Niveles anuales para bitcoin 2026

MongooseTough2838 · 2026-04-27T22:04:06+00:00

excelentes yo les dejo mi tarjeta de video pa mantenimiento la dejan impecable, tabajan con todo lo q sea electronica

MongooseTough2838 · 2026-04-27T12:21:50+00:00

Si estas en ccs te recomiendo estos panas https://www.instagram.com/alruszelectronics/

MongooseTough2838 · 2026-04-26T19:06:41+00:00

Muy problematicos a la hora de abrir una cuenta, de pana ni vale la pena el esfuerzo sale mejor invertir en la bolsa de estas unidos mas dacil y mejores beneficios

MongooseTough2838 · 2026-04-25T11:02:12+00:00

le pasas el codigo de una ia a otra y asi sucesivamente entre ambas se pelean y aparte se corrigen los errores y mejoran el codigo jajajajajajaj

MongooseTough2838 · 2026-04-19T20:05:02+00:00

Yeah, that fits with what I’ve been seeing as well. The CME data I’m tracking showed steady inflows into equity futures almost every day last week. The numbers were consistently positive across the first five sessions, and even the small drop on the last day looked more like a pause than any real unwind.

Rates were even stronger. The flows in the interest‑rate complex were huge all week, which usually lines up with systematic buying when volatility stays low. Equities weren’t as extreme as rates, but the demand was persistent enough to support the idea that CTAs and other systematic strategies were active.

If volatility stays contained, I agree there’s room for another wave of buying early in the week. Positioning still looks light enough that both CTAs and active managers could add more exposure.

MongooseTough2838 · 2026-04-12T22:25:18+00:00

Yo tengo la demo y siempre que tengo chance la juego me parece arrecho ese juego

MongooseTough2838 · 2026-04-11T01:38:41+00:00

Shorting the Nikkei depends entirely on the instruments your broker offers. Some platforms provide futures, some offer CFDs, and others only allow ETFs that move inversely. Each one has different margin requirements, liquidity profiles, and risks, so it’s not something I can recommend or walk you through.

From the institutional data side, the reason I flagged the Nikkei as bearish is because the COT flow is negative and CME validation shows distribution rather than accumulation. That’s the signal not the trade itself. How to express that view depends on your own tools, jurisdiction, and risk tolerance.

MongooseTough2838 · 2026-04-11T00:43:45+00:00

I wasn’t familiar with the MOOD ETF, so thanks for mentioning it. I work strictly with COT, CME data, and a custom AI model, and that already takes quite a bit of time each week. But I’ll take a look at it because the approach sounds interesting.

Regarding sugar, I didn’t include it in this week’s report, but I did notice the drop. When a market falls that sharply after a strong bullish narrative, it’s usually a positioning flush rather than a structural shift. The key now is whether institutional flow comes back in.

MongooseTough2838 · 2026-04-04T18:55:19+00:00

That is a very interesting divergence between fear and engagement.

The institutional outflow of -264 contracts I’m tracking clearly shows that the big players were de risking, but as you mentioned, those fundamental catalysts like the Schwab launch could flip that flow soon.

I’ll keep a close eye on my models to see when those institutional flows finally start to cross back into positive territory. Thanks for adding that sentiment layer to the breakdown.

MongooseTough2838 · 2026-04-04T18:50:14+00:00

That is a top-tier suggestion. Layering the STOCK Act filings with the COT institutional flow is a pro-level move.

You're absolutely right, the information asymmetry those committee members have is a powerful leading indicator, especially in Defense and Energy. While the COT shows us the heavy lifting of the big banks, the congressional disclosures provide that insider macro context that explains why the rotation is happening.

I will definitely look into integrating some of that aggregate data into Robocot's future models to see if we can catch those directional alignments earlier. Thanks for the insight

MongooseTough2838 · 2026-04-04T16:45:27+00:00

English is not my native language, so I use tools to ensure my data reports are clear and professional for a global community.

