The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 56 days, and showing 5.04% return to 6/23/2014
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $414,053 which includes $1,922 cash and excludes $10,605 spent on fees and slippage.
The iM-Combo3 portfolio currently holds SPY, XLV, and SSO so far held for an average period of 86 days, and showing a 8.75% return to 6/23/2014
The starting capital of $100,000 at inception on 2/3/2014 would have grown to $112,300 which includes $1,706 in cash and excludes $408 in fees and slippage.
The iM-Best(Short) position for Monday 6/23/2014: INCY and O. Over the previous week the market value of Best(Short) lost 1.54% while SPY gained 1.30%.
Over the period 1/2/2009 to 6/23/2014 the starting capital of $100,000 would have grown to $113,893 which is net of $11,425 fees and slippage.
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