iM-Best Reports – 4/20/2015

Fig-1.(SPY-SH)-4-21-2015 The iM-Best(SPY-SH) model currently holds SH, so far held for a period of 42 days, and showing a -1.82% return to 4/20/2015. Over the previous week the market value of Best(SPY-SH) gained -0.35% at a time when SPY gained 0.36% A starting capital of $100,000 at inception on 1/2/2009 would have grown to $357,003 which includes $19 cash and excludes $12,862 spent on fees and slippage.
Fig-2.Combo3-4-21-2015
The iM-Combo3 portfolio currently holds SH, XLV, and TLT so far held for an average period of 172 days, and showing a 9.28% return to 4/20/2015. Over the previous week the market value of iM-Combo3 gained 0.04% at a time when SPY gained 0.36% A starting capital of $100,000 at inception on 2/3/2014 would have grown to $124,527 which includes $3,329 in cash and excludes $1,210 in fees and slippage.
Fig-3.(Short)-4-21-2015
The iM-Best(Short) portfolio currently has 2 short positions. Over the previous week the market value of Best(Short) gained -0.93% at a time when SPY gained 0.36% Over the period 1/2/2009 to 4/20/2015 the starting capital of $100,000 would have grown to $102,429 which is net of $17,861 fees and slippage.
Fig-4.Best10-4-21-2015
iM-Best10(S&P 1500) portfolio currently holds 10 stocks, 7 of them winners, so far held for an average period of 43 days, and showing combined 2.31% average return to 4/20/2015. Over the previous week the market value of iM-Best10(S&P 1500) gained -0.19% at a time when SPY gained 0.36% A starting capital of $100,000 at inception of 1/2/2009 would have grown to $861,806 which includes $25 cash and excludes $64,321 spent on fees and slippage.
Fig-9.USMVQ1-4-21-2015 Fig-9.1.USMVQ3-4-21-2015
The iM-Best12(USMV)Q1-Investor currently holds 12 stocks, 8 of them winners, so far held for an average period of 100 days, and showing combined 4.37% average return to 4/20/2015. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.41% at a time when SPY gained 0.36% A starting capital of $100,000 at inception of 1/5/2015 would have grown to $105,170 which includes $543 cash and excludes $134 spent on fees and slippage.
Fig-10.USMVQ2-4-21-2015 Fig-10.1.USMVQ2-4-21-2015
The iM-Best12(USMV)Q2-Investor currently holds 12 stocks, 5 of them winners, so far held for an average period of 21 days, and showing combined -1.03% average return to 4/20/2015. Over the previous week the market value of iM-Best12(USMV)Q2 gained -0.39% at a time when SPY gained 0.36% A starting capital of $100,000 at inception of 1/5/2015 would have grown to $99,035 which includes $488 cash and excludes $99 spent on fees and slippage.
Fig-5.USMVQ3-4-21-2015 Fig-5.1.USMVQ3-4-21-2015
The iM-Best12(USMV)Q3-Investor Currently the portfolio holds 12 stocks, 12 of them winners, so far held for an average period of 276 days and showing combined 27.53% average return to 4/20/2015. Since inception, on 6/30/2014, the model gained 27.08% while the benchmark SPY gained 8.74% and the ETF USMV gained 12.98% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3-Investor gained -0.72% at a time when SPY gained 0.36% A starting capital of $100,000 at inception on 6/30/2014 has grown to $127,082, which includes $364 cash and $128 for fees and slippage.
Fig-6.USMVQ4-4-21-2015 Fig-6.1.USMVQ4-4-21-2015
The iM-Best12(USMV)Q4-Investor Currently the portfolio holds 12 stocks, 11 of them winners, so far held for an average period of 183 days, and showing combined 18.80% average return to 4/20/2015. Since inception, on 9/29/2014, the model gained 17.90% while the benchmark SPY gained 7.29% and the ETF USMV gained 11.42% over the same period. Over the previous week the market value of iM-Best12(USMV)-Q4 gained -0.82% at a time when SPY gained 0.36% . A starting capital of $100,000 at inception on 9/29/2014 has grown to $117,900 which includes $162 cash and $131 for fees and slippage.
Fig-10.USMV-Portfolio-vs-SPY-4-21-2015.png
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 19.36% over SPY. (see iM-USMV Investor Portfolio)
Fig-7.USMVtrade-4-21-2015 ,Fig-7.1.USMVtrade-4-21-2015
The iM-Best12(USMV)-Trader Currently the portfolio holds 12 stocks, 8 of them winners, so far held for an average period of 121 days, and showing combined 4.99% average return to 4/20/2015. Since inception, on 6/30/2014, the model gained 26.50% while the benchmark SPY gained 8.74% and the ETF USMV gained 12.98% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.08% at a time when SPY gained 0.36% . A starting capital of $100,000 at inception on 6/30/2014 has grown to $126,502 which includes $141 cash and $875 for fees and slippage.
Fig-8.VDIGXtrade-4-21-2015 ,Fig-8.1.VDIGXtrade-4-21-2015
The iM-Best10(VDIGX)-Trader Currently the portfolio holds 10 stocks, 7 of them winners, so far held for an average period of 209 days, and showing combined 7.69% average return to 4/20/2015. Since inception, on 6/30/2014, the model gained 17.14% while the benchmark SPY gained 8.74% and the VDIGX gained 8.79% over the same period. Over the previous week the market value of iM-Best10(VDIGX)-Trader gained -0.54% at a time when SPY gained 0.36% . A starting capital of $100,000 at inception on 6/30/2014 has grown to $117,136 which includes $352 cash and $328 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