I’ve done quite a bit of research on this using data to the 1960s. Holding TBills is a better option than holding a commodity or commodity type index. But a nice an option is to take one of the commodity indexes and use any medium or long term momentum signal. When it’s bullish buy the index...
So I am wondering.... am I just dum OR have the futures on the commodity indexes become not tradeable? It's been a while since I looked at the CME volume page for the SPGSCI future. Then I thought some other exchange poached/created a successor.
Is there a place to do futures on those indexes...