Solubility of turmeric powder
Turmeric is a plant, and therefore is made up of many different chemicals. Most of the aromatic compounds in turmeric are either water-soluble or disperse well in water, and are too small to be strained out.
The rest is the actual plant matter -cellulose, proteins etc., which is not and can not be water soluble.

You are not the only person to experience this, and there is no such thing as soluble turmeric.
One thing you may want to try is turmeric flavouring (e.g. http://www.epigenetics-international.com/product/24/Turmeric_Root_Flavouring_100ml/) . This is an alcoholic solution of natural turmeric extract, which you may be able to make yourself if you felt so inclined.