  |
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 |
 |
iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 12.9%, and for the last 12 months is 9.7%. Over the same period the benchmark E60B40 performance was 19.3% and 14.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.85% at a time when SPY gained 0.97%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $126,308 which includes $30 cash and excludes $1,278 spent on fees and slippage. |
 |
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 9.7%. Over the same period the benchmark E60B40 performance was 19.3% and 14.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.92% at a time when SPY gained 0.97%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $128,993 which includes -$115 cash and excludes $1,408 spent on fees and slippage. |
 |
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 13.6%, and for the last 12 months is 9.8%. Over the same period the benchmark E60B40 performance was 19.3% and 14.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.00% at a time when SPY gained 0.97%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $131,667 which includes -$124 cash and excludes $1,531 spent on fees and slippage. |
 |
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 13.7%, and for the last 12 months is 16.9%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.20% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $683,607 which includes -$5,021 cash and excludes $22,629 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 11.9%, and for the last 12 months is 11.4%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.52% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $173,523 which includes $4,424 cash and excludes $5,516 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 17.5%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of iM-Combo5 gained 1.58% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $149,646 which includes $2,026 cash and excludes $0 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 27.5%, and for the last 12 months is 18.1%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Since inception, on 7/1/2014, the model gained 133.85% while the benchmark SPY gained 76.76% and VDIGX gained 79.36% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.36% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $233,849 which includes $258 cash and excludes $2,727 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 6.0%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.89% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $169,469 which includes $1,350 cash and excludes $1,118 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 31.7%, and for the last 12 months is 21.2%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Since inception, on 6/30/2014, the model gained 125.82% while the benchmark SPY gained 76.76% and the ETF USMV gained 92.33% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.01% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $225,817 which includes $51 cash and excludes $5,944 spent on fees and slippage. |
  |
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 23.3%, and for the last 12 months is 14.3%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Since inception, on 1/3/2013, the model gained 254.52% while the benchmark SPY gained 144.00% and the ETF USMV gained 149.71% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.75% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $354,523 which includes $929 cash and excludes $2,291 spent on fees and slippage. |
 |
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 9.2%, and for the last 12 months is -9.1%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.22% at a time when SPY gained 0.64%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $4,390 which includes $1,985 cash and excludes $1,985 spent on fees and slippage. |
 |
iM-Best(Short): The model’s out of sample performance YTD is -5.6%, and for the last 12 months is -4.4%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of iM-Best(Short) gained -1.23% at a time when SPY gained 1.19%. Over the period 1/2/2009 to 11/18/2019 the starting capital of $100,000 would have grown to $84,078 which includes $118,707 cash and excludes $26,594 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 15.4%, and for the last 12 months is 4.6%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.62% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $122,411 which includes $70 cash and excludes $674 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 17.1%, and for the last 12 months is 12.3%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.44% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,515 which includes $282 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 23.7%, and for the last 12 months is 12.8%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.78% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,606 which includes $6,395 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 13.8%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.18% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,668 which includes $1,970 cash and excludes $3,393 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is -0.8%, and for the last 12 months is -10.8%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 2.65% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $179,406 which includes $327 cash and excludes $7,434 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 16.0%, and for the last 12 months is 5.8%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.63% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $127,302 which includes $438 cash and excludes $4,007 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 14.4%, and for the last 12 months is 6.5%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.73% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $110,201 which includes $742 cash and excludes $1,466 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 9.2%, and for the last 12 months is -9.1%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 1.29% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $151,264 which includes $737 cash and excludes $3,569 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 2.0%. Over the same period the benchmark SPY performance was 26.6% and 16.3% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 1.39% at a time when SPY gained 1.19%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $132,056 which includes $760 cash and excludes $3,330 spent on fees and slippage. |
iM-Best Reports – 11/18/2019
Posted in pmp SPY-SH
Leave a Reply
You must be logged in to post a comment.