The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 35 days, and showing 3.44% return to 6/2/2014
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $407,773 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 65 days, and showing a 6.39% return to 6/2/2014
The starting capital of $100,000 at inception on 2/3/2014 would have grown to $109,892 which includes $1,706 in cash and excludes $408 in fees and slippage.
The iM-Best(Short) position for Monday 6/2/2014: RRC and UA. Over the previous week the market value of Best(Short) gained 0.14% while SPY gained 0.72%.
Over the period 1/2/2009 to 6/2/2014 the starting capital of $100,000 would have grown to $117,698 which is net of $11,229 fees and slippage.
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