
DATE
March 25, 2026
TIME
2:00 PM ET
COST
FREE
The government report published every Friday that shows exactly what institutional money is doing in hard asset markets — and almost nobody reads it
How to calculate the COT Index — the filter that turns raw positioning data into clear buy and sell signals
The 4-step framework for turning free government data into a structured, rules-based hard asset trade
Live case studies — crude oil, gold, yen, corn — where COT data called the move weeks before the chart confirmed
Why retail traders keep getting run over in commodity markets — and the information gap that's costing them
How to start using this data in your own trading this week — whether you trade ETFs, futures, or options
GOLD
+27%
COT signal appeared
6 weeks before breakout
CASE STUDY 1
YEN
23%
Reversal called by
commercial positioning
CASE STUDY 2
OIL
+45%
Accumulation signal
5 weeks before move
CASE STUDY 3
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Silas P.
Founder, T2 Markets
Silas has been trading and teaching systematic approaches to hard asset markets for over a decade. The COT framework at the core of this training is the same process he uses every week to track institutional money flow across gold, silver, crude oil, and agricultural commodity markets — and by the end of the workshop, you will know how to 'Follow the Flow.'
IMPORTANT NOTICE: No representation is being made that the use of this strategy or any system or trading methodology will generate profits. Past performance is not necessarily indicative of future results. There is substantial risk of loss associated with trading securities, futures, and options. Only risk capital should be used to trade. This webinar is for educational purposes only and does not constitute financial or investment advice.
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