The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 119 days, and showing 7.33% return to 8/25/2014
A starting capital of $100,000 at inception on 1/2/2009 would have grown to $425,264 which includes $39 cash and excludes $10,609 spent on fees and slippage.
The iM-Combo3 portfolio currently holds SPY, XLV, and SSO so far held for an average period of 112 days, and showing a 9.77% return to 8/25/2014
The starting capital of $100,000 at inception on 2/3/2014 would have grown to $116,652 which includes $1355 in cash and excludes $533 in fees and slippage.
The iM-Best(Short) position for Monday 8/18/2014: shorts TRIP only; covers VRTX. Over the previous week the market value of Best(Short) lost 0.14% while SPY gained 1.44%.
Over the period 1/2/2009 to 8/25/2014 the starting capital of $100,000 would have grown to $112,878 which is net of $11,949 fees and slippage.
The iM-Best12(USMV)-July-2014 Currently the portfolio holds 12 stocks, 10 of them winners, and showing combined 7.38% average return to 8/25/2014, while the change in the SPY was 2.29% and iShares MSCI USA Minimum Volatility (USMV) gained only 1.66% over the same period
A starting capital of $100,000 at inception on 6/30/2014 has grown to $107,380.58 which includes $31.39 cash with fees and slippage accounted for.
Mr vrba
With your iM-combo 3 would you now make adjustment to rebalance on your portfolio above based on the current ending balances ?
Thx
The weight of the component models in Combo3 are about the same. There is no rebalance necessary at this stage.