--- title: How to Build a Positioning-Based Crude Oil Strategy in... description: A step-by-step walkthrough of building a crude oil trading strategy using CFTC Commitment of Traders (COT) data in Python. Starting from a four-regime... canonical: https://daily.dev/posts/how-to-build-a-positioning-based-crude-oil-strategy-in-python-full-handbook--8corzfczg twitter:card: summary_large_image twitter:site: @dailydotdev og:type: website og:site_name: daily.dev og:title: How to Build a Positioning-Based Crude Oil Strategy in Python [Full Handbook] | daily.dev og:description: A step-by-step walkthrough of building a crude oil trading strategy using CFTC Commitment of Traders (COT) data in Python. Starting from a four-regime... og:url: https://daily.dev/posts/how-to-build-a-positioning-based-crude-oil-strategy-in-python-full-handbook--8corzfczg og:image: https://api.daily.dev/og/posts/8cORzFCzG.png og:image:alt: How to Build a Positioning-Based Crude Oil Strategy in Python [Full Handbook] og:image:width: 1200 og:image:height: 630 og:locale: en --- > ## Documentation Index > Fetch the complete documentation index at: https://daily.dev/llms.txt > Use this file to discover all available pages before exploring further. # How to Build a Positioning-Based Crude Oil Strategy in Python [Full Handbook] **[freeCodeCamp](https://daily.dev/sources/freecodecamp)** · 28 min read · 3 upvotes · 0 comments ## Summary A step-by-step walkthrough of building a crude oil trading strategy using CFTC Commitment of Traders (COT) data in Python. Starting from a four-regime positioning framework, the author iteratively narrows the approach to a single 'bullish unwind' signal — when extreme speculative long positioning starts to reverse while WTI is above its 26-week moving average. The final filtered strategy achieves 45.95% cumulative return vs. 13.67% for buy-and-hold and -2.13% for the raw unwind signal. Covers data fetching via FinancialModelingPrep APIs, feature engineering (net position ratio, rolling percentile), regime classification, backtesting with non-overlapping trades, and stress-testing across parameter variants. ## Full article daily.dev links to this article rather than hosting it. Read it at the original source: ## Similar posts on daily.dev - [How to Combine Fundamentals, Sentiment, and Price Into One Backtest \(Python\)](https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg) · Medium · 0 upvotes · 0 comments - [Geopolitical Risk Isn't One Thing. I Built a Python Framework to Prove It](https://daily.dev/posts/geopolitical-risk-isn-t-one-thing-i-built-a-python-framework-to-prove-it-sfnojcwrs) · freeCodeCamp · 1 upvotes · 0 comments --- Tags: [#python](https://daily.dev/tags/python), [#pandas](https://daily.dev/tags/pandas) [View this post on daily.dev](https://daily.dev/posts/how-to-build-a-positioning-based-crude-oil-strategy-in-python-full-handbook--8corzfczg) ```json {"@context":"https://schema.org","@graph":[{"@type":"Organization","@id":"https://daily.dev/#organization","name":"daily.dev","url":"https://daily.dev","logo":{"@type":"ImageObject","url":"https://daily.dev/apple-touch-icon.png","width":180,"height":180},"sameAs":["https://twitter.com/dailydotdev","https://github.com/dailydotdev","https://www.linkedin.com/company/daily-dev-ltd"]},{"@type":"WebSite","@id":"https://daily.dev/#website","url":"https://daily.dev","name":"daily.dev","publisher":{"@id":"https://daily.dev/#organization"},"potentialAction":{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https://daily.dev/search?q={search_term_string}"},"query-input":"required name=search_term_string"}}]} {"@context":"https://schema.org","@type":"TechArticle","headline":"How to Build a Positioning-Based Crude Oil Strategy in Python [Full Handbook]","url":"https://daily.dev/posts/how-to-build-a-positioning-based-crude-oil-strategy-in-python-full-handbook--8corzfczg","mainEntityOfPage":{"@type":"WebPage","@id":"https://daily.dev/posts/how-to-build-a-positioning-based-crude-oil-strategy-in-python-full-handbook--8corzfczg"},"datePublished":"2026-04-10T17:00:24.887Z","dateModified":"2026-04-10T17:02:43.967Z","description":"A step-by-step walkthrough of building a crude oil trading strategy using CFTC Commitment of Traders (COT) data in Python. 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