GTAA Assets

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 3M ROC 6M ROC 9M ROC 12M ROC Investment
1 Crude Oil (K-1 free) OILK $56.44 $42.46 ✓ 45.60% 20.09% 58.68% 48.97% 54.67% -
2 US Large Cap Momen. SPMO $143.68 $123.05 ✓ 24.06% 21.00% 18.84% 21.05% 35.33% -
3 Commodities (K-1 free) BCI $23.64 $21.23 ✓ 20.71% 1.16% 20.35% 29.73% 31.59% -
4 US Tech (Nasdaq) QQQM $285.92 $256.47 ✓ 19.02% 14.40% 10.94% 20.06% 30.68% -
5 Developed Markets VEA $68.81 $63.89 ✓ 15.23% 4.49% 12.07% 18.54% 25.80% -
6 US Large Cap Value VTV $211.54 $194.50 ✓ 14.78% 6.40% 11.62% 16.91% 24.17% -
7 US Small Cap Growth VBK $338.24 $313.06 ✓ 14.47% 9.03% 9.71% 14.78% 24.36% -
8 US Small Cap Value VBR $234.46 $217.42 ✓ 13.70% 7.36% 9.82% 13.98% 23.64% -
9 Emerging Markets VWO $57.72 $55.25 ✓ 11.20% 3.98% 7.85% 11.77% 21.18% -
10 US Real Estate VNQ $97.68 $90.82 ✓ 9.74% 5.46% 11.73% 9.85% 11.92% -
11 Gold IAU $76.79 $83.13 ✗ 2.27% -21.52% -3.61% 11.87% 22.34% -
12 Corporate Bonds (Int) VCIT $81.97 $81.96 ✓ 1.42% -0.74% -0.08% 0.82% 5.68% -
13 Gov Bonds (Int) VGIT $58.59 $58.89 ✗ 0.39% -1.34% -0.45% -0.04% 3.41% -
14 Gov Bonds (Long) VGLT $54.25 $55.05 ✗ -0.47% -2.58% -1.39% -1.75% 3.83% -
15 Intl Gov Bonds IGOV $41.08 $41.77 ✗ -1.52% -1.84% -1.03% -2.31% -0.89% -
Signal Date: 2026-06-10
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 $667.05 $627.85 ✓ 11.90% 7.46% 6.16% 12.22% 21.77%
International Equity VEU $80.77 $75.34 ✓ 14.56% 4.76% 11.24% 17.32% 24.94%
US Aggregate Bonds AGG $98.31 $98.26 ✓ 1.24% -0.80% 0.18% 0.82% 4.76%
3-Month T-Bill hurdle TBILL — — — — — — — 3.93%
Signal Date: 2026-06-10
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).