GTAA Assets
⚙ Filters
Rank
Asset Class
Ticker
Price
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).