GTAA trend & results update

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%**
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