GTAA Asset Rankings

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 1M ROC 3M ROC 6M ROC 12M ROC Investment
1 Commodities GSG $34.13 $25.51 38.88% 6.64% 34.97% 48.17% 65.73% -
2 US Momentum Factor MTUM $305.40 $253.54 19.52% 18.33% 11.08% 12.11% 36.56% -
3 US Tech (Nasdaq) QQQ $714.71 $608.36 17.68% 15.69% 7.51% 6.42% 41.11% -
4 US Small Cap Growth VBK $343.18 $306.96 16.10% 10.82% 7.20% 10.55% 35.81% -
5 Developed Markets VEA $70.63 $62.56 15.16% 7.37% 4.11% 14.92% 34.26% -
6 US Small Cap Value VBR $230.02 $214.10 14.31% 6.98% 4.79% 13.76% 31.72% -
7 Emerging Markets VWO $59.94 $54.33 14.13% 9.03% 4.36% 9.29% 33.84% -
8 US Large Cap Value VTV $208.37 $191.21 12.22% 5.39% 4.10% 12.51% 26.87% -
9 Gold IAU $88.19 $81.16 12.16% -1.49% -4.77% 15.20% 39.70% -
10 US Real Estate VNQ $95.89 $90.00 9.85% 8.60% 7.23% 10.17% 13.41% -
11 Corporate Bonds (Int) VCIT $82.56 $82.08 1.88% 0.54% -0.15% 0.92% 6.21% -
12 Gov Bonds (Int) VGIT $58.98 $59.00 0.72% -0.11% -0.08% 0.40% 2.69% -
13 Intl Gov Bonds IGOV $41.74 $41.78 0.70% 2.00% -1.25% 0.72% 1.32% -
14 Gov Bonds (Long) VGLT $54.28 $55.21 -0.73% -0.65% -0.61% -2.41% 0.76% -
Signal Date: 2026-05-13
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (1M, 3M, 6M, 12M ROC) above 200D MA

Dual Momentum ROC12

Asset Ticker 12M ROC / Yield Price
International Equity VEU 33.87% $82.96
US Equity VOO 31.15% $682.41
Cash / T-Bills BIL 3.94% $91.49
Signal Date: 2026-05-13
Strategy: US vs International equity selection based on 12-month ROC
Current Selection: VEU
Selection Logic: If both equity fund 12-month ROC is higher than T-Bill yield, choose the highest of the two. If only one is higher, choose that. If neither are higher, go to T-Bills.