Dual Momentum
VEU
World ex-US · 100%
Risk-on
See the calculationSeptember 2026 · VAA ConfirmedSHYUS Short Treasury · 100%
Defensive
BND turned negative — moved to defense · SHY ranks first among defensive assets
12 days until the next confirmation · as of Sep 19, 2026
Why this signal
offensive assets
SPY+0.21Positive
VEA+0.21Positive
VWO+0.18Positive
BND-0.00Negative
defensive assets
LQD-0.02Negative
IEF-0.02Negative
SHY+0.02Selected
13612W momentum score · Keller & Keuning (2017)
Other strategies
DAA
SHY · GSG +2
US Short Treasury 50% · Commodities 16.7%
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