The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 14 days, and showing 1.77% return to5/12/2014
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $401,230 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 44 days, and showing a 3.85% return to 5/12/2014
The starting capital of $100,000 at inception on 2/3/2014 would have grown to $107,308 which includes $1,706 in cash and excludes $408 in fees and slippage.
The iM-Best(Short) position for Monday of 5/12/2014: LNKD only. Over the previous week the market value of Best(Short) gained -0.18% while SPY gained 0.73%.
Over the period 1/2/2009 to 5/12/2014 the starting capital of $100,000 would have grown to $119,392, which is net of $11,006 fees and slippage.
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