iM-Best Reports – 8/17/2015

Fig-1.SPY-SH-8-18-2015 The iM-Best(SPY-SH) model currently holds SH, so far held for a period of 161 days, and showing a -3.17% return to 8/17/2015. Over the previous week the market value of Best(SPY-SH) gained 0.00% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $351,835 which includes $19 cash and excludes $12,862 spent on fees and slippage.
Fig-2.Combo3-8-18-2015
The iM-Combo3 model currently holds SH, TLT, and XLV, so far held for an average period of 291 days, and showing a 8.21% return to 8/17/2015. Over the previous week the market value of iM-Combo3 gained 0.54% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $123,981 which includes $3,931 cash and excludes $1,243 spent on fees and slippage.
Fig-14.Best8TaxEff-8-18-2015
The iM-Best8(S&P500 Min Vol)Tax-Efficient model currently holds 8 stocks, 6 of them winners, so far held for an average period of 245 days, and showing a 16.66% return to 8/17/2015. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained 0.75% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $474,186 which includes $953 cash and excludes $4,683 spent on fees and slippage.
Fig-8.VDIGXtrade-8-18-2015Fig-8.1.VDIGXtrade-8-18-2015
The iM-Best10(VDIGX)-Trader model currently holds 10 stocks, 8 of them winners, so far held for an average period of 165 days, and showing a 8.62% return to 8/17/2015. Since inception, on 7/1/2014, the model gained 25.68% while the benchmark SPY gained 9.66% and the ETF VDIGX gained 9.98% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.07% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $125,682 which includes -$429 cash and excludes $527 spent on fees and slippage.
Fig-4.Best10-8-18-2015
The iM-Best10(S&P 1500) model currently holds 10 stocks, 4 of them winners, so far held for an average period of 10 days, and showing a -1.48% return to 8/17/2015. Over the previous week the market value of iM-Best10 gained 0.37% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $809,547 which includes -$121 cash and excludes $75,281 spent on fees and slippage.
Fig-13.Best3x4-8-18-2015
The iM-Best3x4(S&P 500 Min Vol) model currently holds 8 stocks, 4 of them winners, so far held for an average period of 27 days, and showing a 0.74% return to 8/17/2015. Over the previous week the market value of iM-Best3x4 gained 0.36% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $101,356 which includes $486 cash and excludes $113 spent on fees and slippage.
Fig-12.Best2x4-8-18-2015
The iM-Best2x4(S&P 500 Min Vol) model currently holds 4 stocks, 3 of them winners, so far held for an average period of 24 days, and showing a 0.78% return to 8/17/2015. Over the previous week the market value of iM-Best2x4 gained 1.94% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $102,575 which includes $391 cash and excludes $89 spent on fees and slippage.
Fig-7.USMVtrade-8-18-2015Fig-7.1.USMVtrade-8-18-2015
The iM-Best12(USMV)-Trader model currently holds 12 stocks, 9 of them winners, so far held for an average period of 64 days, and showing a -0.74% return to 8/17/2015. Since inception, on 7/1/2014, the model gained 28.87% while the benchmark SPY gained 9.66% and the ETF USMV gained 16.74% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.22% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $128,873 which includes $152 cash and excludes $1,259 spent on fees and slippage.
Fig-9.USMVQ1-8-18-2015 Fig-9.1.USMVQ1-8-18-2015
The iM-Best12(USMV)Q1-Investor model currently holds 12 stocks, 10 of them winners, so far held for an average period of 167 days, and showing a 4.60% return to 8/17/2015. Since inception, on 1/5/2015, the model gained 8.62% while the benchmark SPY gained 5.38% and the ETF USMV gained 7.21% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.66% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $108,622 which includes $262 cash and excludes $210 spent on fees and slippage.
Fig-10.USMVQ2-8-18-2015 Fig-10.1.USMVQ2-8-18-2015
The iM-Best12(USMV)Q2-Investor model currently holds 13 stocks, 10 of them winners, so far held for an average period of 120 days, and showing a -2.42% return to 8/17/2015. Since inception, on 3/31/2015, the model gained 2.82% while the benchmark SPY gained 1.62% and the ETF USMV gained 3.55% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.58% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 3/31/2015 would have grown to $102,818 which includes $8,441 cash and excludes $121 spent on fees and slippage.
Fig-5.USMVQ3-8-18-2015 Fig-5.1.USMVQ3-8-18-2015
The iM-Best12(USMV)Q3-Investor model currently holds 12 stocks, 7 of them winners, so far held for an average period of 45 days, and showing a 0.79% return to 8/17/2015. Since inception, on 7/1/2014, the model gained 22.89% while the benchmark SPY gained 9.66% and the ETF USMV gained 16.74% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 0.06% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $122,894 which includes $246 cash and excludes $408 spent on fees and slippage.
Fig-6.USMVQ4-8-18-2015Fig-6.1.USMVQ4-8-18-2015
The iM-Best12(USMV)Q4-Investor model currently holds 12 stocks, 10 of them winners, so far held for an average period of 275 days, and showing a 12.52% return to 8/17/2015. Since inception, on 9/30/2014, the model gained 17.46% while the benchmark SPY gained 8.19% and the ETF USMV gained 15.13% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 0.94% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 9/30/2014 would have grown to $117,459 which includes $355 cash and excludes $184 spent on fees and slippage.
Fig-10.USMV-Portfolio-vs-SPY-8-18-2015
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 18.56% over SPY. (see iM-USMV Investor Portfolio)
Fig-3.Short-8-18-2015
The iM-Best(Short) model currently holds 2 position(s). Over the previous week the market value of iM-Best(Short) gained -0.46% at a time when SPY gained 0.01%. Over the period 1/2/2009 to 8/17/2015 the starting capital of $100,000 would have grown to $101,661 which includes $142,267 cash and excludes $19,739 spent on fees and slippage.
Posted in pmp SPY-SH

Leave a Reply

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer