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 $155.49 $123.99 ✓ 35.92% 32.87% 34.13% 29.72% 46.95% -
2 US Tech (Nasdaq) QQQM $297.57 $258.08 ✓ 25.24% 19.93% 20.70% 22.98% 37.34% -
3 Crude Oil (K-1 free) OILK $49.95 $42.82 ✓ 24.43% -3.00% 45.22% 32.26% 23.26% -
4 Developed Markets VEA $72.00 $64.25 ✓ 21.14% 10.27% 18.25% 22.78% 33.27% -
5 US Small Cap Growth VBK $350.10 $314.59 ✓ 19.69% 13.16% 17.50% 16.97% 31.15% -
6 US Large Cap Value VTV $216.09 $195.43 ✓ 17.42% 9.01% 14.37% 18.55% 27.75% -
7 US Small Cap Value VBR $236.93 $218.28 ✓ 15.87% 9.12% 11.81% 15.09% 27.45% -
8 Emerging Markets VWO $59.81 $55.49 ✓ 15.68% 8.23% 14.76% 12.42% 27.31% -
9 Commodities (K-1 free) BCI $22.98 $21.36 ✓ 15.65% -4.13% 18.50% 25.16% 23.08% -
10 US Real Estate VNQ $95.61 $91.03 ✓ 7.64% 3.53% 9.08% 6.96% 10.99% -
11 Gold IAU $79.64 $83.53 ✗ 5.57% -15.34% -2.59% 15.42% 24.79% -
12 Corporate Bonds (Int) VCIT $82.22 $82.02 ✓ 1.73% 0.06% 0.38% 0.97% 5.51% -
13 Gov Bonds (Long) VGLT $55.04 $55.09 ✗ 1.00% -0.33% 0.46% -0.61% 4.50% -
14 Gov Bonds (Int) VGIT $58.68 $58.91 ✗ 0.43% -1.04% -0.48% 0.21% 3.05% -
15 Intl Gov Bonds IGOV $41.33 $41.76 ✗ -0.99% -0.27% -0.54% -2.57% -0.60% -
Signal Date: 2026-06-17
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 $681.41 $630.27 ✓ 15.20% 10.81% 11.04% 13.43% 25.53%
International Equity VEU $84.31 $75.75 ✓ 20.16% 10.16% 17.69% 20.58% 32.20%
US Aggregate Bonds AGG $98.61 $98.33 ✓ 1.48% -0.19% 0.51% 0.99% 4.60%
3-Month T-Bill hurdle TBILL — — — — — — — 3.93%
Signal Date: 2026-06-17
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).