1. I realize your services and research focus on futures markets but can I apply your seasonal research to ETFs that track various commodities?
MRCI does not have the price history for ETFs on which to run seasonal analysis. Thus, we have no research on which to base an objective opinion on how directly each correlates with an underlying futures market. ETFs such as Spyders will normally track S&P 500 futures closely, as will GLD with gold, etc. But differences in closing times can cause slight variations in timing. Some ETFs may be more susceptible to general stock market pressures than their underlying futures. Finally, with the proliferation of ETFs, some may be illiquid, and some have been found to be poorly designed.
Two products you might find helpful are:
1. MRCI Online
2. Seasonal Pattern Chart Book
I would highly recommend, MRCI Online because it also includes some seasonal strategies, (plus a lot more research) where our Seasonal Pattern Chart Book only contains charts.
