Michael Bommarito

ETFs/CEFs Furthest From 20-DMA; Best YTD Performance

Hello Carlos,
Yes, I agree that volatility of returns is very important. If you're interested, I've described a similar setup with weighted rankings on the various estimated moments and metrics of return distributions.

Just curious, do you have all funds categorized as you do in that table? Also, just to see if we're on the same page, I'm currently tracking about 1140 funds; does that number sound similar to yours?

Overbought/Oversold Commodity ETFs

Hey guys, interesting article. I've been very interested in DBA but have found its volatility a little too much for a large position. Just curious about your table there though, are the signals based on how much the ETFs have deviated from the movement of their underlying commodities or more on technical analysis?