Global Equity Momentum Strategy
A quantitative investment strategy using 12-month momentum to allocate between US equities (SPY), international equities (EFA), and treasury bills (BIL). Based on peer-reviewed research, this tactical asset allocation approach seeks to capture equity upside while managing downside risk.
EFA
23.14%
iShares MSCI EAFE ETF
SPY
19.26%
SPDR S&P 500 ETF Trust
BIL
4.63%
SPDR Bloomberg 1-3 Month T-Bill ETF
Last updated: November 30, 2025