iM-Best Reports – 11/9/2020

Performance-wk-11-10-2020 Performance-mth-11-10-2020 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 0.8%, and for the last 12 months is 4.1%. Over the same period the benchmark E60B40 performance was 11.0% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 4.23% at a time when SPY gained 4.41%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $130,553 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 -0.5%, and for the last 12 months is 3.1%. Over the same period the benchmark E60B40 performance was 11.0% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 5.04% at a time when SPY gained 4.41%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $131,977 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 -1.8%, and for the last 12 months is 2.1%. Over the same period the benchmark E60B40 performance was 11.0% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 5.84% at a time when SPY gained 4.41%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $133,317 which includes $573 cash and excludes $2,045 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-11-10-2020
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 345.47% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 4.97% at a time when SPY gained 7.38%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $111,368 which includes $7,543 cash and excludes $1,082 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-11-10-2020
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 324.93% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 5.43% at a time when SPY gained 7.38%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $106,231 which includes $250 cash and excludes $683 spent on fees and slippage.
RequireSilver
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 73.77% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 8.59% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $173,768 which includes $131 cash and excludes $4,984 spent on fees and slippage.
RequireSilver
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 201.15% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 8.59% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $301,153 which includes $494 cash and excludes $3,101 spent on fees and slippage.
RequireSilver
iM-Top5(XLK)Select: Since inception, on 1/8/2016, the model gained 317.81% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 8.59% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/8/2016 would have grown to $417,810 which includes $205 cash and excludes $1,492 spent on fees and slippage.
RequireSilver
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 147.17% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.18% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $247,171 which includes $563 cash and excludes $1,014 spent on fees and slippage.
RequireSilver
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 245.41% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 3.65% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $345,413 which includes -$391 cash and excludes $5,024 spent on fees and slippage.
RequireSilver
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 103.82% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.47% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $204,155 which includes $773 cash and excludes $6,431 spent on fees and slippage.
RequireSilver
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 145.20% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -2.51% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $245,200 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 20.4%, and for the last 12 months is 20.9%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 2.31% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $303,327 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 43.8%, and for the last 12 months is 80.8%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 7.36% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$1,187 which includes $66,004 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 -11.7%, and for the last 12 months is -7.6%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $625,659 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 -10.2%, and for the last 12 months is -7.2%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained 4.93% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $158,938 which includes $4,735 cash and excludes $6,570 spent on fees and slippage.
RequireGold
iM-Combo5: The model’s out of sample performance YTD is 5.1%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Combo5 gained 7.34% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $162,022 which includes $4,247 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-11-10-2020
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 13.0%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Since inception, on 7/1/2014, the model gained 159.07% while the benchmark SPY gained 104.75% and VDIGX gained 93.68% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 5.06% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $259,071 which includes $1,401 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 0.0%, and for the last 12 months is 5.4%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 5.36% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $177,671 which includes $31,141 cash and excludes $1,592 spent on fees and slippage.
RequireGold7-1.USMVtrade-11-10-2020
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -11.3%, and for the last 12 months is -6.4%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Since inception, on 6/30/2014, the model gained 108.37% while the benchmark SPY gained 104.75% and the ETF USMV gained 101.72% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 4.12% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $208,370 which includes $498 cash and excludes $7,158 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-11-10-2020
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 17.2%, and for the last 12 months is 20.9%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Since inception, on 1/3/2013, the model gained 326.86% while the benchmark SPY gained 182.63% and the ETF USMV gained 162.10% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 10.52% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $426,858 which includes $4,759 cash and excludes $3,495 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 2.53% at a time when BND gained 0.07%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $145,202 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 -12.8%, and for the last 12 months is -17.6%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Best(Short) gained -8.03% at a time when SPY gained 7.38%. Over the period 1/2/2009 to 11/9/2020 the starting capital of $100,000 would have grown to $70,182 which includes $111,289 cash and excludes $29,057 spent on fees and slippage.
RequireSilver
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 0.5%, and for the last 12 months is 4.7%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 4.16% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,344 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 0.3%, and for the last 12 months is 4.1%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 4.52% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,073 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 -9.3%, and for the last 12 months is -5.1%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 7.35% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,100 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 25.5%, and for the last 12 months is 29.9%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 12.45% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,466 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 -4.9%, and for the last 12 months is -2.2%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 5.12% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $107,067 which includes $1,953 cash and excludes $2,220 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