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 $154.34 $124.46 ✓ 33.60% 34.96% 28.13% 27.77% 43.54% -
2 US Tech (Nasdaq) QQQM $293.87 $258.79 ✓ 22.83% 21.54% 15.00% 19.79% 34.98% -
3 US Small Cap Growth VBK $352.33 $315.56 ✓ 19.11% 15.52% 13.90% 16.61% 30.40% -
4 Developed Markets VEA $70.17 $64.14 ✓ 18.51% 10.80% 12.98% 19.99% 30.27% -
5 US Large Cap Value VTV $217.43 $196.00 ✓ 17.83% 11.62% 13.94% 18.59% 27.18% -
6 PDBC PDBC $16.18 $15.00 ✓ 17.23% -2.47% 20.75% 25.47% 25.19% -
7 US Small Cap Value VBR $238.57 $218.78 ✓ 16.07% 11.09% 11.73% 15.28% 26.19% -
8 Emerging Markets VWO $59.36 $55.58 ✓ 15.05% 10.46% 10.67% 12.07% 27.00% -
9 US Real Estate VNQ $97.86 $91.15 ✓ 10.93% 10.59% 12.17% 9.33% 11.61% -
10 Gold IAU $77.33 $83.70 ✗ 3.80% -6.58% -8.68% 9.01% 21.45% -
11 Corporate Bonds (Int) VCIT $82.37 $82.05 ✓ 1.98% 1.01% 0.47% 1.25% 5.17% -
12 Gov Bonds (Long) VGLT $55.02 $55.11 ✗ 1.39% 1.01% 0.38% 0.07% 4.09% -
13 Gov Bonds (Int) VGIT $58.76 $58.91 ✗ 0.71% -0.13% -0.22% 0.47% 2.74% -
14 Intl Gov Bonds IGOV $40.91 $41.76 ✗ -2.00% -0.85% -2.15% -2.88% -2.12% -
Signal Date: 2026-06-23
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 $676.34 $631.72 ✓ 13.69% 12.26% 7.25% 11.58% 23.69%
International Equity VEU $82.62 $75.66 ✓ 18.16% 11.11% 12.81% 18.64% 30.07%
US Aggregate Bonds AGG $98.71 $98.36 ✓ 1.72% 0.69% 0.55% 1.34% 4.33%
Signal Date: 2026-06-23
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).