GTAA Assets

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 1M ROC 3M ROC 6M ROC 12M ROC Investment
1 Commodities GSG $34.77 $25.74 ✓ 38.88% 6.64% 34.97% 48.17% 65.73% -
2 US Large Cap Momen. SPMO $140.63 $120.57 ✓ 21.12% 19.34% 11.93% 10.51% 42.71% -
3 US Tech (Nasdaq) QQQM $288.84 $251.66 ✓ 17.68% 15.69% 7.51% 6.43% 41.11% -
4 US Small Cap Growth VBK $332.30 $308.08 ✓ 16.10% 10.82% 7.20% 10.55% 35.81% -
5 Developed Markets VEA $68.99 $62.84 ✓ 15.16% 7.37% 4.11% 14.92% 34.26% -
6 US Small Cap Value VBR $226.08 $214.75 ✓ 14.31% 6.98% 4.79% 13.76% 31.72% -
7 Emerging Markets VWO $57.87 $54.53 ✓ 14.13% 9.03% 4.36% 9.29% 33.84% -
8 US Large Cap Value VTV $207.08 $191.86 ✓ 12.22% 5.39% 4.10% 12.51% 26.87% -
9 Gold IAU $84.32 $81.62 ✓ 12.16% -1.49% -4.77% 15.20% 39.70% -
10 US Real Estate VNQ $95.28 $90.15 ✓ 9.85% 8.60% 7.23% 10.17% 13.41% -
11 Corporate Bonds (Int) VCIT $81.54 $82.13 ✗ 1.88% 0.54% -0.15% 0.92% 6.21% -
12 Gov Bonds (Int) VGIT $58.46 $59.02 ✗ 0.72% -0.11% -0.08% 0.40% 2.69% -
13 Intl Gov Bonds IGOV $41.03 $41.78 ✗ 0.70% 2.00% -1.25% 0.72% 1.32% -
14 Gov Bonds (Long) VGLT $53.19 $55.21 ✗ -0.73% -0.65% -0.61% -2.41% 0.76% -
Signal Date: 2026-05-19
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (1M, 3M, 6M, 12M ROC) above 200D MA

Dual Momentum (VFIAX / VTIAX / AGG)

Asset Ticker 12M ROC Above T-Bill? Price
US Equity (S&P 500) VFIAX 31.00% ✓ $684.05
International Equity VTIAX 33.73% ✓ $44.84
US Aggregate Bonds AGG 4.09% — $97.63
3-Month T-Bill hurdle TBILL 3.98% — —
Signal Date: 2026-05-19
Strategy: Equity sleeve selection vs. 12-month T-bill ROC hurdle, bonds as the defensive fallback.
Current Selection: VEU
Selection Logic: If both VFIAX and VTIAX 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).