Dual Momentum
VEU
World ex-US · 100%
Risk-on
See the calculationNovember 2026 · DAA ConfirmedIEF · GSG +2US Intermediate Treasury 50% · Commodities 16.7%
Defensive
1 canary asset negative — 50% cash · GSG ranks first among risky assets
28 days until the next confirmation · as of Nov 3, 2026
Provisional This month's data points to IEF · GSG · TLT · VNQ → SHY
Why this signal
canary assets
VWO-0.26Negative
BND+0.07Positive
risky assets
SPY+0.05Positive
IWM+0.02Positive
QQQ-0.15Negative
VGK+0.04Positive
EWJ-0.07Negative
VWO-0.26Negative
VNQ+0.12Selected
GSG+0.46Selected
GLD-0.33Negative
TLT+0.15Selected
HYG+0.01Positive
LQD+0.05Positive
cash assets
SHY+0.04Positive
IEF+0.08Selected
LQD+0.05Positive
13612W momentum score · Keller & Keuning (2017)
Other strategies
VAA
IEF
US Intermediate Treasury · 100%
Defensive
See the calculationPAA
IEF · GSG +5
US Intermediate Treasury 83.3% · Commodities 2.8%
Defensive
See the calculationBiggest moves this month
Largest gainXLEEnergy+0.67#11 → #2 ▲9
Largest dropEWYSouth Korea-0.90#6 → #45 ▼39