A starting capital of $100,000 at inception on 1/2/2009 would have grown to $413,717 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 93 days, and showing a 8.83% return to 6/30/2014
The starting capital of $100,000 at inception on 2/3/2014 would have grown to $112,511 which includes $1,839 in cash and excludes $408 in fees and slippage.
The iM-Best(Short) position for Monday 6/30/2014: CHTR and EQR. Over the previous week the market value of Best(Short) lost 0.25%% while SPY lost 0.08%.
Over the period 1/2/2009 to 6/30/2014 the starting capital of $100,000 would have grown to $113,598 which is net of $11,520 fees and slippage.