December 17, 2024
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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 -4.5%, and for the last 12 months is -3.2%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.09% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $126,682,598 which includes $1,178,800 cash and excludes $3,555,973 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 -1.66% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $603,576 which includes $9,955 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 13.4%, and for the last 12 months is 14.2%. Over the same period the benchmark E60B40 performance was 17.7% and 18.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.21% at a time when SPY gained -0.19%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $175,644 which includes $890 cash and excludes $4,212 spent on fees and slippage. | |
| iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 15.1%, and for the last 12 months is 16.1%. Over the same period the benchmark E60B40 performance was 17.7% and 18.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.11% at a time when SPY gained -0.19%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $184,527 which includes $709 cash and excludes $4,426 spent on fees and slippage. | |
| iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 16.8%, and for the last 12 months is 17.9%. Over the same period the benchmark E60B40 performance was 17.7% and 18.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.00% at a time when SPY gained -0.19%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $193,462 which includes $798 cash and excludes $4,632 spent on fees and slippage. | |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 718.74% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.91% at a time when SPY gained 0.35%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $201,859 which includes $208 cash and excludes $2,490 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 624.55% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 7.15% at a time when SPY gained 0.35%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $174,689 which includes -$5,955 cash and excludes $1,682 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 953.74% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.28% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,053,742 which includes $6,314 cash and excludes $15,754 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 189.09% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -7.33% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $289,089 which includes $700 cash and excludes $14,365 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 463.21% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.43% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $563,212 which includes -$608 cash and excludes $6,902 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 755.79% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.79% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $855,793 which includes $1,873 cash and excludes $2,271 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 277.26% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.76% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $377,264 which includes $331 cash and excludes $2,324 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 390.65% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -3.19% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $490,652 which includes -$155 cash and excludes $15,366 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 172.80% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -2.94% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $272,804 which includes $321 cash and excludes $15,587 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 312.41% while the benchmark SPY gained 245.94% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -2.30% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $412,408 which includes $1,090 cash and excludes $6,695 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 81.16% while the benchmark SPY gained 79.58% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -3.28% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $181,165 which includes $646 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 13.0%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.52% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $496,096 which includes $5,045 cash and excludes $12,646 spent on fees and slippage. | |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -0.6%, and for the last 12 months is 0.6%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -3.76% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $16 which includes $140,956 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 21.8%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.35% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $326,686 which includes $1,447 cash and excludes $1,645 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 28.9%, and for the last 12 months is 29.0%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $74,305 which includes $276 cash and excludes $2,553 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 18.5%, and for the last 12 months is 19.0%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.02% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $216,422 which includes $3,738 cash and excludes $8,274 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 14.3%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Since inception, on 7/1/2014, the model gained 252.54% while the benchmark SPY gained 271.35% and VDIGX gained 171.46% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.42% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $352,539 which includes $881 cash and excludes $5,243 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 7.5%, and for the last 12 months is 7.5%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.64% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $275,361 which includes $5,052 cash and excludes $3,789 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 19.8%, and for the last 12 months is 19.7%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Since inception, on 6/30/2014, the model gained 247.55% while the benchmark SPY gained 271.35% and the ETF USMV gained 197.55% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.41% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $347,550 which includes -$669 cash and excludes $8,416 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 14.7%, and for the last 12 months is 17.8%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Since inception, on 1/3/2013, the model gained 878.62% while the benchmark SPY gained 412.62% and the ETF USMV gained 412.62% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -3.50% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $978,619 which includes $11,063 cash and excludes $11,758 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 3.2%, and for the last 12 months is 3.8%. Over the same period the benchmark BND performance was 2.2% and 2.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.28% at a time when BND gained -1.01%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $141,630 which includes $300 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 21.8%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.35% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $326,686 which includes $1,447 cash and excludes $1,645 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 20.0%, and for the last 12 months is 22.0%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.15% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $181,194 which includes $33 cash and excludes $4,989 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 8.8%, and for the last 12 months is 9.8%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.72% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $176,411 which includes $365 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 17.7%, and for the last 12 months is 19.2%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.35% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $222,102 which includes $1,230 cash and excludes $6,946 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 28.2%, and for the last 12 months is 31.0%. Over the same period the benchmark SPY performance was 28.9% and 30.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.21% at a time when SPY gained 0.35%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $249,285 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
Posted on Dec 17, 2024
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