| Last week, we touched on potential markets that might finally be breaking out of the slow moving commodities sell off that’s been going on for around a year. In that post, we do what we do every month, looking at the difference in performance between the commodity futures market (Dec. contract) to its commodity ETF counterpart.
This time around, we got to thinking it might be interesting to look at the flipside of that…. How inverse ETFs have performed against those same futures markets. At first thought, you might think that the ETFs are outperforming the futures counterparts until you realize that those inverse ETFs should all be positive due to the fact that the futures contract they supposedly track are negative...............................................Full Article: Source
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