GTAA Assets

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 1M ROC 3M ROC 6M ROC 12M ROC Investment
1 US Large Cap Momen. SPMO $149.60 $121.36 ✓ 27.06% 13.24% 25.57% 26.08% 43.34% -
2 Commodities GSG $31.92 $26.01 ✓ 27.01% -2.92% 22.96% 38.90% 49.09% -
3 US Tech (Nasdaq) QQQM $300.38 $253.26 ✓ 22.47% 9.82% 20.29% 19.08% 40.71% -
4 US Small Cap Growth VBK $352.60 $309.77 ✓ 16.46% 5.49% 10.22% 17.23% 32.92% -
5 Developed Markets VEA $71.41 $63.21 ✓ 14.37% 4.91% 1.84% 18.70% 32.03% -
6 Emerging Markets VWO $60.29 $54.79 ✓ 12.53% 2.66% 3.77% 13.59% 30.09% -
7 US Large Cap Value VTV $211.87 $192.76 ✓ 11.55% 4.13% 2.79% 13.17% 26.09% -
8 US Small Cap Value VBR $235.15 $215.68 ✓ 10.58% 1.52% 2.88% 12.66% 25.28% -
9 US Real Estate VNQ $96.92 $90.39 ✓ 6.74% 2.26% 2.37% 8.58% 13.74% -
10 Gold IAU $83.73 $82.15 ✓ 5.18% -4.93% -15.48% 6.74% 34.38% -
11 Corporate Bonds (Int) VCIT $82.60 $82.18 ✓ 1.20% -0.19% -1.36% -0.07% 6.43% -
12 Gov Bonds (Int) VGIT $58.95 $59.04 ✗ 0.06% -0.63% -2.02% -0.77% 3.66% -
13 Intl Gov Bonds IGOV $41.68 $41.77 ✗ -0.35% -0.07% -3.04% 0.34% 1.35% -
14 Gov Bonds (Long) VGLT $54.55 $55.21 ✗ -1.04% -0.76% -4.63% -3.24% 4.48% -
Signal Date: 2026-05-27
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (1M, 3M, 6M, 12M ROC) above 200D MA

Dual Momentum (VOO / VEU / AGG)

Asset Ticker 12M ROC Above T-Bill? Price
US Equity (S&P 500) VOO 28.51% ✓ $689.96
International Equity VEU 31.61% ✓ $83.82
US Aggregate Bonds AGG 5.21% — $98.80
3-Month T-Bill hurdle TBILL 3.98% — —
Signal Date: 2026-05-27
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).