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 $150.83 $125.79 ✓ 30.13% 31.65% 26.58% 25.72% 36.57% -
2 US Tech (Nasdaq) QQQM $293.42 $260.79 ✓ 21.67% 21.96% 16.53% 18.13% 30.07% -
3 US Small Cap Growth VBK $357.87 $317.43 ✓ 20.36% 16.57% 16.82% 19.12% 28.93% -
4 US Large Cap Value VTV $219.17 $196.37 ✓ 17.81% 11.81% 14.87% 19.35% 25.22% -
5 Developed Markets VEA $70.81 $64.59 ✓ 17.56% 10.12% 12.82% 19.84% 27.47% -
6 US Small Cap Value VBR $243.22 $219.06 ✓ 16.89% 11.77% 14.61% 17.57% 23.61% -
7 PDBC PDBC $15.87 $15.11 ✓ 14.42% -9.42% 19.50% 23.90% 23.71% -
8 Emerging Markets VWO $59.04 $55.84 ✓ 12.32% 9.83% 7.61% 10.22% 21.63% -
9 US Real Estate VNQ $98.02 $90.66 ✓ 11.62% 9.59% 12.91% 10.73% 13.24% -
10 Gold IAU $77.51 $83.96 ✗ 3.07% -11.86% -4.97% 6.69% 22.43% -
11 Corporate Bonds (Int) VCIT $82.34 $81.77 ✓ 1.84% 0.73% 0.70% 1.38% 4.56% -
12 Gov Bonds (Int) VGIT $58.80 $58.74 ✓ 0.89% -0.03% 0.03% 0.73% 2.81% -
13 Gov Bonds (Long) VGLT $54.69 $54.91 ✗ 0.63% -0.08% 0.47% -0.66% 2.79% -
14 Intl Gov Bonds IGOV $41.04 $41.72 ✗ -1.73% 0.11% -1.35% -2.32% -3.36% -
Signal Date: 2026-07-02
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 $684.84 $632.87 ✓ 14.35% 13.91% 9.67% 12.31% 21.51%
International Equity VEU $82.98 $76.16 ✓ 16.60% 10.30% 11.79% 17.77% 26.55%
US Aggregate Bonds AGG $98.61 $98.09 ✓ 1.59% 0.38% 0.73% 1.29% 3.97%
Signal Date: 2026-07-02
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).