iM-Best Reports – 11/16/2020

Performance-wk-11-17-2020 Performance-mth-11-17-2020 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 2.4%, and for the last 12 months is 5.1%. Over the same period the benchmark E60B40 performance was 12.7% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.57% at a time when SPY gained 1.47%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $132,596 which includes $575 cash and excludes $1,783 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 1.3%, and for the last 12 months is 4.2%. Over the same period the benchmark E60B40 performance was 12.7% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.75% at a time when SPY gained 1.47%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $134,287 which includes $429 cash and excludes $1,918 spent on fees and slippage.
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 0.1%, and for the last 12 months is 3.3%. Over the same period the benchmark E60B40 performance was 12.7% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.93% at a time when SPY gained 1.47%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $135,893 which includes $573 cash and excludes $2,045 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-11-17-2020
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 352.34% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.54% at a time when SPY gained 2.26%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $113,086 which includes $7,623 cash and excludes $1,085 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-11-17-2020
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 323.66% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.30% at a time when SPY gained 2.26%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $105,916 which includes $250 cash and excludes $683 spent on fees and slippage.
RequireGold38-1.iM-Top5QQQSelect-11-17-2020
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 343.95% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 4.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $443,949 which includes $1,017 cash and excludes $5,754 spent on fees and slippage.
RequireSilver37-1.iM-Top5XLBSelect-11-17-2020
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 78.78% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 4.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $178,779 which includes $131 cash and excludes $4,984 spent on fees and slippage.
RequireSilver35-1.iM-Top5XLISelect-11-17-2020
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 211.33% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 4.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $311,326 which includes $1,134 cash and excludes $3,242 spent on fees and slippage.
RequireSilver27-1.iM-Top5XLKSelect-11-17-2020
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 334.74% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 4.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $434,742 which includes $327 cash and excludes $1,492 spent on fees and slippage.
RequireSilver28-1.iM-Top5XLPSelect-11-17-2020
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 156.46% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 3.76% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $256,464 which includes $563 cash and excludes $1,014 spent on fees and slippage.
RequireSilver33-1.iM-Top5XLVSelect-11-17-2020
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 253.47% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 4.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $353,474 which includes -$391 cash and excludes $5,024 spent on fees and slippage.
RequireSilver34-1.iM-Top5XLUSelect-11-17-2020
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 108.25% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 4.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $208,248 which includes $1,124 cash and excludes $6,431 spent on fees and slippage.
RequireSilver36-1.iM-Top5XLYSelect-11-17-2020
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 158.64% while the benchmark SPY gained 95.04% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 4.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $258,640 which includes -$69 cash and excludes $2,742 spent on fees and slippage.
RequireSilver
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 26.6%, and for the last 12 months is 27.1%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 5.15% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $318,935 which includes $2,434 cash and excludes $5,720 spent on fees and slippage.
RequireSilver
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 46.8%, and for the last 12 months is 82.6%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 2.09% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $34 which includes $66,006 cash and excludes Gain to date spent on fees and slippage.
RequireSilver
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -9.7%, and for the last 12 months is -6.3%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $639,781 which includes $570 cash and excludes $25,118 spent on fees and slippage.
RequireSilver
iM-Combo3.R1: The model’s out of sample performance YTD is -9.1%, and for the last 12 months is -7.1%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.28% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $160,974 which includes $4,862 cash and excludes $6,575 spent on fees and slippage.
RequireGold
iM-Combo5: The model’s out of sample performance YTD is 7.1%, and for the last 12 months is 10.4%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of iM-Combo5 gained 1.82% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $164,970 which includes $2,205 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-11-17-2020
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 9.3%, and for the last 12 months is 14.5%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Since inception, on 7/1/2014, the model gained 167.62% while the benchmark SPY gained 109.37% and VDIGX gained 103.37% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 3.30% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $267,622 which includes $1,537 cash and excludes $3,789 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 9.1%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 4.47% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $185,614 which includes $31,141 cash and excludes $1,592 spent on fees and slippage.
RequireGold7-1.USMVtrade-11-17-2020
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -7.6%, and for the last 12 months is -3.8%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Since inception, on 6/30/2014, the model gained 117.10% while the benchmark SPY gained 109.37% and the ETF USMV gained 106.27% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 4.19% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $217,095 which includes $498 cash and excludes $7,158 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-11-17-2020
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 21.1%, and for the last 12 months is 24.2%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Since inception, on 1/3/2013, the model gained 341.12% while the benchmark SPY gained 189.02% and the ETF USMV gained 168.01% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 3.34% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $441,123 which includes $127 cash and excludes $3,529 spent on fees and slippage.
RequireGold
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -36.6%, and for the last 12 months is -32.3%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.05% at a time when BND gained 0.30%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $145,269 which includes $2,899 cash and excludes $2,087 spent on fees and slippage.
RequireGold
iM-Best(Short): The model’s out of sample performance YTD is -13.5%, and for the last 12 months is -17.4%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of iM-Best(Short) gained -0.82% at a time when SPY gained 2.26%. Over the period 1/2/2009 to 11/16/2020 the starting capital of $100,000 would have grown to $69,338 which includes $112,831 cash and excludes $29,146 spent on fees and slippage.
RequireSilver
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 7.3%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 3.57% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,852 which includes $715 cash and excludes $1,386 spent on fees and slippage.
RequireSilver
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 6.9%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 3.83% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $135,051 which includes $1,053 cash and excludes $00 spent on fees and slippage.
RequireGold
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -7.3%, and for the last 12 months is -3.9%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 2.25% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $151,432 which includes $603 cash and excludes $3,984 spent on fees and slippage.
RequireGold
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 26.9%, and for the last 12 months is 29.8%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.05% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $165,190 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
RequireGold
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -3.6%, and for the last 12 months is -1.4%. Over the same period the benchmark SPY performance was 14.3% and 18.5% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 1.42% at a time when SPY gained 2.26%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $108,587 which includes -$319 cash and excludes $2,290 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