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 $159.90 $124.22 ✓ 39.44% 38.16% 36.56% 32.56% 50.47% -
2 US Tech (Nasdaq) QQQM $304.52 $258.44 ✓ 27.88% 24.48% 21.76% 24.71% 40.56% -
3 Crude Oil (K-1 free) OILK $49.96 $42.87 ✓ 24.33% -5.48% 46.64% 32.81% 23.34% -
4 Developed Markets VEA $72.31 $64.00 ✓ 22.36% 13.28% 18.44% 23.56% 34.18% -
5 US Small Cap Growth VBK $356.54 $314.92 ✓ 21.26% 16.37% 18.64% 17.30% 32.71% -
6 Emerging Markets VWO $60.77 $55.48 ✓ 18.18% 12.23% 15.76% 14.88% 29.86% -
7 US Large Cap Value VTV $216.50 $195.61 ✓ 17.87% 10.65% 14.65% 18.36% 27.80% -
8 US Small Cap Value VBR $238.40 $218.45 ✓ 16.32% 11.05% 12.19% 14.33% 27.71% -
9 Commodities (K-1 free) BCI $22.94 $21.39 ✓ 15.46% -5.32% 19.14% 25.59% 22.42% -
10 US Real Estate VNQ $95.56 $91.07 ✓ 7.96% 5.03% 9.60% 6.67% 10.55% -
11 Gold IAU $79.33 $83.59 ✗ 6.17% -12.94% -2.82% 15.46% 24.97% -
12 Corporate Bonds (Int) VCIT $82.48 $82.03 ✓ 2.12% 0.95% 0.41% 1.37% 5.76% -
13 Gov Bonds (Long) VGLT $55.31 $55.10 ✓ 1.74% 0.75% 0.53% 0.77% 4.90% -
14 Gov Bonds (Int) VGIT $58.84 $58.91 ✗ 0.79% -0.38% -0.40% 0.67% 3.27% -
15 Intl Gov Bonds IGOV $41.20 $41.76 ✗ -0.89% 0.39% -0.94% -2.10% -0.91% -
Signal Date: 2026-06-18
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 $688.11 $630.80 ✓ 16.39% 13.47% 11.29% 14.01% 26.79%
International Equity VEU $84.92 $75.49 ✓ 21.77% 13.38% 18.16% 21.86% 33.67%
US Aggregate Bonds AGG $98.90 $98.34 ✓ 1.87% 0.52% 0.56% 1.57% 4.84%
3-Month T-Bill hurdle TBILL — — — — — — — 3.93%
Signal Date: 2026-06-18
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).