September 2026 signal
This is the portfolio that results from applying each strategy's rules with the closes of September 30, 2026. It is executed on the first business day of the following month. Educational content, not a personal recommendation.
BAA-G12 (Bold Asset Allocation)
Defensive mode
BIL 1-3 month T-bills (cash)66.7%
DBC Commodities33.3%
First month of the log: there is no earlier month to compare with yet.
Dual Momentum (GEM)
Offensive mode
ACWX World ex-US100.0%
First month of the log: there is no earlier month to compare with yet.
HAA Balanced
Defensive mode
BIL 1-3 month T-bills (cash)100.0%
First month of the log: there is no earlier month to compare with yet.
Why HAA calls for this
The canary TIP has a momentum of -2.65% (negative): HAA goes defensive and sends the whole portfolio to the safe asset (BIL).
| Asset | 13612U momentum | Rank | Selected |
|---|---|---|---|
| DBC | +21.10% | 1 | — |
| SPY | +8.91% | 2 | — |
| VEA | +7.11% | 3 | — |
| VWO | +4.94% | 4 | — |
| IWM | +4.04% | 5 | — |
| VNQ | -1.98% | 6 | — |
| IEF | -4.05% | 7 | — |
| TLT | -7.87% | 8 | — |
How to run it
- Map each ticker to the product you will actually hold.
- Work out the orders with the rebalancing calculator.
- Follow the monthly routine step by step and review the costs and your local tax rules.