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 $158.53 $125.24 ✓ 37.77% 43.93% 31.99% 32.22% 42.93% -
2 US Tech (Nasdaq) QQQM $298.05 $259.92 ✓ 24.97% 28.84% 16.88% 21.38% 32.78% -
3 US Small Cap Growth VBK $361.42 $316.47 ✓ 23.50% 22.69% 18.05% 21.56% 31.73% -
4 Developed Markets VEA $70.92 $64.40 ✓ 19.69% 14.89% 13.86% 21.61% 28.39% -
5 US Large Cap Value VTV $218.63 $195.81 ✓ 18.73% 13.63% 14.72% 19.55% 27.03% -
6 US Small Cap Value VBR $242.99 $218.52 ✓ 18.70% 14.52% 14.49% 18.60% 27.17% -
7 Emerging Markets VWO $59.18 $55.73 ✓ 14.58% 12.88% 10.52% 11.98% 22.93% -
8 PDBC PDBC $15.84 $15.06 ✓ 14.50% -8.97% 18.74% 22.01% 26.23% -
9 US Real Estate VNQ $98.15 $90.54 ✓ 13.09% 13.81% 12.40% 10.92% 15.22% -
10 Corporate Bonds (Int) VCIT $82.96 $82.08 ✓ 2.67% 2.52% 0.66% 2.19% 5.32% -
11 Gov Bonds (Long) VGLT $55.78 $55.13 ✓ 2.62% 3.19% 1.12% 1.25% 4.92% -
12 Gold IAU $75.53 $83.85 ✗ 2.16% -11.09% -7.45% 4.67% 22.51% -
13 Gov Bonds (Int) VGIT $59.17 $58.93 ✓ 1.37% 0.98% 0.06% 1.41% 3.04% -
14 Intl Gov Bonds IGOV $41.15 $41.74 ✗ -1.19% 1.52% -1.76% -1.93% -2.57% -
Signal Date: 2026-06-29
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 $681.01 $631.56 ✓ 15.00% 17.16% 8.31% 12.62% 21.92%
International Equity VEU $83.22 $75.95 ✓ 18.93% 14.81% 13.54% 19.77% 27.61%
US Aggregate Bonds AGG $99.37 $98.40 ✓ 2.36% 1.86% 0.86% 2.09% 4.62%
Signal Date: 2026-06-29
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).