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 $154.20 $125.04 ✓ 33.70% 38.70% 27.59% 28.75% 39.76% -
2 US Small Cap Growth VBK $357.56 $316.14 ✓ 21.51% 19.00% 16.06% 20.50% 30.49% -
3 US Tech (Nasdaq) QQQM $290.95 $259.62 ✓ 21.49% 23.32% 13.55% 19.02% 30.07% -
4 Developed Markets VEA $70.56 $64.34 ✓ 19.20% 13.52% 13.12% 21.61% 28.53% -
5 US Large Cap Value VTV $218.39 $195.62 ✓ 18.42% 12.45% 14.48% 19.50% 27.24% -
6 US Small Cap Value VBR $242.77 $218.33 ✓ 18.06% 12.77% 13.87% 18.24% 27.37% -
7 PDBC PDBC $15.87 $15.05 ✓ 14.57% -6.76% 17.99% 21.25% 25.79% -
8 US Real Estate VNQ $98.67 $90.49 ✓ 13.59% 13.47% 13.22% 11.54% 16.12% -
9 Emerging Markets VWO $58.58 $55.69 ✓ 13.19% 10.97% 8.57% 11.65% 21.56% -
10 Gold IAU $76.56 $83.81 ✗ 3.18% -6.74% -10.29% 7.85% 21.91% -
11 Corporate Bonds (Int) VCIT $82.91 $82.07 ✓ 2.64% 2.34% 0.71% 2.35% 5.16% -
12 Gov Bonds (Long) VGLT $55.72 $55.13 ✓ 2.51% 2.63% 1.32% 1.89% 4.22% -
13 Gov Bonds (Int) VGIT $59.16 $58.92 ✓ 1.41% 1.10% 0.17% 1.54% 2.85% -
14 Intl Gov Bonds IGOV $41.04 $41.74 ✗ -1.48% 0.86% -2.00% -1.70% -3.10% -
Signal Date: 2026-06-26
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 $670.26 $631.12 ✓ 12.83% 13.36% 6.23% 11.15% 20.59%
International Equity VEU $82.67 $75.87 ✓ 18.16% 13.18% 12.44% 19.65% 27.38%
US Aggregate Bonds AGG $99.34 $98.39 ✓ 2.33% 1.82% 0.95% 2.25% 4.29%
Signal Date: 2026-06-26
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).