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 $161.54 $125.46 ✓ 41.00% 50.02% 34.81% 34.34% 44.83% -
2 US Tech (Nasdaq) QQQM $302.97 $260.24 ✓ 27.05% 31.95% 19.09% 23.06% 34.08% -
3 US Small Cap Growth VBK $362.32 $317.13 ✓ 23.14% 18.99% 20.19% 21.72% 31.67% -
4 US Small Cap Value VBR $242.74 $218.88 ✓ 17.47% 11.78% 15.80% 17.65% 24.67% -
5 US Large Cap Value VTV $217.38 $196.17 ✓ 17.14% 11.08% 15.02% 18.16% 24.29% -
6 Developed Markets VEA $70.36 $64.53 ✓ 17.10% 8.58% 13.42% 19.34% 27.06% -
7 PDBC PDBC $15.78 $15.09 ✓ 14.63% -7.72% 19.09% 22.18% 24.98% -
8 Emerging Markets VWO $59.22 $55.80 ✓ 13.21% 9.37% 10.28% 10.86% 22.34% -
9 US Real Estate VNQ $96.82 $90.61 ✓ 10.55% 9.72% 11.57% 8.80% 12.12% -
10 Corporate Bonds (Int) VCIT $82.19 $81.76 ✓ 1.75% 0.81% 0.50% 1.31% 4.36% -
11 Gold IAU $75.51 $83.88 ✗ 1.54% -11.09% -7.59% 3.77% 21.09% -
12 Gov Bonds (Int) VGIT $58.70 $58.74 ✗ 0.72% -0.07% -0.17% 0.63% 2.50% -
13 Gov Bonds (Long) VGLT $54.66 $54.92 ✗ 0.57% 0.35% 0.21% -0.43% 2.15% -
14 Intl Gov Bonds IGOV $40.90 $41.72 ✗ -2.29% -0.64% -1.82% -2.72% -3.96% -
Signal Date: 2026-07-01
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 $685.46 $632.45 ✓ 14.70% 14.14% 9.97% 12.54% 22.16%
International Equity VEU $82.72 $76.09 ✓ 16.65% 9.22% 13.15% 17.68% 26.56%
US Aggregate Bonds AGG $98.98 $98.41 ✓ 1.73% 0.95% 0.50% 1.70% 3.79%
Signal Date: 2026-07-01
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).