iM-Best Reports – 4/27/2015

Fig-1.(SPY-SH)-4-28-2015 The iM-Best(SPY-SH) model currently holds SH, so far held for a period of 49 days, and showing a -2.33% return to 4/27/2015. Over the previous week the market value of Best(SPY-SH) gained -0.52% at a time when SPY gained 0.44% A starting capital of $100,000 at inception on 1/2/2009 would have grown to $354,877 which includes $19 cash and excludes $12,862 spent on fees and slippage.
Fig-2.Combo3-4-28-2015
The iM-Combo3 portfolio currently holds SH, XLV, and TLT so far held for an average period of 179 days, and showing a 8.41% return to 4/27/2015. Over the previous week the market value of iM-Combo3 gained -0.78% at a time when SPY gained 0.44% A starting capital of $100,000 at inception on 2/3/2014 would have grown to $123,555 which includes $3,329 in cash and excludes $1,210 in fees and slippage.
Fig-3.(Short)-4-28-2015
The iM-Best(Short) portfolio currently has 1 short positions. Over the previous week the market value of Best(Short) gained 0.36% at a time when SPY gained 0.44% Over the period 1/2/2009 to 4/27/2015 the starting capital of $100,000 would have grown to $102,844 which is net of $17,925 fees and slippage.
Fig-4.Best10-4-28-2015
iM-Best10(S&P 1500) portfolio currently holds 10 stocks, 6 of them winners, so far held for an average period of 39 days, and showing combined 1.64% average return to 4/27/2015. Over the previous week the market value of iM-Best10(S&P 1500) gained -0.06% at a time when SPY gained 0.44% A starting capital of $100,000 at inception of 1/2/2009 would have grown to $861,286 which includes $398 cash and excludes $65,147 spent on fees and slippage.
Fig-9.USMVQ1-4-28-2015 Fig-9.1.USMVQ3-4-28-2015
The iM-Best12(USMV)Q1-Investor currently holds 12 stocks, 8 of them winners, so far held for an average period of 107 days, and showing combined 4.00% average return to 4/27/2015. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.35% at a time when SPY gained 0.44% A starting capital of $100,000 at inception of 1/5/2015 would have grown to $104,797 which includes $543 cash and excludes $134 spent on fees and slippage.
Fig-10.USMVQ2-4-28-2015 Fig-10.1.USMVQ2-4-28-2015
The iM-Best12(USMV)Q2-Investor currently holds 12 stocks, 6 of them winners, so far held for an average period of 28 days, and showing combined -0.70% average return to 4/27/2015. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.42% at a time when SPY gained 0.44% A starting capital of $100,000 at inception of 1/5/2015 would have grown to $99,455 which includes $576 cash and excludes $99 spent on fees and slippage.
Fig-5.USMVQ3-4-28-2015 Fig-5.1.USMVQ3-4-28-2015
The iM-Best12(USMV)Q3-Investor Currently the portfolio holds 12 stocks, 12 of them winners, so far held for an average period of 283 days and showing combined 27.50% average return to 4/27/2015. Since inception, on 6/30/2014, the model gained 27.09% while the benchmark SPY gained 9.22% and the ETF USMV gained 13.12% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3-Investor gained 0.0% at a time when SPY gained 0.44% A starting capital of $100,000 at inception on 6/30/2014 has grown to $127,087, which includes $396 cash and $128 for fees and slippage.
Fig-6.USMVQ4-4-28-2015 Fig-6.1.USMVQ4-4-28-2015
The iM-Best12(USMV)Q4-Investor Currently the portfolio holds 12 stocks, 11 of them winners, so far held for an average period of 190 days, and showing combined 19.41% average return to 4/27/2015. Since inception, on 9/29/2014, the model gained 18.60% while the benchmark SPY gained 7.76% and the ETF USMV gained 11.56% over the same period. Over the previous week the market value of iM-Best12(USMV)-Q4 gained 0.60% at a time when SPY gained 0.44% . A starting capital of $100,000 at inception on 9/29/2014 has grown to $118,603 which includes $162 cash and $131 for fees and slippage.
Fig-10.USMV-Portfolio-vs-SPY-4-28-2015.png
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 19.09% over SPY. (see iM-USMV Investor Portfolio)
Fig-7.USMVtrade-4-28-2015 ,Fig-7.1.USMVtrade-4-28-2015
The iM-Best12(USMV)-Trader Currently the portfolio holds 12 stocks, 8 of them winners, so far held for an average period of 128 days, and showing combined 5.76% average return to 4/27/2015. Since inception, on 6/30/2014, the model gained 27.50% while the benchmark SPY gained 9.22% and the ETF USMV gained 13.12% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.79% at a time when SPY gained 0.44% . A starting capital of $100,000 at inception on 6/30/2014 has grown to $127,504 which includes $223 cash and $875 for fees and slippage.
Fig-8.VDIGXtrade-4-28-2015 ,Fig-8.1.VDIGXtrade-4-28-2015
The iM-Best10(VDIGX)-Trader Currently the portfolio holds 10 stocks, 6 of them winners, so far held for an average period of 216 days, and showing combined 6.77% average return to 4/27/2015. Since inception, on 6/30/2014, the model gained 16.20% while the benchmark SPY gained 9.22% and the VDIGX gained 8.94% over the same period. Over the previous week the market value of iM-Best10(VDIGX)-Trader gained -0.80% at a time when SPY gained 0.44% . A starting capital of $100,000 at inception on 6/30/2014 has grown to $116,200 which includes $414 cash and $328 for fees and slippage.
Posted in pmp SPY-SH

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