Andreas Neier

COT Trader

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Trading Framework 2026 – System, Risk & Checklist

Goal: Protect capital, exploit edge, and eliminate emotional decision-making.

1) Setup Overview

A) Index Day Trading – Intraday Alpha

  • Broker: Pepperstone
  • Markets: NASDAQ, Dow
  • Timeframe: 5m / 15m
  • Holding: Intraday only (flat EOD)
  • Edge: VWAP-based strategies (Breakout–Retest, Reversal)

B) Commodity Swing Trading – Structural Edge

  • Broker: AvaFutures
  • Markets: Agricultural & selected commodities
  • Timeframe: Daily
  • Holding: Days to weeks
  • Edge: COT positioning, seasonality, event-based trades (e.g. WASDE)

C) Seasonal Trading – Systematic Exposure Engine

  • Broker: Capital.com
  • Markets: Indices & Commodities (CFDs)
  • Timeframe: Daily
  • Holding: Fixed seasonal windows
  • Edge: Statistically proven seasonal patterns
  • Rules: Pre-planned entries & exits, no discretion

Seasonals are not trades – they are scheduled exposures.


Related Knowledge & Tools

  • Seasonality in Commodity Markets – How seasonal patterns shape commodity prices and trading windows.
  • Commitment of Traders (COT) Analysis – Understanding positioning, commercial hedging, and market structure.
  •  VWAP Trading Framework – VWAP-based context, execution, and intraday structure. (coming soon)

2) Risk Matrix (Summary)

  • Index Trading: Risk per trade 0.25–0.5% | Daily loss limit max. 1% | Max. 2 trades per day
  • Commodities: Risk per trade 1–2% | Max. 1–2 concurrent trades
  • Seasonals: Risk per trade 0.5–1% | Predefined max concurrent seasonals
  • LOW opportunity environment: No trading
  • Account drawdown > 5%: Cut risk by 50% and mandatory review

3) Capital Flow Rules

  • Index → Commodities: After 2 consecutive profitable months, transfer 25–40% of index profits
  • Commodities → Index: After a large winner, transfer max. 20–30% of commodity profits
  • Seasonals: Capital allocated upfront – no reactive transfers
  • Forbidden: Moving capital to compensate losses or trading out of frustration

4) Absolute No-Gos

  • Trading out of boredom or revenge
  • Increasing risk because a setup looks ‘perfect’
  • Trading long and short on the same day (index trading)
  • Mixing strategies or breaking rules ‘just for today’
  • Adding funds to recover losses

5) Daily Checklist (Before Every Trade)

  • Is the market tradable today? (structure & volatility present)
  • Is exactly one strategy active?
  • Is the VWAP / seasonal / structural context valid?
  • Is risk within predefined limits?
  • Have major news/events been checked?
  • If in doubt: No trade

This framework reflects how I approach risk, structure, and execution across different trading styles. The tools and scripts published on this website are designed to align with these principles.

Key principle:
Discipline beats intelligence. Structure beats emotion.

Arcadiastraße 13, 40472 Düsseldorf +49 (0) 171 8108310 This email address is being protected from spambots. You need JavaScript enabled to view it.
© Andreas Neier COT-Trader 2026
  • Home
  • About Me
  • Knowledge
    • CoT Data
    • Seasonality
    • Stock Holidays
    • Revised CoT Data Schedule
    • Rare Earth Metals
    • My Trading Framework
  • Analysis
  • Strategies
  • Tools
  • Broker
  • Contact
  • Datenschutzerklaerung
  • Impress