Positioning Edge

By today's trade results on that specific instrument. Career stats and payout history play no part. Every trade today lands in one of two buckets: trades that made money and trades that lost money. The profitable line shows the long/short mix of the winning trades, and the unprofitable line shows the mix of the losing ones. A trader who closed both a winner and a loser today counts in both groups, and everything resets each session. One honest caveat: on a strongly directional day this is partly self-fulfilling. In a sell-off, short trades naturally dominate the winning bucket. That is why the tool focuses on the gap between the two groups instead of cheering for one side.

Aggregated trading activity from thousands of real MyFundedFutures funded and evaluation accounts, 250,000+ trades on a typical day. It is actual order flow from live accounts rather than a survey or social sentiment. Covered instruments: ES, MES, NQ, MNQ, MGC, and SIL.

It compares the share of long trades in each group. If 58% of profitable traders' trades are long while 52% of unprofitable traders' trades are long, the gap is 6 percentage points on the long side. That gap, meaning which group leans which way and by how much, is the core reading of the tool.

The tool tiers the gap. 0 to 2 points is No Edge, 3 to 5 is Mild, 6 to 10 is Strong, and above 10 is Extreme. There is also a sample-size floor: if either group has fewer than 30 traders on an instrument, the card says the sample is too thin and no conclusion is drawn.

Data refreshes about every 30 seconds. The intraday charts plot 5-minute bins, and each bin shows a 30-minute rolling share of trade direction. If the newest bin is older than 30 minutes, usually a quiet market or a feed gap, the chart marks the tail "Stale" and the headline sentence switches to today's cumulative numbers instead of pretending the old bin is live.

Those are two different states. "Market closed" means a weekend (Friday 6 PM ET until Sunday 6 PM ET) or a full exchange holiday. No trades are happening, so there is nothing to aggregate. A flat tail with "session closed" is the weekday pause: after the 4 PM ET cash close the book flattens until the next session opens at 6 PM ET, and the chart flattens the tail rather than drawing phantom activity. Both states clear on their own the moment trading resumes.

No. Positioning here is the direction mix of trades placed, meaning the long/short share of executed trades. It records which way each group has been trading. It says nothing about what traders are currently holding, and it is unrelated to exchange open interest.

When a group is above 80% long or below 20% long, the tool flags it as crowded. Extremes like that historically read as stretched more often than as confirmation, so treat them as an anomaly worth attention rather than a green light to pile in the same direction.

Minis and micros are tracked as separate rows because different trader populations trade them, with micro contracts skewing toward smaller accounts. They follow the same underlying market, so directionally they usually rhyme, but the group splits can differ.

Price quotes are delayed about 15 minutes, while the positioning data is the near-live layer that refreshes roughly every 30 seconds. When the price feed trails the positioning feed, the chart says so instead of passing delayed prices off as live.

Treat it as one signal among many. The tool deliberately never says buy or sell. It shows where the two groups are positioned and how unusual the gap is, and the decision stays yours. Nothing on this page is trade advice.

Use the feedback pill at the bottom right of this page. It opens a short form that goes straight to the team, and each submission enters you in the free-eval giveaway (up to 3 entries per person). Blunt feedback is the most useful kind: tell us what to build, fix, or kill.