Home › pmp › pmp SPY-SH › iM-Best Reports – 12/2/2019

iM-Best Reports – 12/2/2019

Performance-wk-12-3-2019 Performance-mth-12-3-2019 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
30-im-fs-6040-12-3-2019
 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 9.1%. Over the same period the benchmark E60B40 performance was 19.3% and 13.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.55% at a time when SPY gained -0.43%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $126,339 which includes $74 cash and excludes $1,278 spent on fees and slippage.
31-im-fs-7030-12-3-2019
 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 9.0%. Over the same period the benchmark E60B40 performance was 19.3% and 13.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.58% at a time when SPY gained -0.43%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $129,002 which includes -$82 cash and excludes $1,408 spent on fees and slippage.
32-im-fs-8020-12-3-2019
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 13.5%, and for the last 12 months is 8.9%. Over the same period the benchmark E60B40 performance was 19.3% and 13.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.61% at a time when SPY gained -0.43%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $131,653 which includes -$101 cash and excludes $1,531 spent on fees and slippage.
1-SPY-SH-12-3-2019
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 13.5%, and for the last 12 months is 16.0%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.56% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $682,768 which includes -$5,021 cash and excludes $22,629 spent on fees and slippage.
2-Combo3-12-3-2019
 iM-Combo3.R1: The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 10.8%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.42% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $173,052 which includes $4,506 cash and excludes $5,516 spent on fees and slippage.
15-Combo5-12-3-2019
 iM-Combo5: The model’s out of sample performance YTD is 17.2%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of iM-Combo5 gained -0.64% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $149,173 which includes $2,169 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-3-20198-1.VDIGXtrade-12-3-2019
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 28.8%, and for the last 12 months is 17.7%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Since inception, on 7/1/2014, the model gained 136.18% while the benchmark SPY gained 76.55% and VDIGX gained 78.43% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.22% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $236,181 which includes $593 cash and excludes $2,727 spent on fees and slippage.
29-im6-cap-strg-12-3-2019
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 3.9%. Over the same period the benchmark SPY performance was 26.4% and 15.3% 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 -0.55%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $169,601 which includes $1,646 cash and excludes $1,118 spent on fees and slippage.
7-USMVtrade-12-3-20197-1.USMVtrade-12-3-2019
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 32.7%, and for the last 12 months is 20.8%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Since inception, on 6/30/2014, the model gained 127.56% while the benchmark SPY gained 76.55% and the ETF USMV gained 92.27% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.46% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $227,558 which includes $490 cash and excludes $5,981 spent on fees and slippage.
13-MinVolUSMVInv-12-3-2019 13-1.MinVolUSMVInv-12-3-2019
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 23.0%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Since inception, on 1/3/2013, the model gained 253.66% while the benchmark SPY gained 143.71% and the ETF USMV gained 149.63% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.08% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $353,661 which includes $1,300 cash and excludes $2,291 spent on fees and slippage.
5-bnd-mkt-trdr-12-3-2019
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 9.4%, and for the last 12 months is -9.8%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.51% at a time when BND gained -0.25%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $145,202 which includes $4,903 cash and excludes $1,985 spent on fees and slippage.
3-Short-12-3-2019
 iM-Best(Short): The model’s out of sample performance YTD is -6.6%, and for the last 12 months is -3.0%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of iM-Best(Short) gained 0.57% at a time when SPY gained -0.55%. Over the period 1/2/2009 to 12/2/2019 the starting capital of $100,000 would have grown to $83,121 which includes $131,132 cash and excludes $26,719 spent on fees and slippage.
25-Best2MCsETF-12-3-2019
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 15.8%, and for the last 12 months is 4.5%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.68% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $122,879 which includes $70 cash and excludes $674 spent on fees and slippage.
26-Best4MCsVang-12-3-2019
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 16.6%, and for the last 12 months is 11.1%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.03% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,021 which includes $402 cash and excludes $00 spent on fees and slippage.
21-imc-sh-rsp-12-3-2019
 iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 23.4%, and for the last 12 months is 12.0%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained -0.70% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,302 which includes $6,395 cash and excludes $513 spent on fees and slippage.
20-imc-spy-ief-12-3-2019
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 11.5%, and for the last 12 months is 12.9%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.55% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,478 which includes $1,970 cash and excludes $3,393 spent on fees and slippage.
12-vix-zif-12-3-2019
 iM-VIX Timer with ZIV: The model’s out of sample performance YTD is -2.4%, and for the last 12 months is -17.9%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained -1.85% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $176,544 which includes $327 cash and excludes $7,434 spent on fees and slippage.
22-imc-gld-stk-bnd-12-3-2019
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 15.7%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.62% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,947 which includes $261 cash and excludes $4,129 spent on fees and slippage.
23-iM-lo-turn-over-12-3-2019
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 14.4%, and for the last 12 months is 5.3%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.45% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $110,211 which includes $921 cash and excludes $1,466 spent on fees and slippage.
27-im-5etf-trader-12-3-2019
 iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 9.4%, and for the last 12 months is -9.8%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -0.59% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $151,452 which includes $737 cash and excludes $3,569 spent on fees and slippage.
24-im-std-5etf-trader-12-3-2019
 iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 12.1%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was 26.4% and 15.3% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -0.42% at a time when SPY gained -0.55%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $131,485 which includes $760 cash and excludes $3,330 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