GTAA Assets

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 1M ROC 3M ROC 6M ROC 12M ROC Investment
1 US Large Cap Momen. SPMO $155.09 $122.24 ✓ 30.58% 15.38% 30.45% 30.50% 45.98% -
2 Commodities GSG $32.88 $26.27 ✓ 27.49% -2.98% 20.35% 41.06% 51.52% -
3 US Tech (Nasdaq) QQQM $306.61 $254.97 ✓ 24.03% 10.47% 23.94% 19.75% 41.97% -
4 US Small Cap Growth VBK $354.29 $311.56 ✓ 16.68% 5.02% 11.98% 16.97% 32.77% -
5 Developed Markets VEA $71.67 $63.58 ✓ 15.68% 4.29% 7.79% 18.15% 32.49% -
6 Emerging Markets VWO $60.33 $55.05 ✓ 13.99% 2.27% 9.23% 13.77% 30.69% -
7 US Large Cap Value VTV $213.30 $193.65 ✓ 11.98% 3.57% 5.00% 13.12% 26.24% -
8 US Small Cap Value VBR $235.15 $216.57 ✓ 10.82% 1.46% 4.08% 11.96% 25.79% -
9 Gold IAU $83.59 $82.69 ✓ 5.31% -3.61% -12.85% 5.50% 32.20% -
10 US Real Estate VNQ $94.41 $90.60 ✓ 3.76% -1.72% 0.01% 6.75% 9.99% -
11 Corporate Bonds (Int) VCIT $82.26 $81.91 ✓ 1.31% 0.02% -0.98% 0.07% 6.13% -
12 Gov Bonds (Int) VGIT $58.72 $58.87 ✗ 0.25% -0.42% -1.54% -0.60% 3.54% -
13 Gov Bonds (Long) VGLT $54.53 $55.02 ✗ 0.09% 0.03% -3.25% -1.68% 5.25% -
14 Intl Gov Bonds IGOV $41.45 $41.77 ✗ -0.58% -0.88% -1.61% -0.38% 0.57% -
Signal Date: 2026-06-03
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (1M, 3M, 6M, 12M ROC) above 200D MA

Dual Momentum (VOO / VEU / AGG)

Asset Ticker 12M ROC Above T-Bill? Price
US Equity (S&P 500) VOO 28.04% ✓ $693.36
International Equity VEU 32.36% ✓ $84.17
US Aggregate Bonds AGG 5.14% — $98.50
3-Month T-Bill hurdle TBILL 3.93% — —
Signal Date: 2026-06-03
Strategy: Equity sleeve selection vs. 12-month T-bill ROC hurdle, bonds as the defensive fallback.
Current Selection: VEU
Selection Logic: If both VOO and VEU have a 12-month ROC above the T-bill hurdle, choose the higher of the two. If only one clears, choose that. If neither clears, hold AGG (US aggregate bonds).