GTAA Assets

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 1M ROC 3M ROC 6M ROC 12M ROC Investment
1 US Large Cap Momen. SPMO $154.32 $122.05 ✓ 30.02% 14.80% 28.84% 30.18% 46.27% -
2 Commodities GSG $32.63 $26.21 ✓ 27.34% -3.72% 21.12% 40.89% 51.06% -
3 US Tech (Nasdaq) QQQM $307.23 $254.62 ✓ 24.31% 10.70% 22.88% 20.28% 43.37% -
4 US Small Cap Growth VBK $358.10 $311.22 ✓ 18.14% 6.15% 11.02% 19.38% 36.00% -
5 Developed Markets VEA $72.32 $63.51 ✓ 15.70% 5.24% 4.98% 19.86% 32.71% -
6 Emerging Markets VWO $61.19 $55.00 ✓ 14.68% 3.73% 6.90% 15.24% 32.87% -
7 US Large Cap Value VTV $213.27 $193.47 ✓ 12.07% 3.55% 3.70% 14.15% 26.89% -
8 US Small Cap Value VBR $236.07 $216.39 ✓ 11.59% 1.86% 3.05% 13.63% 27.84% -
9 Gold IAU $84.42 $82.58 ✓ 5.08% -2.65% -15.90% 6.47% 32.38% -
10 US Real Estate VNQ $94.52 $90.56 ✓ 3.76% -1.60% -0.41% 7.15% 9.89% -
11 Corporate Bonds (Int) VCIT $82.44 $81.90 ✓ 1.58% 0.24% -0.81% 0.50% 6.39% -
12 Gov Bonds (Long) VGLT $54.75 $55.02 ✗ 0.47% 0.43% -3.04% -1.04% 5.54% -
13 Gov Bonds (Int) VGIT $58.83 $58.86 ✗ 0.42% -0.23% -1.43% -0.28% 3.64% -
14 Intl Gov Bonds IGOV $41.80 $41.78 ✓ -0.06% -0.05% -1.62% 0.74% 0.70% -
Signal Date: 2026-06-02
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (1M, 3M, 6M, 12M ROC) above 200D MA

Dual Momentum (VOO / VEU / AGG)

Asset Ticker 12M ROC Above T-Bill? Price
US Equity (S&P 500) VOO 29.68% ✓ $698.26
International Equity VEU 33.06% ✓ $85.00
US Aggregate Bonds AGG 5.29% — $98.71
3-Month T-Bill hurdle TBILL 3.93% — —
Signal Date: 2026-06-02
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).