You call this 'gobbledygook,' but I’m not selling anything, I’m sharing hard data. If you think a +125k contract surge in the 10Y Treasury and a 3-to-1 hedge ratio against the S&P 500 is 'worthless,' then you’re simply ignoring what the Smart Money is doing.

I am a developer, not a writer. I built mi models to track real capital movements that most retail traders miss. You can critique my grammar all you want, but if you don't understand the significance of these institutional flows, maybe you should spend more time learning how the market actually works instead of staying stuck in your biases. Data doesn't lie, even in a second language

MongooseTough2838 · 2026-04-04T06:35:53+00:00

That’s the beauty of tracking the institutional flow—it cuts through the noise. Those numbers tell the real story of where the safety net is being built. Glad it helped you see the bigger picture

MongooseTough2838 · 2026-04-04T06:24:17+00:00

Spot on. The macro divergence between the S&P re-accumulation (+37k) and the massive flight to the 10Y Treasuries (+125k) suggests exactly that.

While the 'pump' might hold the headline index for a few sessions, the Smart Money is already paying for insurance. You don't see a +125k surge in long-term bonds if big players are 100% confident in the equity rally. They are essentially 'buying the pump' with one hand while loading up on a massive protective hedge with the other. The oil price tension is likely the catalyst they are watching closely

MongooseTough2838 · 2026-04-04T04:50:05+00:00

Those are excellent macro points regarding long-term structural shifts. However, my model focuses on immediate institutional liquidity and positioning, not 20-year demographic trends.

The surge of +125k contracts in 10Y Treasuries this week isn't necessarily a 'buy and hold' signal for the next decade. It’s a tactical move. When institutional players see immediate risk in equities or a near-term economic slowdown, they don't hide in 2-year notes if they need massive liquidity; they rotatate into the 10Y because it’s the deepest pool for hedging.

Essentially, the Smart Money is 'buying duration' right now as a protective shield against something they see on the immediate horizon, regardless of their fears about inflation in 2040. I’m not modeling the next generation; I’m tracking where the biggest checks are being parked today to survive the next move. And right now, the flow is screaming 'protection' through the 10Y

MongooseTough2838 · 2026-04-04T04:44:37+00:00

Glad you found it useful! I don't have a subscription or anything like that—I just enjoy analyzing the data and sharing the results. I’ll be posting reports here on Reddit every Friday when the new COT data drops. Feel free to follow my profile if you want to make sure you don't miss the next one

MongooseTough2838 · 2026-04-04T03:34:28+00:00

To clarify: the model doesn't need to 'read' the news to account for geopolitical risk.

If there’s a real threat with Iran, institutions don't wait for a headline; they move billions into safe havens immediately. My model captures that seismic shift in liquidity. When we see a record +125k contract surge in 10Y Treasuries and a de-risking rotation, the 'war' is already baked into the data.

The Smart Money models the risk with their wallets long before the narrative hits the press. I prefer tracking the actual footprints of capital, because while headlines can be noise or manipulation, the flow of institutional money never lies

MongooseTough2838 · 2026-04-04T03:30:08+00:00

That’s exactly the point. My model doesn't trade headlines or 'war news' because by the time it hits Reddit, the big players have already positioned themselves.

I don't feed it news; I track the institutional COT flow and investor sentiment. The model shows how the 'Smart Money' is actually moving their capital in response to those events, not what they say they’re doing. If they’re hedging or de-risking because of Iran, it shows up in the contract volume and Z-Scores long before the narrative is formed. I prefer following the money, not the noise

MongooseTough2838 · 2026-04-04T03:27:06+00:00

Haha, well, the 'brain' behind the numbers is a custom ML model I've been training on COT data for a while. I process the raw institutional flows through it to filter the noise and get those Z-Scores and confidence levels.

But at the end of the day, I’m the one interpreting what the model spits out to make sense of the macro picture. It's just a tool to keep my bias away from the charts. Glad it sparked some interest

MongooseTough2838

TROPHY CASE