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 $154.62 $123.80 ✓ 34.15% 32.13% 30.94% 28.58% 44.96% -
2 Crude Oil (K-1 free) OILK $50.48 $42.75 ✓ 27.69% 0.24% 49.72% 32.07% 28.71% -
3 US Tech (Nasdaq) QQQM $300.56 $257.76 ✓ 25.68% 21.77% 19.65% 23.97% 37.35% -
4 Developed Markets VEA $72.32 $64.18 ✓ 21.04% 11.13% 17.94% 22.89% 32.17% -
5 US Small Cap Growth VBK $352.27 $314.30 ✓ 20.14% 15.12% 16.71% 17.86% 30.85% -
6 US Large Cap Value VTV $218.03 $195.25 ✓ 18.36% 10.30% 15.16% 20.14% 27.83% -
7 US Small Cap Value VBR $240.51 $218.12 ✓ 17.52% 11.67% 13.46% 16.82% 28.14% -
8 Commodities (K-1 free) BCI $23.14 $21.34 ✓ 17.01% -2.40% 20.66% 24.46% 25.33% -
9 Emerging Markets VWO $60.16 $55.44 ✓ 16.10% 9.34% 14.68% 13.78% 26.62% -
10 US Real Estate VNQ $98.06 $91.00 ✓ 10.48% 6.66% 12.29% 9.56% 13.43% -
11 Gold IAU $81.50 $83.46 ✗ 7.96% -13.60% 0.52% 17.20% 27.74% -
12 Corporate Bonds (Int) VCIT $82.59 $82.01 ✓ 2.31% 0.99% 0.79% 1.23% 6.23% -
13 Gov Bonds (Long) VGLT $55.05 $55.08 ✗ 1.31% 0.01% 0.39% -0.82% 5.67% -
14 Gov Bonds (Int) VGIT $58.98 $58.90 ✓ 1.00% -0.41% 0.04% 0.53% 3.85% -
15 Intl Gov Bonds IGOV $41.72 $41.76 ✗ -0.16% 1.16% 0.08% -1.81% -0.09% -
Signal Date: 2026-06-16
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 $689.75 $629.80 ✓ 16.08% 12.48% 11.17% 14.68% 25.98%
International Equity VEU $84.71 $75.66 ✓ 20.17% 11.03% 17.39% 21.07% 31.19%
US Aggregate Bonds AGG $98.97 $98.32 ✓ 1.93% 0.37% 0.85% 1.18% 5.31%
3-Month T-Bill hurdle TBILL — — — — — — — 3.93%
Signal Date: 2026-06-16
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).