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Contrarian Retail Positioning

The retail crowd is one of the few genuinely useful sentiment signals in FX — as a contrarian indicator. When the great majority of retail traders are long, price has historically tended to fall, and vice-versa. This tool turns crowd positioning into an actionable read.

Open cBots → Contrarian Positioning (/quant/positioning).

What it does​

Enter the % of retail traders long (from your broker's sentiment page or a feed such as FXSSI) and it returns:

  • Contrarian bias — Bearish when ≥ 60% are long (crowd too long), Bullish when ≤ 40% are long (crowd too short), Neutral in the 40–60% indecision band;
  • Strength — how lopsided the crowd is (0 = balanced, 1 = fully one-sided), to weight the signal.
POST /api/quant/positioning
{ "longPercent": 72 }

Point-in-time by construction​

Under the hood the signal layer (Core.Signals) models a PointInTimeSignal that is stamped with the moment it was knowable and refuses to be constructed without it. Any backtest or autonomous agent that consumes a signal checks IsKnownAt(decisionTime) — so future data can never leak into a historical decision. Look-ahead bias is the top reproducibility killer in quant finance; the domain model makes it structurally impossible.

Why it is reliable​

Pure, deterministic domain code with no infrastructure dependency — the contrarian thresholds and the point-in-time guard are unit-tested, including the 40/60 boundaries and out-of-range rejection.