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 $144.28 $122.57 ✓ 20.80% 4.64% 20.92% 20.01% 37.62% -
2 Commodities GSG $31.59 $26.37 ✓ 20.68% -7.66% 11.59% 33.63% 45.17% -
3 US Tech (Nasdaq) QQQM $290.35 $255.60 ✓ 16.90% 3.47% 15.96% 13.04% 35.12% -
4 US Small Cap Growth VBK $342.12 $312.21 ✓ 12.29% 0.11% 9.30% 11.94% 27.80% -
5 US Large Cap Value VTV $212.02 $194.00 ✓ 11.76% 2.66% 5.37% 12.58% 26.41% -
6 Developed Markets VEA $69.17 $63.71 ✓ 11.59% 0.28% 5.32% 13.57% 27.21% -
7 US Small Cap Value VBR $234.32 $216.92 ✓ 10.81% 0.94% 4.84% 11.32% 26.15% -
8 Emerging Markets VWO $58.03 $55.14 ✓ 9.12% -2.24% 5.80% 8.75% 24.17% -
9 US Real Estate VNQ $96.79 $90.69 ✓ 6.72% 1.08% 3.44% 9.83% 12.53% -
10 Gold IAU $81.22 $82.89 ✗ 2.69% -5.22% -14.97% 2.63% 28.33% -
11 Corporate Bonds (Int) VCIT $81.91 $81.93 ✗ 1.01% -0.32% -1.10% -0.07% 5.51% -
12 Gov Bonds (Int) VGIT $58.56 $58.88 ✗ 0.14% -0.49% -1.44% -0.51% 3.01% -
13 Gov Bonds (Long) VGLT $54.34 $55.04 ✗ -0.20% -0.10% -2.90% -1.12% 3.30% -
14 Intl Gov Bonds IGOV $41.17 $41.77 ✗ -1.12% -1.46% -1.70% -0.68% -0.63% -
Signal Date: 2026-06-05
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 25.88% ✓ $678.00
International Equity VEU 26.70% ✓ $81.13
US Aggregate Bonds AGG 4.44% — $98.17
3-Month T-Bill hurdle TBILL 3.93% — —
Signal Date: 2026-06-05
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).