tengu_v3_intel_cftc_cot

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CFTC Commitments-of-Traders report — futures positioning by cohort (producers/hedgers, money managers, other reportables, non-reportables). Polled weekly on Fridays at 18:00 ET, the CFTC's standard publication window. Without filter: returns top-10 money-manager longs and shorts across all contracts on the latest report — the institutional-spec directional bets. With `?contract=GOLD` (substring match, also accepts WTI, NATGAS, SP500-EMINI, BITCOIN-MICRO, 10Y-NOTE, etc.) returns the matched contract's 5-week positioning history with cohort net positions, % of OI, and a 4-week net delta. Extreme money-manager longs at the top of a rally historically mark exhaustion; commercial-hedger net longs at the bottom historically mark reaccumulation — leading indicator. 4h cache (CFTC publishes weekly so the data is stale-by-design).