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Investment Strategies / Mechanical Investing
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Author: FlyingCircus   😊 😞
Number: of 3957 
Subject: GTAA Ranks at start of May
Date: 05/05/2025 11:30 PM
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No. of Recommendations: 10
Reach out if you have any questions. It's been a looong time since International Real Estate was a top-4 trending asset class.
						
Asset Class 33W SIG Since # wks Top6 Symbol Price MA Slope To MA Rank 12MHI? RK TRND
US LC OUT/99D 3/6/25 9 SPY 563.51 579.79 Up 0.972 10 CASH DOWN
US LC Momentum IN 5/2/25 1 X MTUM 216.04 209.49 Up 1.03 5 BOUNCE
US SC OUT 2/21/25 11 IJR 102.29 113.54 Down 0.90 14 CASH UP
US SC Momentum OUT 2/21/25 11 IJT 124.5 134.88 Down 0.92 13 CASH BOUNCE
For. Developed IN 1/24/25 15 X EFA 86.25 78.87 Down 1.094 1 OK UP
For. Dev. SmCap IN 4/18/25 3 X SCZ 67.66 63.63 Down 1.063 3 UP
Emerging IN 5/2/25 1 X IEMG 56.16 54.39 Down 1.033 6 UP
Real Estate OUT 3/6/25 9 VNQ 89.51 89.07 3 1.005 8 CASH DOWN
Intl Real Est IN 4/11/25 4 X VNQI 43.59 40.02 Down 1.089 2 UP
Total Bond IN 4/18/25 3 X BND 72.6 71.40 Down 1.02 4 WARN
10Y US Gov IN 4/18/25 3 X IEF 94.53 92.32 Down 1.02 6 WARN
HY Income CEFS IN 4/25/25 2 USHY 94.56 91.48 Down 1.03 11 DOWN
Preferred OUT 4/4/25 5 PGX 10.99 11.26 Down 0.976 12 DOWN
Cash/ST BIL 91.46 89.61 1.021 9 DOWN
60/40- Benchmark VBINX 47.12 48.97 0.962 13

1. 12MHI? is a basic momentum/risk indicator. If the class is not within 5% of its 12-month high, the signal is Cash.

2. Rank is based on an average rank of return across 12 months, 6 months and 3 month excluding most recent month. (AlphaArchitect approach) Returns from etfscreen.com, an excellent and long standing website - please support them. (For example https://www.etfscreen.com/cchart.php?wl=a2176&s=RS...).
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