GTAA Assets

Rank Asset Class Ticker Price 200D MA Above MA? Avg ROC 1M ROC 3M ROC 6M ROC 12M ROC Investment
1 Commodities GSG $33.96 $25.57 ✓ 37.38% 8.85% 37.38% 46.06% 57.22% -
2 US Large Cap Momen. SPMO $147.52 $120.16 ✓ 27.41% 16.48% 25.10% 25.85% 42.19% -
3 US Tech (Nasdaq) QQQM $296.37 $250.76 ✓ 23.09% 14.53% 19.75% 18.55% 39.52% -
4 US Small Cap Growth VBK $345.24 $307.27 ✓ 15.84% 5.66% 9.70% 18.64% 29.35% -
5 Developed Markets VEA $70.56 $62.63 ✓ 14.43% 2.42% 2.80% 17.21% 35.28% -
6 Gold IAU $87.54 $81.28 ✓ 12.02% -3.99% -7.61% 13.72% 45.97% -
7 Emerging Markets VWO $59.96 $54.39 ✓ 11.93% 3.41% 3.83% 11.44% 29.02% -
8 US Large Cap Value VTV $209.01 $191.37 ✓ 10.95% 2.98% 1.96% 12.88% 25.98% -
9 US Small Cap Value VBR $230.95 $214.26 ✓ 9.57% 1.33% 0.43% 13.62% 22.92% -
10 US Real Estate VNQ $95.32 $90.03 ✓ 6.18% 1.17% 1.86% 8.52% 13.17% -
11 Corporate Bonds (Int) VCIT $82.46 $82.10 ✓ 1.57% -0.77% -1.26% 1.03% 7.29% -
12 Gov Bonds (Int) VGIT $58.92 $59.00 ✗ 0.50% -0.93% -1.52% 0.07% 4.39% -
13 Intl Gov Bonds IGOV $41.51 $41.78 ✗ -0.28% -1.11% -3.32% -0.18% 3.50% -
14 Gov Bonds (Long) VGLT $54.34 $55.21 ✗ -0.80% -2.09% -3.90% -1.81% 4.61% -
Signal Date: 2026-05-14
Strategy: Global Tactical Asset Allocation
Selection Criteria: Top assets by average momentum (1M, 3M, 6M, 12M ROC) above 200D MA

Dual Momentum (VFIAX / VTIAX / AGG)

Asset Ticker 12M ROC Above T-Bill? Price
US Equity (S&P 500) VFIAX 28.82% ✓ $692.95
International Equity VTIAX 33.51% ✓ $45.69
US Aggregate Bonds AGG 5.72% — $98.64
3-Month T-Bill hurdle TBILL 3.98% — —
Signal Date: 2026-05-14
Strategy: Equity sleeve selection vs. 12-month T-bill ROC hurdle, bonds as the defensive fallback.
Current Selection: VTIAX
Selection Logic: If both VFIAX and VTIAX 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).