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GEM

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