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 $150.59 $121.69 ✓ 27.99% 15.16% 26.40% 26.02% 44.36% -
2 Commodities GSG $31.80 $26.11 ✓ 25.19% -7.99% 22.50% 36.66% 49.58% -
3 US Tech (Nasdaq) QQQM $303.96 $253.93 ✓ 23.90% 11.59% 21.72% 19.56% 42.73% -
4 US Small Cap Growth VBK $355.58 $310.52 ✓ 18.04% 8.57% 11.15% 17.23% 35.21% -
5 Developed Markets VEA $71.77 $63.36 ✓ 15.37% 6.99% 2.36% 18.74% 33.39% -
6 Emerging Markets VWO $59.88 $54.89 ✓ 12.00% 3.10% 3.06% 12.42% 29.42% -
7 US Large Cap Value VTV $211.85 $193.12 ✓ 11.43% 4.06% 2.79% 12.41% 26.45% -
8 US Small Cap Value VBR $234.83 $216.06 ✓ 10.90% 2.55% 2.74% 12.14% 26.17% -
9 Gold IAU $85.49 $82.37 ✓ 7.64% -0.07% -13.71% 7.66% 36.70% -
10 US Real Estate VNQ $95.70 $90.49 ✓ 5.05% 0.84% 1.09% 6.86% 11.42% -
11 Corporate Bonds (Int) VCIT $82.85 $82.21 ✓ 1.62% 0.64% -1.06% 0.32% 6.59% -
12 Intl Gov Bonds IGOV $41.98 $41.78 ✓ 0.56% 1.62% -2.35% 1.13% 1.86% -
13 Gov Bonds (Int) VGIT $59.09 $59.05 ✓ 0.42% 0.08% -1.79% -0.40% 3.80% -
14 Gov Bonds (Long) VGLT $54.84 $55.22 ✗ -0.33% 0.48% -4.12% -2.29% 4.63% -
Signal Date: 2026-05-29
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 29.78% ✓ $695.49
International Equity VEU 32.52% ✓ $84.00
US Aggregate Bonds AGG 5.29% — $99.06
3-Month T-Bill hurdle TBILL 3.98% — —
Signal Date: 2026-05-29
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).