2026 COT Map Library

Annual Scenario Planner 2026 Executive Summary

Several things stand out when examining how the astrological timing windows nest with the Change-of-Trend dates projected by historical parallels and the January fractal studies. The January fractiles are derived from implied volatility models, and what is most striking is how these independent methods cluster date ranges across multiple markets rather than appearing in isolation.

In the intangible asset space—primarily Bitcoin, the premier risk barometer—the composite map shows a low pivot in March followed by a high pivot in April, extending into late May or early June. high?

That same late-May to early-June window aligns with projected meaningful lows in gold and silver, which are expected to launch into rapid advances toward new all-time highs. The inverse correlation between risk-sensitive intangibles and anti-fragile hard assets is consistent with prior capital historical correlation.

The January fractal in bonds, also derived from implied volatility, indicates a structural shift late in the second quarter. After a prolonged base-building and coiling phase, bonds appear positioned to break higher—implying lower interest rates—into the early part of the third quarter.

Taken together, the composite suggests a coherent macro sequence: weakness in intangibles, a deflationary impulse, and policy response supporting bonds, while an external catalyst drives gold higher. At the same time, crude oil is expected to transition into a bullish trend phase from late winter to early spring.

This alignment across markets is notable, and moreover once you bring into consideration the US dollar based on its annual map.