Dual Momentum
VEU
World ex-US · 100%
Risk-on
See the calculationSeptember 2026 · DAA ConfirmedSHY · GSG +2US Short Treasury 50% · Commodities 16.7%
Defensive
1 canary asset negative — 50% cash · GSG ranks first among risky assets
12 days until the next confirmation · as of Sep 19, 2026
Provisional This month's data points to GLD → EWJ
Why this signal
canary assets
VWO+0.18Positive
BND-0.00Negative
risky assets
SPY+0.21Positive
IWM+0.17Positive
QQQ+0.25Selected
VGK+0.15Positive
EWJ+0.24Positive
VWO+0.18Positive
VNQ-0.02Negative
GSG+0.54Selected
GLD+0.27Selected
TLT-0.04Negative
HYG+0.06Positive
LQD-0.02Negative
cash assets
SHY+0.02Selected
IEF-0.02Negative
LQD-0.02Negative
13612W momentum score · Keller & Keuning (2017)
Other strategies
VAA
SHY
US Short Treasury · 100%
Defensive
See the calculationBiggest moves this month
Largest gainEWYSouth Korea+1.06#37 → #3 ▲34
Largest dropCL=FWTI Crude Oil-0.42#1 → #10 ▼9