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 $161.66 $124.27 ✓ 40.94% 42.70% 35.04% 33.27% 52.77% -
2 US Tech (Nasdaq) QQQM $303.90 $258.49 ✓ 27.69% 27.13% 19.51% 23.05% 41.05% -
3 Developed Markets VEA $72.39 $64.08 ✓ 23.41% 17.29% 17.33% 23.60% 35.41% -
4 US Small Cap Growth VBK $357.92 $315.26 ✓ 21.52% 19.61% 15.14% 17.94% 33.39% -
5 Emerging Markets VWO $61.24 $55.53 ✓ 19.76% 16.65% 14.71% 15.60% 32.10% -
6 US Large Cap Value VTV $218.65 $195.81 ✓ 19.02% 13.03% 14.65% 19.54% 28.84% -
7 PDBC PDBC $16.36 $14.98 ✓ 17.03% -5.60% 23.29% 28.20% 22.21% -
8 US Small Cap Value VBR $238.83 $218.62 ✓ 16.94% 13.22% 11.42% 15.39% 27.72% -
9 US Real Estate VNQ $96.59 $91.11 ✓ 10.24% 10.00% 10.64% 8.50% 11.81% -
10 Gold IAU $78.80 $83.65 ✗ 5.77% -6.97% -5.73% 11.57% 24.19% -
11 Corporate Bonds (Int) VCIT $82.29 $82.04 ✓ 2.11% 1.40% 0.37% 1.32% 5.36% -
12 Gov Bonds (Long) VGLT $54.94 $55.11 ✗ 1.69% 1.49% 0.36% 0.57% 4.33% -
13 Gov Bonds (Int) VGIT $58.69 $58.91 ✗ 0.75% -0.01% -0.42% 0.53% 2.89% -
14 Intl Gov Bonds IGOV $41.02 $41.76 ✗ -1.23% 0.17% -1.25% -2.46% -1.37% -
Signal Date: 2026-06-22
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 $686.10 $631.29 ✓ 15.95% 15.11% 9.30% 12.60% 26.77%
International Equity VEU $85.23 $75.58 ✓ 23.02% 17.52% 17.12% 22.27% 35.19%
US Aggregate Bonds AGG $98.63 $98.35 ✓ 1.83% 0.98% 0.47% 1.42% 4.45%
Signal Date: 2026-06-22
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).