A starting capital of $100,000 at inception on 1/2/2009 would have grown to $398,358 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 37 days, and showing a 2.95% return to 5/5/2014
The starting capital of $100,000 at inception on 2/3/2014 would have grown to $106,395 which includes $1,706 in cash and excludes $408 in fees and slippage.
The iM-Best(Short) positions for Monday of 5/5/2014 are AMZN, CCI and SBAC. Over the previous week the market value of Best(Short) gained 0.15% while SPY gained 0.82%.
Over the period 1/2/2009 to 5/5/2014 the starting capital of $100,000 would have grown to $119,632, which is net of $10,906 fees and slippage.