iM-Best Reports – 12/22/2014

Fig-1.(SPY-SH)-12-23-2014 The iM-Best(SPY-SH) model currently holds SPY, so far held for a period of 0 days, and showing 0.36% return to 12/22/2014. Over the previous week the market value of Best(SPY-SH) gained -3.91% at a time when SPY gained 4.56%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $363,662 which includes $174 cash and excludes $112,136 spent on fees and slippage.
Fig-2.Combo3-12-23-2014
The iM-Combo3 portfolio currently holds SPY, XLV, and TLT so far held for an average period of 109 days, and showing a 7.56% return to 12/22/2014. Over the previous week the market value of iM-Combo3 gained -0.55% at a time when SPY gained 4.56%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $117,873 which includes $563 in cash and excludes $932 in fees and slippage.
Fig-3.(Short)-12-23-2014
The iM-Best(Short) portfolio currently has 3 short positions. Over the previous week the market value of Best(Short) gained 0.10% at a time when SPY gained 4.56%. Over the period 1/2/2009 to 12/22/2014 the starting capital of $100,000 would have grown to $110,571 which is net of $16,450 fees and slippage.
Fig-4.Best10-12-23-2014
iM-Best10(S&P 1500) portfolio currently holds 10 stocks, 6 of them winners, so far held for an average period of 34 days, and showing combined 0.08% average return to 12/22/2014. Over the previous week the market value of iM-Best10(S&P 1500) gained 7.68% at a time when SPY gained 4.56%. A starting capital of $100,000 at inception of 1/2/2009 would have grown to $845,457 which includes $1478 cash and excludes $59,126 spent on fees and slippage.
Fig-5.USMV06-12-23-2014 Fig-5.1.USMV06-12-23-2014
The iM-Best12(USMV)-July-2014 Currently the portfolio holds 12 stocks, 11 of them winners, so far held for an average period of 175 days and showing combined 22.49% average return to 12/22/2014. Since inception, on 6/30/2014, the model gained 22.88% while the benchmark SPY gained 7.03% and the ETF USMV gained 11.00% over the same period. Over the previous week the market value of iM-Best12(USMV)-July gained 3.06% at a time when SPY gained 4.56%. A starting capital of $100,000 at inception on 6/30/2014 has grown to $122,885 which includes $107 cash and $100 for fees and slippage.
Fig-6.USMV10-12-23-2014 Fig-6.1.USMV10-12-23-2014
The iM-Best12(USMV)-October-2014 Currently the portfolio holds 12 stocks, 12 of them winners, so far held for an average period of 84 days, and showing combined 12.89% average return to 12/22/2014. Since inception, on 9/29/2014, the model gained 12.99% while the benchmark SPY gained 5.60% and the ETF USMV gained 9.47% over the same period. Over the previous week the market value of iM-Best12(USMV)-October gained 2.22% at a time when SPY gained 4.56%. A starting capital of $100,000 at inception on 9/29/2014 has grown to $112,987 which includes $133 cash and $100 for fees and slippage.
Fig-7.USMVtrade-12-23-2014 ,Fig-7.1.USMVtrade-12-23-2014
The iM-Best12(USMV)-Trader Currently the portfolio holds 12 stocks, 11 of them winners, so far held for an average period of 69 days, and showing combined 7.11% average return to 12/22/2014. Since inception, on 6/30/2014, the model gained 24.27% while the benchmark SPY gained 7.03% and the ETF USMV gained 11.00% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 3.73% at a time when SPY gained 4.56%. A starting capital of $100,000 at inception on 6/30/2014 has grown to $124,269 which includes $251 cash and $578 for fees and slippage.
Fig-8.VDIGXtrade-12-11-2014 ,Fig-8.1.VDIGXtrade-12-23-2014
The iM-Best10(VDIGX)-Trader Currently the portfolio holds 10 stocks, 8 of them winners, so far held for an average period of 143 days, and showing combined 10.55% average return to 12/22/2014. Since inception, on 6/30/2014, the model gained 15.72% while the benchmark SPY gained 7.03% and the VDIGX gained 5.65% over the same period. Over the previous week the market value of iM-Best10(VDIGX)-Trader gained 3.51% at a time when SPY gained 4.56%. A starting capital of $100,000 at inception on 6/30/2014 has grown to $115,717 which includes $16 cash and $255 for fees and slippage.

 

Posted in pmp SPY-SH

Leave a Reply

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer
Share This