GTAA Asset Rankings
| Rank |
Asset Class |
Ticker |
Price |
|
Above MA? |
Avg ROC |
1M ROC |
3M ROC |
6M ROC |
12M ROC |
Investment |
| 1 |
Commodities |
GSG |
$34.41 |
$25.46 |
✓ |
38.88% |
6.64% |
34.97% |
48.17% |
65.73% |
- |
| 2 |
US Momentum Factor |
MTUM |
$303.24 |
$253.21 |
✓ |
19.52% |
18.33% |
11.08% |
12.11% |
36.56% |
- |
| 3 |
US Tech (Nasdaq) |
QQQ |
$707.24 |
$607.61 |
✓ |
17.68% |
15.69% |
7.51% |
6.42% |
41.11% |
- |
| 4 |
US Small Cap Growth |
VBK |
$342.83 |
$306.67 |
✓ |
16.10% |
10.82% |
7.20% |
10.55% |
35.81% |
- |
| 5 |
Developed Markets |
VEA |
$69.97 |
$62.48 |
✓ |
15.16% |
7.37% |
4.11% |
14.92% |
34.26% |
- |
| 6 |
US Small Cap Value |
VBR |
$231.15 |
$213.95 |
✓ |
14.31% |
6.98% |
4.79% |
13.76% |
31.72% |
- |
| 7 |
Emerging Markets |
VWO |
$59.39 |
$54.28 |
✓ |
14.13% |
9.03% |
4.36% |
9.29% |
33.84% |
- |
| 8 |
US Large Cap Value |
VTV |
$208.51 |
$191.05 |
✓ |
12.22% |
5.39% |
4.10% |
12.51% |
26.87% |
- |
| 9 |
Gold |
IAU |
$88.71 |
$81.03 |
✓ |
12.16% |
-1.49% |
-4.77% |
15.20% |
39.70% |
- |
| 10 |
US Real Estate |
VNQ |
$96.69 |
$89.96 |
✓ |
9.85% |
8.60% |
7.23% |
10.17% |
13.41% |
- |
| 11 |
Corporate Bonds (Int) |
VCIT |
$82.49 |
$82.07 |
✓ |
1.88% |
0.54% |
-0.15% |
0.92% |
6.21% |
- |
| 12 |
Gov Bonds (Int) |
VGIT |
$58.97 |
$58.99 |
✗ |
0.72% |
-0.11% |
-0.08% |
0.40% |
2.69% |
- |
| 13 |
Intl Gov Bonds |
IGOV |
$41.71 |
$41.77 |
✗ |
0.70% |
2.00% |
-1.25% |
0.72% |
1.32% |
- |
| 14 |
Gov Bonds (Long) |
VGLT |
$54.38 |
$55.20 |
✗ |
-0.73% |
-0.65% |
-0.61% |
-2.41% |
0.76% |
- |
Signal Date: 2026-05-12
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (1M, 3M, 6M, 12M ROC) above 200D MA
Dual Momentum ROC12
| Asset |
Ticker |
12M ROC / Yield |
Price |
| International Equity |
VEU |
33.87% |
$82.11 |
| US Equity |
VOO |
31.15% |
$678.67 |
| Cash / T-Bills |
BIL |
3.94% |
$91.49 |
Signal Date: 2026-05-12
Strategy: US vs International equity selection based on 12-month ROC
Current Selection: VEU
Selection Logic: If both equity fund 12-month ROC is higher than T-Bill yield, choose the highest of the two. If only one is higher, choose that. If neither are higher, go to T-Bills.