GTAA Assets

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 3M ROC 6M ROC 9M ROC 12M ROC Investment
1 US Large Cap Momen. SPMO $161.54 $125.46 ✓ 41.00% 50.02% 34.81% 34.34% 44.83% -
2 US Tech (Nasdaq) QQQM $302.97 $260.24 ✓ 27.05% 31.95% 19.09% 23.06% 34.08% -
3 US Small Cap Growth VBK $365.70 $316.80 ✓ 25.63% 26.41% 20.12% 23.30% 32.70% -
4 Developed Markets VEA $71.25 $64.47 ✓ 20.02% 15.46% 14.27% 21.75% 28.58% -
5 US Small Cap Value VBR $242.99 $218.69 ✓ 18.75% 14.98% 14.76% 18.21% 27.07% -
6 US Large Cap Value VTV $217.93 $195.99 ✓ 18.13% 13.46% 14.48% 18.70% 25.88% -
7 Emerging Markets VWO $59.69 $55.77 ✓ 15.33% 14.00% 11.06% 12.44% 23.81% -
8 PDBC PDBC $15.88 $15.08 ✓ 14.57% -9.26% 18.33% 22.77% 26.45% -
9 US Real Estate VNQ $96.43 $90.58 ✓ 10.65% 11.39% 10.21% 8.53% 12.48% -
10 Corporate Bonds (Int) VCIT $82.65 $82.09 ✓ 2.09% 1.66% 0.37% 1.81% 4.51% -
11 Gold IAU $75.51 $83.88 ✗ 1.54% -11.09% -7.59% 3.77% 21.09% -
12 Gov Bonds (Long) VGLT $55.18 $55.13 ✓ 1.06% 0.84% 0.17% 0.37% 2.85% -
13 Gov Bonds (Int) VGIT $58.98 $58.93 ✓ 0.88% 0.21% -0.20% 1.08% 2.43% -
14 Intl Gov Bonds IGOV $41.03 $41.73 ✗ -1.60% 1.16% -1.77% -2.32% -3.45% -
Signal Date: 2026-06-30
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (3M, 6M, 9M, 12M ROC) above 200D MA

Dual Momentum (VOO / VEU / AGG)

Asset Ticker Price 200D MA Above 200D MA? Avg ROC 3M ROC 6M ROC 9M ROC 12M ROC
US Equity (S&P 500) VOO $686.81 $632.01 ✓ 15.87% 18.57% 9.39% 13.16% 22.34%
International Equity VEU $83.75 $76.02 ✓ 19.50% 15.65% 14.06% 20.11% 28.16%
US Aggregate Bonds AGG $98.98 $98.41 ✓ 1.73% 0.95% 0.50% 1.70% 3.79%
Signal Date: 2026-06-30
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).