonreportable proxy, inverse)

• index ≤ 20 → BUY
• index ≥ 80 → SELL
• neutral → both directions

Invert for USDCAD/USDJPY/USDCHF. Nonreportable is a proxy, not verified identities.

Stocks: COT N/A, not forced proxy COT. Missing/stale/incomplete/flat/ unapproved mappings ⇒ HOLD. No arbitrary non-neutral direction based only on raw net sign.

Mechanics & Exits

halfway = entry + (tp1 − entry) × 0.5
tp1 = farther(27% fib ext, ≥2R) · tp2 = 68% fib ext

• Base body ≤50% high-low; explosive candle body ≥60%.
• Zones wick-to-wick. Fresh before first return.
• W at demand, M at supply. HTF zone match 1H→5M or 4H→15M.
• BUY entry below frozen range midpoint; SELL above. Sweep alone doesn't qualify.
• SL outside zone/sweep wick with source buffer.
• Planned partials: 50% halfway, 25% TP1, 25% TP2.
• Halfway prompt moves planned SL to break-even (not risk-free after costs/gaps).
• Preserve incoming source values; never manufacture ordering or move TP2 to fit TP1.
• Invalid ordering ⇒ HOLD. No orders/actual position management.

Synthetic Price Ladder (labeled example — BUY)

Illustrative only. Uses stored absolute price values, not levels recomputed from current price. Never shown as a live ledger row.

Decision Tree

Incoming signal (boss.mcs.signal.v1)

Envelope valid? (contract/symbol/TF/age)

Policy + mapping + seasonality valid?

Direction allowed by policy?

Mechanics evidence complete? (freshness/news)

Exit ordering valid?

QUALIFIED (non-test + notifications) / QUALIFIED_TEST

Explicit Source Gaps

• Existing Pine tested flag does not establish complete first-return W/M lifecycle.
• zone_fresh_before_first_return:null ⇒ HOLD / ZONE_FRESHNESS_UNVERIFIED. NEVER hardcode true to make emails send.
• News high-impact relevant instrument +/-10 minutes; missing/stale calendar ⇒ HOLD.
• Manual review if provided expires ≤60 minutes, labeled attestation not feed.
• FOREX.com cost API currently out of scope: show not connected/unknown costs, no invented spreads or after-cost profitability claims.
• No raw TradingView native push can be vetoed downstream — shown honestly as an integration limitation.