iM-Best Reports – 12/21/2020

Performance-wk-12-22-2020 Performance-mth-12-22-2020 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 5.5%, and for the last 12 months is 5.7%. Over the same period the benchmark E60B40 performance was 14.2% and 14.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.13% at a time when SPY gained 0.76%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $136,646 which includes $638 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 4.6%, and for the last 12 months is 4.7%. Over the same period the benchmark E60B40 performance was 14.2% and 14.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.28% at a time when SPY gained 0.76%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $138,698 which includes $477 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 3.6%, and for the last 12 months is 3.8%. Over the same period the benchmark E60B40 performance was 14.2% and 14.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.43% at a time when SPY gained 0.76%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $140,658 which includes $605 cash and excludes $2,045 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-12-22-2020
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 398.47% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.52% at a time when SPY gained 1.31%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $124,617 which includes $11,468 cash and excludes $1,203 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-12-22-2020
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 371.07% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.90% at a time when SPY gained 1.31%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $117,767 which includes $115 cash and excludes $707 spent on fees and slippage.
38-iM-Top5QQQSelect-12-22-202038-1.iM-Top5QQQSelect-12-22-2020
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 374.08% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $474,076 which includes $1,099 cash and excludes $6,189 spent on fees and slippage.
37-iM-Top5XLBSelect-12-22-202037-1.iM-Top5XLBSelect-12-22-2020
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 80.29% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $180,288 which includes $1,013 cash and excludes $5,227 spent on fees and slippage.
35-iM-Top5XLISelect-12-22-202035-1.iM-Top5XLISelect-12-22-2020
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 204.79% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $304,787 which includes $1,930 cash and excludes $3,242 spent on fees and slippage.
27-iM-Top5XLKSelect-12-22-202027-1.iM-Top5XLKSelect-12-22-2020
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 379.55% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $479,552 which includes $900 cash and excludes $1,539 spent on fees and slippage.
28-iM-Top5XLPSelect-12-22-202028-1.iM-Top5XLPSelect-12-22-2020
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 161.18% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.46% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $261,902 which includes $1,165 cash and excludes $1,132 spent on fees and slippage.
33-iM-Top5XLVSelect-12-22-202033-1.iM-Top5XLVSelect-12-22-2020
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 261.08% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $361,080 which includes $1,448 cash and excludes $5,042 spent on fees and slippage.
34-iM-Top5XLUSelect-12-22-202034-1.iM-Top5XLUSelect-12-22-2020
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 90.69% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $190,689 which includes $2,358 cash and excludes $6,620 spent on fees and slippage.
36-iM-Top5XLYSelect-12-22-202036-1.iM-Top5XLYSelect-12-22-2020
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 158.17% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $258,171 which includes $924 cash and excludes $2,742 spent on fees and slippage.
39-Top5SeasonalCombo-12-22-2020
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 0.50% while the benchmark SPY gained 3.16% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.19% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $100,496 which includes $631 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-12-22-2020
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 33.5%, and for the last 12 months is 32.9%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.44% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $336,886 which includes $3,102 cash and excludes $5,896 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 68.9%, and for the last 12 months is 83.5%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 10.88% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $66,006 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-12-22-2020
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -8.0%, and for the last 12 months is -7.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.31% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $651,893 which includes $3,355 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-12-22-2020
iM-Combo3.R1: The model’s out of sample performance YTD is -5.0%, and for the last 12 months is -4.9%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.23% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $168,184 which includes $3,457 cash and excludes $6,679 spent on fees and slippage.
15-Combo5-12-22-2020
iM-Combo5: The model’s out of sample performance YTD is 12.8%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Combo5 gained 2.38% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $173,800 which includes $1,497 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-12-22-2020
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 9.6%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Since inception, on 7/1/2014, the model gained 168.36% while the benchmark SPY gained 113.33% and VDIGX gained 103.80% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.21% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $268,363 which includes $1,480 cash and excludes $3,800 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 5.4%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.64% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $187,354 which includes $31,622 cash and excludes $1,592 spent on fees and slippage.
RequireGold7-1.USMVtrade-12-22-2020
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -5.9%, and for the last 12 months is -5.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Since inception, on 6/30/2014, the model gained 120.96% while the benchmark SPY gained 113.33% and the ETF USMV gained 105.55% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.40% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $221,240 which includes $1,320 cash and excludes $7,158 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-12-22-2020
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 21.3%, and for the last 12 months is 21.0%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Since inception, on 1/3/2013, the model gained 341.86% while the benchmark SPY gained 194.48% and the ETF USMV gained 167.08% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.50% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $441,856 which includes $2,394 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 0.03% at a time when BND gained -0.05%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $147,175 which includes $4,060 cash and excludes $2,087 spent on fees and slippage.
3-Short-12-22-2020
iM-Best(Short): The model’s out of sample performance YTD is -17.8%, and for the last 12 months is -18.0%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Best(Short) gained -1.50% at a time when SPY gained 1.31%. Over the period 1/2/2009 to 12/21/2020 the starting capital of $100,000 would have grown to $66,118 which includes $117,305 cash and excludes $29,692 spent on fees and slippage.
25-Best2MCsETF-12-22-2020
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 3.1%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.66% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,716 which includes $1,546 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-12-22-2020
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 1.6%, and for the last 12 months is 2.0%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.23% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,767 which includes $1,662 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-12-22-2020
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -5.6%, and for the last 12 months is -5.2%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.31% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,290 which includes $1,260 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-12-22-2020
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 26.1%, and for the last 12 months is 25.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.33% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,186 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
23-iM-lo-turn-over-12-22-2020
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -3.0%, and for the last 12 months is -2.8%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 1.10% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $109,259 which includes $2,368 cash and excludes $2,292 spent on fees and slippage.
Posted in pmp SPY-SH

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