Home › pmp › pmp SPY-SH › iM-Best Reports – 9/3/2019

iM-Best Reports – 9/3/2019

Performance-wk-9-4-2019 Performance-mth-9-4-2019 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-6040-9-4-2019
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 10.1%, and for the last 12 months is 2.0%. Over the same period the benchmark E60B40 performance was 14.3% and 5.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.50% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $123,203 which includes -$468 cash and excludes $1,032 spent on fees and slippage.
31-im-fs-7030-9-4-2019
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 9.9%, and for the last 12 months is 1.1%. Over the same period the benchmark E60B40 performance was 14.3% and 5.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.50% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $125,212 which includes -$782 cash and excludes $1,158 spent on fees and slippage.
32-im-fs-8020-9-4-2019
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 9.7%, and for the last 12 months is 0.3%. Over the same period the benchmark E60B40 performance was 14.3% and 5.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.50% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $127,193 which includes -$982 cash and excludes $1,277 spent on fees and slippage.
1-SPY-SH-9-4-2019
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 5.4%, and for the last 12 months is 2.6%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.96% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $633,588 which includes -$8,075 cash and excludes $22,629 spent on fees and slippage.
2-Combo3-9-4-2019
 iM-Combo3.R1: The model’s out of sample performance YTD is 7.9%, and for the last 12 months is -4.1%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.70% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $167,384 which includes $5,743 cash and excludes $5,400 spent on fees and slippage.
15-Combo5-9-4-2019
 iM-Combo5: The model’s out of sample performance YTD is 10.9%, and for the last 12 months is -2.8%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of iM-Combo5 gained 1.38% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $141,232 which includes $1,563 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-9-4-20198-1.VDIGXtrade-9-4-2019
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 20.1%, and for the last 12 months is 13.3%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Since inception, on 7/1/2014, the model gained 120.25% while the benchmark SPY gained 63.95% and VDIGX gained 75.41% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.28% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $220,252 which includes $700 cash and excludes $2,648 spent on fees and slippage.
18-HiD-LoV-9-4-2019
 iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 11.5%, and for the last 12 months is 1.8%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of iM-Best7(HiD-LoV) gained -1.27% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $121,840 which includes $18,658 cash and excludes $3,234 spent on fees and slippage.
29-im6-cap-strg-9-4-2019
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.7%, and for the last 12 months is -6.0%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.19% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $151,747 which includes $1,337 cash and excludes $1,037 spent on fees and slippage.
7-USMVtrade-9-4-20197-1.USMVtrade-9-4-2019
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 19.4%, and for the last 12 months is 2.8%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Since inception, on 6/30/2014, the model gained 104.80% while the benchmark SPY gained 63.95% and the ETF USMV gained 89.78% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.45% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $204,801 which includes $1,359 cash and excludes $5,768 spent on fees and slippage.
13-MinVolUSMVInv-9-4-201913-1.MinVolUSMVInv-9-4-2019
 iM Min Volatility (USMV) Investor: The model’s out of sample performance YTD is 23.7%, and for the last 12 months is 13.6%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Since inception, on 1/3/2013, the model gained 255.57% while the benchmark SPY gained 126.32% and the ETF USMV gained 146.40% over the same period. Over the previous week the market value of iM Min Volatility (USMV) Investor gained 1.23% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $355,571 which includes $1,192 cash and excludes $2,152 spent on fees and slippage.
3-Short-9-4-2019
 iM-Best(Short): The model’s out of sample performance YTD is -6.8%, and for the last 12 months is -3.8%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of iM-Best(Short) gained 2.13% at a time when SPY gained 0.95%. Over the period 1/2/2009 to 9/3/2019 the starting capital of $100,000 would have grown to $82,987 which includes $82,987 cash and excludes $26,242 spent on fees and slippage.
25-Best2MCsETF-9-4-2019
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 5.4%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.17% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $120,667 which includes $70 cash and excludes $673 spent on fees and slippage.
26-Best4MCsVang-9-4-2019
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 15.3%, and for the last 12 months is 10.3%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.63% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $124,562 which includes $1,069 cash and excludes $00 spent on fees and slippage.
21-imc-sh-rsp-9-4-2019
 iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 14.9%, and for the last 12 months is -0.5%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 1.07% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $138,018 which includes $5,737 cash and excludes $513 spent on fees and slippage.
20-imc-spy-ief-9-4-2019
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 10.2%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.53% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $155,711 which includes -$2,162 cash and excludes $3,090 spent on fees and slippage.
12-vix-zif-9-4-2019
 iM-VIX Timer with ZIV: The model’s out of sample performance YTD is -6.7%, and for the last 12 months is -31.3%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 0.51% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $168,733 which includes $2,761 cash and excludes $7,101 spent on fees and slippage.
22-imc-gld-stk-bnd-9-4-2019
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 14.4%, and for the last 12 months is 6.2%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.59% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,543 which includes -$1,119 cash and excludes $3,140 spent on fees and slippage.
23-iM-lo-turn-over-9-4-2019
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 11.1%, and for the last 12 months is 1.4%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.63% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $107,040 which includes -$760 cash and excludes $1,102 spent on fees and slippage.
28-im-min-dd-9-4-2019
 iM-Min Drawdown Combo: The model’s out of sample performance YTD is 12.7%, and for the last 12 months is 3.2%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.13% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $114,975 which includes $6,636 cash and excludes $1,214 spent on fees and slippage.
27-im-5etf-trader-9-4-2019
 iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 6.3%, and for the last 12 months is -24.0%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 0.58% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $147,246 which includes -$1,893 cash and excludes $3,215 spent on fees and slippage.
24-im-std-5etf-trader-9-4-2019
 iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 7.9%, and for the last 12 months is -6.9%. Over the same period the benchmark SPY performance was 17.4% and 2.1% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.50% at a time when SPY gained 0.95%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $126,523 which includes -$310 cash and excludes $2,974 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