iM-Best Reports – 5/4/2015

Fig-1.(SPY-SH)-5-5-2015 The iM-Best(SPY-SH) model currently holds SH, so far held for a period of 56 days, and showing a -2.56% return to 5/4/2015. Over the previous week the market value of Best(SPY-SH) gained -0.24% at a time when SPY gained 0.26% A starting capital of $100,000 at inception on 1/2/2009 would have grown to $354,032 which includes $19 cash and excludes $12,862 spent on fees and slippage.
Fig-2.Combo3-5-5-2015
The iM-Combo3 portfolio currently holds SH, XLV, and TLT so far held for an average period of 186 days, and showing a 6.60% return to 5/4/2015. Over the previous week the market value of iM-Combo3 gained -1.62% at a time when SPY gained 0.26% A starting capital of $100,000 at inception on 2/3/2014 would have grown to $121,554 which includes $3,329 in cash and excludes $1,210 in fees and slippage.
Fig-3.(Short)-5-5-2015
The iM-Best(Short) portfolio currently has 3 short positions. Over the previous week the market value of Best(Short) gained 0.03% at a time when SPY gained 0.26% Over the period 1/2/2009 to 5/4/2015 the starting capital of $100,000 would have grown to $102,850 which is net of $18,011 fees and slippage.
Fig-4.Best10-5-5-2015
iM-Best10(S&P 1500) portfolio currently holds 10 stocks, 6 of them winners, so far held for an average period of 46 days, and showing combined -0.54% average return to 5/4/2015. Over the previous week the market value of iM-Best10(S&P 1500) gained -1.83% at a time when SPY gained 0.26% A starting capital of $100,000 at inception of 1/2/2009 would have grown to $845,507 which includes -$3564 cash and excludes $65,375 spent on fees and slippage.
Fig-9.USMVQ1-5-5-2015 Fig-9.1.USMVQ3-5-5-2015
The iM-Best12(USMV)Q1-Investor currently holds 12 stocks, 9 of them winners, so far held for an average period of 114 days, and showing combined 4.44% average return to 5/4/2015. Since inception, on 1/5/2014, the model gained 5.27% while the benchmark SPY gained 5.23% and the ETF USMV gained 3.74% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.45% at a time when SPY gained 0.26% A starting capital of $100,000 at inception of 1/5/2015 would have grown to $105,269 which includes $574 cash and excludes $134 spent on fees and slippage.
Fig-10.USMVQ2-5-5-2015 Fig-10.1.USMVQ2-5-5-2015
The iM-Best12(USMV)Q2-Investor currently holds 12 stocks, 6 of them winners, so far held for an average period of 35 days, and showing combined -1.08% average return to 5/4/2015. Since inception, on 3/30/2015, the model gained -0.89% while the benchmark SPY gained 1.47% and the ETF USMV gained 0.20% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained -0.35% at a time when SPY gained 0.26% A starting capital of $100,000 at inception of 1/5/2015 would have grown to $99,107 which includes $604 cash and excludes $99 spent on fees and slippage.
Fig-5.USMVQ3-5-5-2015 Fig-5.1.USMVQ3-5-5-2015
The iM-Best12(USMV)Q3-Investor Currently the portfolio holds 12 stocks, 12 of them winners, so far held for an average period of 290 days and showing combined 26.03% average return to 5/4/2015. Since inception, on 6/30/2014, the model gained 25.67% while the benchmark SPY gained 9.50% and the ETF USMV gained 12.96% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3-Investor gained -1.12% at a time when SPY gained 0.26% A starting capital of $100,000 at inception on 6/30/2014 has grown to $125,667, which includes $434 cash and $128 for fees and slippage.
Fig-6.USMVQ4-5-5-2015 Fig-6.1.USMVQ4-5-5-2015
The iM-Best12(USMV)Q4-Investor Currently the portfolio holds 12 stocks, 11 of them winners, so far held for an average period of 197 days, and showing combined 18.24% average return to 5/4/2015. Since inception, on 9/29/2014, the model gained 17.45% while the benchmark SPY gained 8.04% and the ETF USMV gained 11.40% over the same period. Over the previous week the market value of iM-Best12(USMV)-Q4 gained -0.97% at a time when SPY gained 0.26% . A starting capital of $100,000 at inception on 9/29/2014 has grown to $117,448 which includes $262 cash and $131 for fees and slippage.
Fig-10.USMV-Portfolio-vs-SPY-5-5-2015.png
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 18.37% over SPY. (see iM-USMV Investor Portfolio)
Fig-7.USMVtrade-5-5-2015 ,Fig-7.1.USMVtrade-5-5-2015
The iM-Best12(USMV)-Trader Currently the portfolio holds 12 stocks, 8 of them winners, so far held for an average period of 135 days, and showing combined 5.33% average return to 5/4/2015. Since inception, on 6/30/2014, the model gained 26.99% while the benchmark SPY gained 9.50% and the ETF USMV gained 12.96% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.40% at a time when SPY gained 0.26% . A starting capital of $100,000 at inception on 6/30/2014 has grown to $126,990 which includes $223 cash and $875 for fees and slippage.
Fig-8.VDIGXtrade-5-5-2015 ,Fig-8.1.VDIGXtrade-5-5-2015
The iM-Best10(VDIGX)-Trader Currently the portfolio holds 10 stocks, 6 of them winners, so far held for an average period of 223 days, and showing combined 6.29% average return to 5/4/2015. Since inception, on 6/30/2014, the model gained 15.72% while the benchmark SPY gained 9.50% and the VDIGX gained 8.94% over the same period. Over the previous week the market value of iM-Best10(VDIGX)-Trader gained -0.42% at a time when SPY gained 0.26% . A starting capital of $100,000 at inception on 6/30/2014 has grown to $115,716 which includes $457 cash and $337 for fees and slippage.
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