iM-Best Reports – 6/22/2015

Fig-1.SPY-SH-6-23-2015 The iM-Best(SPY-SH) model currently holds SH, so far held for a period of 105 days, and showing a -3.54% return to 6/22/2015. Over the previous week the market value of Best(SPY-SH) gained -1.89% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $350,483 which includes $19 and excludes $12,862 spent on fees and slippage.
Fig-2.Combo3-6-23-2015
The iM-Combo3 model currently holds SH, TLT, and XLV, so far held for an average period of 235 days, and showing a 5.53% return to 6/22/2015. Over the previous week the market value of iM-Combo3 gained -0.28% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $120,980 which includes $2,391 and excludes $1,242 spent on fees and slippage.
Fig-3.Short-6-23-2015
The iM-Best(Short) model currently holds 2 position(s). Over the previous week the market value of iM-Best(Short) gained -1.03% at a time when SPY gained 1.82%. Over the period 1/2/2009 to 6/22/2015 the starting capital of $100,000 would have grown to $105,657 which includes $147,848 and excludes $18,648 spent on fees and slippage.
Fig-4.Best10-6-23-2015
The iM-Best10(S&P 1500) model currently holds 10 stocks, 4 of them winners, so far held for an average period of 41 days, and showing a -0.09% return to 6/22/2015. Over the previous week the market value of iM-Best10 gained 0.94% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $827,814 which includes $246 and excludes $67,993 spent on fees and slippage.
Fig-9.USMVQ1-6-23-2015 Fig-9.1.USMVQ1-6-23-2015
The iM-Best12(USMV)Q1-Investor model currently holds 12 stocks, 9 of them winners, so far held for an average period of 163 days, and showing a 6.59% return to 6/22/2015. Since inception, on 1/5/2015, the model gained 7.66% while the benchmark SPY gained 6.03% and the ETF USMV gained 3.93% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.68% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $107,656 which includes $810 and excludes $134 spent on fees and slippage.
Fig-10.USMVQ2-6-23-2015 Fig-10.1.USMVQ2-6-23-2015
The iM-Best12(USMV)Q2-Investor model currently holds 12 stocks, 7 of them winners, so far held for an average period of 84 days, and showing a 0.69% return to 6/22/2015. Since inception, on 3/31/2015, the model gained 0.93% while the benchmark SPY gained 2.24% and the ETF USMV gained 0.38% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 2.11% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $100,932 which includes $670 and excludes $99 spent on fees and slippage.
Fig-5.USMVQ3-6-23-2015 Fig-5.1.USMVQ3-6-23-2015
The iM-Best12(USMV)Q3-Investor model currently holds 12 stocks, 10 of them winners, so far held for an average period of 313 days, and showing a 20.44% return to 6/22/2015. Since inception, on 7/1/2014, the model gained 25.75% while the benchmark SPY gained 10.33% and the ETF USMV gained 13.17% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 1.91% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $113,174 which includes -$12,806 and excludes $152 spent on fees and slippage.
Fig-6.USMVQ4-6-23-2015Fig-6.1.USMVQ4-6-23-2015
The iM-Best12(USMV)Q4-Investor model currently holds 12 stocks, 10 of them winners, so far held for an average period of 225 days, and showing a 18.26% return to 6/22/2015. Since inception, on 9/30/2014, the model gained 18.39% while the benchmark SPY gained 8.87% and the ETF USMV gained 11.61% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 1.93% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $118,395 which includes -$115 and excludes $151 spent on fees and slippage.
Fig-10.USMV-Portfolio-vs-SPY-6-23-2015
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 18.79% over SPY. (see iM-USMV Investor Portfolio)
Fig-7.USMVtrade-6-23-2015Fig-7.1.USMVtrade-6-23-2015
The iM-Best12(USMV)-Trader model currently holds 12 stocks, 8 of them winners, so far held for an average period of 70 days, and showing a 4.19% return to 6/22/2015. Since inception, on 7/1/2014, the model gained 28.87% while the benchmark SPY gained 10.33% and the ETF USMV gained 13.17% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.96% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $128,873 which includes $99 and excludes $1,063 spent on fees and slippage.
Fig-8.VDIGXtrade-6-23-2015Fig-8.1.VDIGXtrade-6-23-2015
The iM-Best10(VDIGX)-Trader model currently holds 10 stocks, 10 of them winners, so far held for an average period of 217 days, and showing a 9.81% return to 6/22/2015. Since inception, on 7/1/2014, the model gained 19.65% while the benchmark SPY gained 10.33% and the ETF VDIGX gained 8.37% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.32% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $119,646 which includes $106 and excludes $372 spent on 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