Detect when price and trader positions move in opposite directions
| Commodity | Category | Strength | Price Change | Position Change | Latest Data |
|---|---|---|---|---|---|
| Wheat | Grains |
|
+8.37% | -1986.72% | Jul 17 / Jul 14 |
| NASDAQ 100 Consolidated | Equity Indices |
|
+5.99% | -72.66% | Jul 17 / Jul 14 |
| Russell 2000 Mini | Equity Indices |
|
+6.57% | -44.43% | Jul 17 / Jul 14 |
A divergence happens when stored price and reported net positioning move in opposite directions over the selected window. It describes two series; it does not reveal why participants changed positions.
The "strength" percentage (0-100%) measures how pronounced the divergence is — higher means a bigger disconnect between price and positioning. The "lookback" period controls how many weeks of data to analyze.
Divergences do not guarantee reversals or provide a measured probability. Use the rows to investigate the underlying price and positioning dates.