about perfiltrade
Perfiltrade is a futures analysis platform: Market Profile, historical statistics and COT positioning, with the sample always in view. This page says who runs it, where the data comes from and where its limits are.
The statistics are calculated from historical exchange data for 30 futures. History reaches back to 2010 for most instruments; some series are shorter (RTY from 2017, crypto and SR3 from 2017-2021) and every table shows its date range.
Positioning comes from the CFTC's weekly COT report, published on Fridays with Tuesday data.
Every figure is a historical frequency: how many times something happened out of how many comparable sessions. The sample size (n) always sits next to the percentage, and cells with too few observations are dropped.
The formulas for Initial Balance, Value Area, POC and gaps are described on the methodology page.
If a published figure cannot be reproduced, or changes when recalculated with more data, it is corrected on the page and its modified date is updated.
Perfiltrade (formerly TradingProLab) is operated by Prolab SpA. You can write to us through the contact form and we reply by email.