  |
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 2.3%, and for the last 12 months is 4.9%. Over the same period the benchmark E60B40 performance was 11.9% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.11% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $132,455 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 1.1%, and for the last 12 months is 4.0%. Over the same period the benchmark E60B40 performance was 11.9% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.19% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $134,028 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 -0.2%, and for the last 12 months is 3.1%. Over the same period the benchmark E60B40 performance was 11.9% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.28% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $135,514 which includes $573 cash and excludes $2,045 spent on fees and slippage. |
  |
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 362.89% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.33% at a time when SPY gained -1.41%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $115,722 which includes $12,749 cash and excludes $1,202 spent on fees and slippage. |
  |
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 332.32% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 2.04% at a time when SPY gained -1.41%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $108,095 which includes $132 cash and excludes $704 spent on fees and slippage. |
  |
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 354.63% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $454,635 which includes $1,309 cash and excludes $5,754 spent on fees and slippage. |
  |
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 77.91% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $177,910 which includes $178 cash and excludes $5,061 spent on fees and slippage. |
  |
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 209.10% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $309,103 which includes $1,592 cash and excludes $3,242 spent on fees and slippage. |
  |
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 333.82% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $433,818 which includes $799 cash and excludes $1,492 spent on fees and slippage. |
  |
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 157.94% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.58% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $257,940 which includes $563 cash and excludes $1,014 spent on fees and slippage. |
  |
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 248.01% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $348,011 which includes -$391 cash and excludes $5,024 spent on fees and slippage. |
  |
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 100.67% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $200,666 which includes $1,124 cash and excludes $6,431 spent on fees and slippage. |
  |
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 162.84% while the benchmark SPY gained 92.30% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $262,836 which includes $71 cash and excludes $2,742 spent on fees and slippage. |
 |
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 27.5%, and for the last 12 months is 31.8%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.73% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $321,256 which includes $2,700 cash and excludes $5,720 spent on fees and slippage. |
 |
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 40.2%, and for the last 12 months is 78.2%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -4.45% at a time when SPY gained -1.41%. 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. |
 |
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -11.0%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of Best(SPY-SH) gained -1.41% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $630,772 which includes $570 cash and excludes $25,118 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is -10.0%, and for the last 12 months is -8.1%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.96% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $159,433 which includes $3,099 cash and excludes $6,679 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 5.7%, and for the last 12 months is 9.2%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of iM-Combo5 gained -1.24% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $162,927 which includes $1,132 cash and excludes $0 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 7.6%, and for the last 12 months is 12.1%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Since inception, on 7/1/2014, the model gained 163.46% while the benchmark SPY gained 106.42% and VDIGX gained 100.33% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.55% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $263,461 which includes $1,996 cash and excludes $3,789 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 8.4%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.24% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $183,306 which includes $31,141 cash and excludes $1,592 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -9.8%, and for the last 12 months is -6.4%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Since inception, on 6/30/2014, the model gained 111.80% while the benchmark SPY gained 106.42% and the ETF USMV gained 102.06% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.44% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $211,802 which includes $556 cash and excludes $7,158 spent on fees and slippage. |
  |
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 19.4%, and for the last 12 months is 23.5%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Since inception, on 1/3/2013, the model gained 335.03% while the benchmark SPY gained 184.95% and the ETF USMV gained 162.54% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.38% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $435,034 which includes $264 cash and excludes $3,529 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 -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 0.15% at a time when BND gained 0.50%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $145,484 which includes $2,899 cash and excludes $2,087 spent on fees and slippage. |
 |
iM-Best(Short): The model’s out of sample performance YTD is -12.2%, and for the last 12 months is -15.0%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of iM-Best(Short) gained 1.43% at a time when SPY gained -1.41%. Over the period 1/2/2009 to 11/23/2020 the starting capital of $100,000 would have grown to $70,604 which includes $142,328 cash and excludes $29,266 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 1.8%, and for the last 12 months is 5.0%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -2.21% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $127,966 which includes $715 cash and excludes $1,386 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 1.7%, and for the last 12 months is 4.8%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -2.29% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,963 which includes $1,053 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -8.6%, and for the last 12 months is -5.0%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -1.40% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $149,306 which includes $603 cash and excludes $3,984 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 23.6%, and for the last 12 months is 26.7%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -2.54% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $160,988 which includes $13,893 cash and excludes $5,950 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -4.4%, and for the last 12 months is -2.4%. Over the same period the benchmark SPY performance was 12.7% and 17.2% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.91% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $107,601 which includes -$319 cash and excludes $2,290 spent on fees and slippage. |
iM-Best Reports – 11/23/2020
Posted in pmp SPY-SH
Leave a Reply
You must be logged in to post a comment.