iM-Best Reports – 3/16/2015

Fig-1.(SPY-SH)-3-17-2015 The iM-Best(SPY-SH) model currently holds SH, so far held for a period of 7 days, and showing a -0.70% return to 3/16/2015. Over the previous week the market value of Best(SPY-SH) gained -0.28% at a time when SPY gained 0.11% A starting capital of $100,000 at inception on 1/2/2009 would have grown to $360,791 which includes $19 cash and excludes $12,862 spent on fees and slippage.
Fig-2.Combo3-3-17-2015
The iM-Combo3 portfolio currently holds SH, XLV, and TLT so far held for an average period of 137 days, and showing a 9.18% return to 3/16/2015. Over the previous week the market value of iM-Combo3 gained 0.06% at a time when SPY gained 0.11% A starting capital of $100,000 at inception on 2/3/2014 would have grown to $123,823 which includes $1,151 in cash and excludes $1,146 in fees and slippage.
Fig-3.(Short)-3-17-2015
The iM-Best(Short) portfolio currently has 0 short positions. Over the previous week the market value of Best(Short) gained -1.65% at a time when SPY gained 0.11% Over the period 1/2/2009 to 3/16/2015 the starting capital of $100,000 would have grown to $104,919 which is net of $17,419 fees and slippage.
Fig-4.Best10-3-17-2015
iM-Best10(S&P 1500) portfolio currently holds 10 stocks, 5 of them winners, so far held for an average period of 39 days, and showing combined 0.36% average return to 3/16/2015. Over the previous week the market value of iM-Best10(S&P 1500) gained -1.16% at a time when SPY gained 0.11% A starting capital of $100,000 at inception of 1/2/2009 would have grown to $827,135 which includes $8 cash and excludes $62,436 spent on fees and slippage.
Fig-9.USMVQ1-3-17-2015 Fig-5.1.USMVQ3-3-17-2015
The iM-Best12(USMV)Q1-Investor currently holds 12 stocks, 10 of them winners, so far held for an average period of 65 days, and showing combined 6.01% average return to 3/16/2015. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.08% at a time when SPY gained 0.11% A starting capital of $100,000 at inception of 1/5/2015 would have grown to $106,632 which includes $369 cash and excludes $134 spent on fees and slippage.
Fig-5.USMVQ3-3-17-2015 Fig-5.1.USMVQ3-3-17-2015
The iM-Best12(USMV)Q3-Investor Currently the portfolio holds 12 stocks, 12 of them winners, so far held for an average period of 241 days and showing combined 31.26% average return to 3/16/2015. Since inception, on 6/30/2014, the model gained 30.49% while the benchmark SPY gained 7.60% and the ETF USMV gained 12.36% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3-Investor gained 1.61% at a time when SPY gained 0.11% A starting capital of $100,000 at inception on 6/30/2014 has grown to $130,491, which includes $64 cash and $128 for fees and slippage.
Fig-6.USMVQ4-3-17-2015 Fig-6.1.USMVQ4-3-17-2015
The iM-Best12(USMV)Q4-Investor Currently the portfolio holds 12 stocks, 11 of them winners, so far held for an average period of 148 days, and showing combined 20.27% average return to 3/16/2015. Since inception, on 9/29/2014, the model gained 18.26% while the benchmark SPY gained 6.17% and the ETF USMV gained 10.81% over the same period. Over the previous week the market value of iM-Best12(USMV)-October gained 1.58% at a time when SPY gained 0.11%. A starting capital of $100,000 at inception on 9/29/2014 has grown to $119,263 which includes $68 cash and $131 for fees and slippage.
Fig-10.USMV-Portfolio-vs-SPY-3-17-2015.png
Average Performance of iM-Best12(USMV)Q1+Q3+Q4-Investor resulted in an excess return of 22.64% over SPY. (see iM-USMV Investor Portfolio)
Fig-7.USMVtrade-3-17-2015 ,Fig-7.1.USMVtrade-3-17-2015
The iM-Best12(USMV)-Trader Currently the portfolio holds 12 stocks, 7 of them winners, so far held for an average period of 96 days, and showing combined 5.71% average return to 3/16/2015. Since inception, on 6/30/2014, the model gained 26.79% while the benchmark SPY gained 7.60% and the ETF USMV gained 12.36% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.11% at a time when SPY gained 0.11%. A starting capital of $100,000 at inception on 6/30/2014 has grown to $126,790 which includes $16 cash and $833 for fees and slippage.
Fig-8.VDIGXtrade-3-17-2015 ,Fig-8.1.VDIGXtrade-3-17-2015
The iM-Best10(VDIGX)-Trader Currently the portfolio holds 10 stocks, 7 of them winners, so far held for an average period of 195 days, and showing combined 10.10% average return to 3/16/2015. Since inception, on 6/30/2014, the model gained 16.55% while the benchmark SPY gained 7.60% and the VDIGX gained 7.96% over the same period. Over the previous week the market value of iM-Best10(VDIGX)-Trader gained 0.97% at a time when SPY gained 0.11%. A starting capital of $100,000 at inception on 6/30/2014 has grown to $116,546 which includes $382 cash and $302 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