Knowing when the U.S. Economy is heading for recession is paramount for successful investment decisions. Our weekly Business Cycle Index (BCI) would have provided early reliably warnings for the past seven recessions.
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Knowing when the U.S. Economy is heading for recession is paramount for successful investment decisions. Our weekly Business Cycle Index (BCI) would have provided early reliably warnings for the past seven recessions.
Read more >
Knowing when the U.S. Economy is heading for recession is paramount for successful investment decisions. Our weekly Business Cycle Index (BCI) would have provided early reliably warnings for the past seven recessions.
Read more >
Out of sample performance summary of our models for the past 1, 2, 4 and 13 week periods. The active active return indicates how the models over- or underperformed the benchmark ETF SPY. Also the YTD, and the 1-, 3-, 5- and 10-year annualized returns are shown in the second table | |
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 8.6%, and for the last 12 months is 17.6%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $502,017 which includes $2,193 cash and excludes $15,358 spent on fees and slippage. | |
iM-Combo3.R1: The model’s out of sample performance YTD is 9.2%, and for the last 12 months is 11.7%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.63% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $137,199 which includes -$1,911 cash and excludes $3,244 spent on fees and slippage. | |
iM-Combo5: The model’s out of sample performance YTD is 11.3%, and for the last 12 months is 11.2%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Over the previous week the market value of iM-Combo5 gained 0.77% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $109,782 which includes $991 cash and excludes $508 spent on fees and slippage. | |
The iM-Best8(S&P500 Min Vol)Tax-Efficient The model’s out of sample performance YTD is 4.1%, and for the last 12 months is -8.8%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained -0.25% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $409,503 which includes $29,662 cash and excludes $8,323 spent on fees and slippage. | |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 11.0%, and for the last 12 months is 27.4%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Since inception, on 7/1/2014, the model gained 61.78% while the benchmark SPY gained 29.81% and VDIGX gained 26.71% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.46% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $161,783 which includes $198 cash and excludes $1,542 spent on fees and slippage. | |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 7.3%, and since inception 4.0%. Over the same period the benchmark SPY performance was 8.0% and 16.5% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.04% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $46 which includes $107 cash and excludes Gain to date spent on fees and slippage. | |
iM-BESTOGA-3: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 6.2%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.02% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $214,168 which includes $19,482 cash and excludes $988 spent on fees and slippage. | |
iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 2.8%, and since inception 5.6%. Over the same period the benchmark SPY performance was 8.0% and 16.5% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.72% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $105,607 which includes $84 cash and excludes $785 spent on fees and slippage. | |
iM-BestogaX5-System: The model’s out of sample performance YTD is 9.0%, and for the last 12 months is 11.3%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained -0.45% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $107,464 which includes $1,607 cash and excludes $662 spent on fees and slippage. | |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 8.2%, and for the last 12 months is 15.7%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Since inception, on 7/1/2014, the model gained 51.30% while the benchmark SPY gained 29.81% and the ETF USMV gained 37.59% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.12% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $151,300 which includes $217 cash and excludes $3,063 spent on fees and slippage. | |
iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 10.8%, and for the last 12 months is 24.2%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Since inception, on 1/5/2015, the model gained 39.42% while the benchmark SPY gained 24.74% and the ETF USMV gained 26.36% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.39% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $139,419 which includes $378 cash and excludes $727 spent on fees and slippage. | |
iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 7.9%, and for the last 12 months is 16.4%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Since inception, on 3/31/2015, the model gained 24.17% while the benchmark SPY gained 20.28% and the ETF USMV gained 22.04% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.08% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 3/31/2015 would have grown to $124,175 which includes $155 cash and excludes $642 spent on fees and slippage. | |
iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 22.4%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Since inception, on 7/1/2014, the model gained 63.96% while the benchmark SPY gained 29.81% and the ETF USMV gained 37.59% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained -0.69% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $163,956 which includes $581 cash and excludes $972 spent on fees and slippage. | |
iM-Best12(USMV)Q4-Investor: Since inception, on 9/30/2014, the model gained 54.34% while the benchmark SPY gained 28.07% and the ETF USMV gained 35.69% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 0.38% at a time when SPY gained 0.27%. A starting capital of $100,000 at inception on 9/30/2014 would have grown to $154,340 which includes $709 cash and excludes $827 spent on fees and slippage. | |
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 34.21% over SPY. (see iM-USMV Investor Portfolio) | |
iM-Best(Short): The model’s out of sample performance YTD is -2.6%, and for the last 12 months is -9.3%. Over the same period the benchmark SPY performance was 8.0% and 19.8% respectively. Over the previous week the market value of iM-Best(Short) gained -0.22% at a time when SPY gained 0.27%. Over the period 1/2/2009 to 5/15/2017 the starting capital of $100,000 would have grown to $94,242 which includes $151,899 cash and excludes $21,974 spent on fees and slippage. |