This is a summary of GTAA trends at the end of the month, and a performance report of one approach (mine) to a GTAA-based portfolio.
Current GTAA signals and ranks, sorted by ETFScreen RSf rank.
Rel. to
Asset Signal Since Tracked Trend 33WMA RS Rank
Cash/ST BIL - 1 1
US LargeCap OUT 1/21/22 SPY Up 0.984 2
Emerging OUT 1/21/22 EMXC Down 0.966 3
Real Estate OUT 1/21/22 VNQ Down 0.979 4
Total Bond OUT 12/31 BND Down 0.97 4
Global Hiyld CHG 7/2/20 JNK Down 0.99 6
10Y US Gov OUT 1/7/22 IEF Down 0.98 7
For. Dev LC OUT 1/21/22 EFA Down 0.971 8
Foreign RE OUT 11/5/21 RWX Down 0.937 9
Preferred OUT 11/5/21 PGX Up 0.95 9
US SC Growth OUT 1/21/22 IJT Down 0.91 11
For. Dev SC OUT 12/3/21 SCZ Down 0.902 12
US LC Momentum OUT 1/7/22 MTUM Down 0.9 13
US SmallCap OUT 12/3/21 IWM Down 0.88 14
My recent results as of end of January:
**Current**
**Asset Class 1m 3m 6m TTM Alloc**
US LargeCap (7.1%) 0.0% 1.1% 9.1% 7%
RSP, CHGX, 3-4 quality/growth stocks, a bit of SPY. Scaled down throughout month.
US LC Momentum (13.2%) (15.8%) 8.7% 0.5% 3%
Bowley, SaaS, MTUM. Scaled out starting 1/5.
US SmallCap (6.4%) (10.8%) (10.6%) (9.9%) <1%
small 401K DCA; R2K in a full bear.
US SC Growth (12%) (19%) (20%) (33%) 0%
IJT scaled out during month, obviously not fast enough.
For. Dev. LC&SC 2.8% (1.3%) (3.4%) 5.7% <1%
small 401K DCA to MSEAFE actually went UP this month!
Emerging (3.8%) (16.8%) (16.8%) (19.5%) 0%
BYDDY bought at top & sold 1/5 @loss but 22% above current falling knife.
Real Estate (8.8%) (3.9%) (5.4%) 6.3% 5%
VNQ/FREL scaled down by 1/25; was #1 until mid-month, hit hard by IR tantrum.
Foreign Real 0.0% 0.0% 5.3% 6.0% 0%
Total Bond 0.9% 1.6% 1.4% 3.3% <1%
Small 401K DCA.
10Y US Gov 0.0% 0.0% 0.0% 0.0% 0%
Preferred 0.0% (3.2%) (2.8%) (2.5%) 0%
Exited in December as IR tantrum started.
Cash **85%**