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 $152.83 $122.43 ✓ 28.13% 13.68% 27.44% 27.49% 43.91% -
2 Commodities GSG $32.39 $26.32 ✓ 24.65% -6.25% 16.97% 38.18% 49.68% -
3 US Tech (Nasdaq) QQQM $304.94 $255.31 ✓ 22.90% 10.07% 21.48% 19.22% 40.83% -
4 US Small Cap Growth VBK $356.50 $311.91 ✓ 16.75% 5.49% 11.97% 16.45% 33.09% -
5 Developed Markets VEA $71.84 $63.65 ✓ 15.71% 5.79% 6.81% 18.12% 32.12% -
6 Emerging Markets VWO $60.31 $55.10 ✓ 13.51% 2.69% 8.51% 13.48% 29.37% -
7 US Large Cap Value VTV $214.94 $193.83 ✓ 13.09% 5.03% 5.44% 14.00% 27.87% -
8 US Small Cap Value VBR $236.93 $216.75 ✓ 11.94% 3.17% 4.50% 12.71% 27.38% -
9 Gold IAU $84.28 $82.79 ✓ 6.29% -0.81% -12.80% 6.31% 32.47% -
10 US Real Estate VNQ $96.10 $90.65 ✓ 5.73% 0.67% 1.67% 8.93% 11.64% -
11 Corporate Bonds (Int) VCIT $82.37 $81.92 ✓ 1.41% 0.41% -0.84% 0.39% 5.69% -
12 Gov Bonds (Int) VGIT $58.80 $58.87 ✗ 0.41% -0.03% -1.24% -0.26% 3.19% -
13 Gov Bonds (Long) VGLT $54.66 $55.03 ✗ 0.29% 0.95% -2.74% -0.96% 3.91% -
14 Intl Gov Bonds IGOV $41.54 $41.77 ✗ -0.42% -0.22% -1.61% 0.07% 0.07% -
Signal Date: 2026-06-04
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 28.62% ✓ $696.06
International Equity VEU 31.73% ✓ $84.30
US Aggregate Bonds AGG 4.69% — $98.66
3-Month T-Bill hurdle TBILL 3.93% — —
Signal Date: 2026-06-04
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).