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GEM Momentum

Antonacci GEM: S&P 500 absolute momentum gate, then S&P 500 vs international relative momentum, else aggregate bonds.

Monthly rebalanceS&P 500 Stocks benchmarkThrough July 2026
Annualized return
10.98%
Jan 2002 – Jul 2026
Worst drawdown
−21.80%
Largest month-end decline from a peak
Annual volatility
12.24%
Based on monthly returns
S&P 500 Stocks over the same period9.97% annualized return−50.95% worst drawdown

The allocation

Next-period signal · July 31, 2026

This model allocation was selected on July 31, 2026 for the following month. It is a historical signal, not a live holding.

International ex-U.S. stocks
100%

Growth of $10,000

Jan 2002 – Jul 2026 · Monthly total returns, with income reinvested. Both start at $10,000 immediately before the first return month.

GEM Momentum $129,496S&P 500 Stocks $103,543As of July 31, 2026. Hover, drag, or use arrow keys to inspect each month.

The track record

Returns, year by year

Calendar-year total returns through July 31, 2026. Asterisks mark partial years.

GEM MomentumS&P 500 Stocks
2017–2026 · Partial years include only the months within the comparison period. The table below includes every year.
View annual return table
Annual total returns; incomplete years are labeled partial.
YearGEM MomentumS&P 500 Stocks
20028.43%−22.10%
200323.31%28.68%
200421.36%10.88%
200517.11%4.91%
200627.16%15.79%
200717.12%5.49%
2008−6.75%−37.00%
200911.71%26.46%
20105.52%15.06%
20110.67%2.11%
201211.45%16.00%
201331.01%32.39%
201413.69%13.69%
2015−6.49%1.38%
20166.68%11.96%
201721.73%21.83%
2018−7.81%−4.38%
201919.06%31.49%
20202.42%18.40%
202124.99%28.71%
2022−16.73%−18.11%
20237.03%26.29%
202425.02%25.02%
202514.50%17.88%
2026 (partial)14.43%10.14%
Trailing returns as of July 31, 2026 Periods longer than one year are annualized. A dash means there is insufficient history.
PeriodGEM MomentumS&P 500 Stocks
1 year27.57%19.56%
3 years18.46%19.32%
5 years9.75%12.86%
10 years10.01%15.08%

The approach

How it works

Antonacci GEM: S&P 500 absolute momentum gate, then S&P 500 vs international relative momentum, else aggregate bonds.

  1. At month-end, compare the trailing 12-month total return of S&P 500 stocks with Treasury bills.
  2. If U.S. stocks meet or exceed Treasury bills, choose the stronger of U.S. and international ex-U.S. stocks. A tie goes to U.S. stocks.
  3. If U.S. stocks fall behind Treasury bills, allocate to aggregate bonds.
  4. Hold the selected asset for the following month, then repeat.

Inside the last signal

International ex-U.S. stocks

On July 31, 2026, the model selected this asset for the following month using these trailing 12-month returns.

S&P 500 stocks
19.56%
International ex-U.S. stocks
29.07%
Treasury bills/cash
3.84%

Reading the results

Methodology & limitations

The model can switch after a decline has already happened, and a quick reversal can leave it behind. Aggregate bonds can also lose value.

A common comparison window. The figures use 295 monthly returns over Jan 2002 – Jul 2026. Every model and S&P 500 Stocks use the same dates, with growth rebased to the same starting balance.

Hypothetical results. No additional trading commissions, slippage, or taxes are modeled. Fund proxies may already include fund expenses. Drawdowns use month-end observations and can miss larger losses within a month.

Data behind this model and its comparison.

  • S&P 500 stocks: Yahoo ^SP500TR S&P 500 Total Return index
  • International ex-U.S. stocks: MSCI ACWI ex USA GROSS public levels
  • Aggregate bonds: Yahoo VBMFX Vanguard Total Bond Market adjusted NAV
  • Treasury bills/cash: FRED DGS3MO daily rate-derived returns

Source: Model Portfolio Backtester export through July 31, 2026. The site displays a validated data release; values update when a new export is imported.

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