Nasdaq Index Futures CFTC COT Report Price, Chart & Factor Exposure Free Data & Analytics Access
MV.FACTOR.COT.NASDAQ in our API & Excel add-in to retrieve this data.Nasdaq Index Futures CFTC COT Report Forecast
Nasdaq Index Futures CFTC COT Report short-term price forecast is aBUY since short-term momentum is 50.00%. Nasdaq Index Futures CFTC COT Report long-term forecast is aBUY since long-term trend is 100.00%. Nasdaq Index Futures CFTC COT Report price based on realized volatility has a forecasted price between 160,498.91 to 160,523.09 on a daily basis, 160,484.39 to 160,537.61 on a weekly basis, 160,455.60 to 160,566.40 on a monthly basis, and 160,319.10 to 160,702.90 on an annual basis.
Nasdaq Index Futures CFTC COT Report Price Chart
Research on Nasdaq Index Futures CFTC COT Report
Recent MacroFinance research reports referencing Nasdaq Index Futures CFTC COT Report, newest first.
Statistical Distribution of Returns
Filters
| Factor | Indicator | Criteria | Value | And (for Between) | Action |
|---|
| Statistic | Unfiltered | Filtered |
|---|
About Nasdaq Index Futures CFTC COT Report (United States)
Nasdaq Index Futures CFTC COT Report (United States) is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).
Last updated: October 14, 2026
Frequently asked questions
What is Nasdaq Index Futures CFTC COT Report?
What factors affect Nasdaq Index Futures CFTC COT Report?
Where can I download free Nasdaq Index Futures CFTC COT Report historical data?
How is Nasdaq Index Futures CFTC COT Report analysed statistically?
Is the Nasdaq Index Futures CFTC COT Report data updated in real time?
Free Nasdaq Index Futures CFTC COT Report historical data (last 10 years)
Browse or instantly download the last 10 years of Nasdaq Index Futures CFTC COT Report daily price history. A free account unlocks the full history, an Excel export with factors, and API access.
Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)
| Date | Close |
|---|---|
| 2026-10-06 | 156916 |
| 2026-09-29 | 151553 |
| 2026-09-22 | 165468 |
| 2026-09-15 | 188596 |
| 2026-09-08 | 167304 |
| 2026-09-01 | 168145 |
| 2026-08-25 | 167740 |
| 2026-08-18 | 171713 |
| 2026-08-11 | 169621 |
| 2026-08-04 | 187165 |
See how this market's returns behaved when a factor was in a given state, for example when Momentum was strong or bond yields were above 4%, and compare that with all periods.
Reading the chart
- Each bar is a return bucket; its height is the share of periods that landed there.
- All periods: every return in the date range.
- Matching periods: only the periods where all your filters were true. If orange shifts right of the grey, returns were better in that regime.
- Each period's return is the return over the following day, week or month (set by Timeframe), measured from the day the factor was read, so there is no look-ahead.
Adding a filter
- Factor: grouped the same way as the Factors section on this page (Quantitative, Country, Sector, …). Locked factors are listed but greyed out.
- Criteria: greater (>), greater or equal (≥), equal (=), smaller or equal (≤), smaller (<) or between two values.
- Value: depends on the factor.
- Momentum and Trend are signals from −1 to +1, picked as −100 to +100 in steps of 25.
- Mean Reversion is a z-score of price against its 250-day mean, picked in σ from −3 to +3.
- Everything else is a number you type. The line under the box shows the latest reading and its typical range over the last 10 years.
Add several filters to combine conditions; a period must pass every one. Narrow the window with the From/To dates or the 1Y / 5Y / 10Y / MAX buttons; Clear resets filters and dates.
Return statistics
- Unfiltered vs Filtered: all periods vs matching periods.
- Average return, Std dev and Sharpe are annualised (252 days, 52 weeks, 12 months, 6 two-month periods, 4 quarters).
- Maximum drawdown compounds non-overlapping periods; in the Filtered column it assumes you held only while the condition was true.
- Min, 25th percentile, median, 75th percentile and max are per period, not annualised.