April 29, 2025
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Out of sample performance summary of our models for the past 1, 2, 4 and 13 week periods. The active active return indicates how the models over- or underperformed the benchmark ETF SPY. Also the YTD, and the 1-, 3-, 5- and 10-year annualized returns are shown in the second table |
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iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is 12.1%, and for the last 12 months is 9.9%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 3.83% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $138,611,126 which includes $35,422 cash and excludes $3,755,408 spent on fees and slippage. |
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iM-Conference Board LEIg Timer: The model’s performance YTD is 14.3%, and for the last 12 months is 7.3%. Over the same period the benchmark SPY performance was 20.1% and 9.4% respectively. Over the previous week the market value of the iM-Conference Board LEIg Timer gained 4.51% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $572,076 which includes $16,078 cash and excludes $763 spent on fees and slippage. |
| iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -2.0%, and for the last 12 months is 6.1%. Over the same period the benchmark E60B40 performance was -2.0% and 9.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.20% at a time when SPY gained 4.91%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $167,889 which includes -$1,605 cash and excludes $4,552 spent on fees and slippage. | |
| iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -2.8%, and for the last 12 months is 5.9%. Over the same period the benchmark E60B40 performance was -2.0% and 9.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 2.20% at a time when SPY gained 4.91%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $174,540 which includes -$2,278 cash and excludes $4,781 spent on fees and slippage. | |
| iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -3.5%, and for the last 12 months is 5.7%. Over the same period the benchmark E60B40 performance was -2.0% and 9.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.21% at a time when SPY gained 4.91%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $181,082 which includes -$2,933 cash and excludes $5,001 spent on fees and slippage. | |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 605.57% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 10.46% at a time when SPY gained 7.19%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $175,404 which includes $1,010 cash and excludes $2,554 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 513.92% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 9.41% at a time when SPY gained 7.19%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $147,032 which includes -$6,686 cash and excludes $1,770 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 942.70% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 10.50% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,042,695 which includes $36,282 cash and excludes $17,671 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 186.55% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 5.03% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $286,553 which includes $709 cash and excludes $15,211 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 380.18% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 4.52% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $480,177 which includes $1,177 cash and excludes $7,802 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 680.94% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 6.81% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $780,944 which includes $2,710 cash and excludes $2,390 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 268.29% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.48% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $368,290 which includes -$3,061 cash and excludes $2,911 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 350.21% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 6.32% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $450,214 which includes $9,164 cash and excludes $17,054 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 186.12% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.56% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $286,120 which includes $4,670 cash and excludes $16,641 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 285.01% while the benchmark SPY gained 216.05% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 5.83% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $385,007 which includes $486 cash and excludes $7,384 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 67.89% while the benchmark SPY gained 64.06% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 5.39% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $167,893 which includes $2,331 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -7.3%, and for the last 12 months is -3.9%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 5.29% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $448,936 which includes $214 cash and excludes $13,252 spent on fees and slippage. | |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 82.4%, and for the last 12 months is 63.9%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -6.63% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$01 which includes $141,007 cash and excludes Gain to date spent on fees and slippage. | |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 14.2%, and for the last 12 months is 27.9%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 7.17% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $366,336 which includes -$1,303 cash and excludes $1,974 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -2.2%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $70,439 which includes $1,396 cash and excludes $2,690 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -2.3%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.50% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $206,042 which includes $6,487 cash and excludes $8,444 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -1.9%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Since inception, on 7/1/2014, the model gained 240.85% while the benchmark SPY gained 239.26% and VDIGX gained 54.93% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 3.67% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $340,853 which includes $716 cash and excludes $5,432 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -9.4%, and for the last 12 months is -8.7%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 3.50% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $242,506 which includes $1,253 cash and excludes $4,109 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 3.9%, and for the last 12 months is 21.4%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Since inception, on 6/30/2014, the model gained 255.27% while the benchmark SPY gained 239.26% and the ETF USMV gained 199.52% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 5.91% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $355,269 which includes $1,059 cash and excludes $8,559 spent on fees and slippage. |
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iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 2.6%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Since inception, on 1/3/2013, the model gained 891.96% while the benchmark SPY gained 368.32% and the ETF USMV gained 368.32% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 5.52% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $991,961 which includes $728 cash and excludes $12,739 spent on fees and slippage. |
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iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 9.3%. Over the same period the benchmark BND performance was 3.0% and 7.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.49% at a time when BND gained 1.53%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $146,234 which includes $2,084 cash and excludes $2,730 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 14.2%, and for the last 12 months is 27.9%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 7.17% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $366,336 which includes -$1,303 cash and excludes $1,974 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 4.6%, and for the last 12 months is 16.9%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 3.02% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $184,588 which includes $271 cash and excludes $5,366 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 7.6%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.28% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $172,861 which includes $504 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -3.5%, and for the last 12 months is 6.5%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.55% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $207,853 which includes -$5,982 cash and excludes $7,366 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 27.7%, and for the last 12 months is 42.8%. Over the same period the benchmark SPY performance was -5.7% and 9.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -2.09% at a time when SPY gained 7.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $314,740 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
Posted on Apr 29, 2025
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