Commodity ETF Roll Yield and Momentum – June 17, 2011

I periodically take a look at the roll yield and momentum of commodities. For the methodology, see the previous two posts, here, and here.

Commodity ETF Momentum and Roll Yield Rankings – May 9 2011

Several month ago, I ranked commodities for which there are corresponding ETFs by momentum and roll yield. Since then, I’ve gotten a few request to update the table and commodity markets have changed much since then, so I’m going to try to update it periodically.

For the methodology, see the previous two posts, here, and here.

Country Rotation – May 9, 2011

This is an update to the country rotation strategy outlined a while ago. It ranks stock markets of developed markets and a few major emerging markets by valuation and momentum.