  |
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 -8.3%, and for the last 12 months is 1.8%. Over the same period the benchmark E60B40 performance was -7.1% and 6.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -5.96% at a time when SPY gained -4.87%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $118,734 which includes -$3,773 cash and excludes $1,528 spent on fees and slippage. |
 |
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -10.1%, and for the last 12 months is 0.2%. Over the same period the benchmark E60B40 performance was -7.1% and 6.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -6.75% at a time when SPY gained -4.87%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $119,261 which includes -$4,628 cash and excludes $1,661 spent on fees and slippage. |
 |
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -11.8%, and for the last 12 months is -1.4%. Over the same period the benchmark E60B40 performance was -7.1% and 6.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -7.54% at a time when SPY gained -4.87%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $119,721 which includes -$5,438 cash and excludes $1,786 spent on fees and slippage. |
 |
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -13.7%, and for the last 12 months is 0.7%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of Best(SPY-SH) gained -7.48% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $611,629 which includes -$92,990 cash and excludes $23,940 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is -16.5%, and for the last 12 months is -5.4%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained -9.16% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $147,799 which includes -$5,359 cash and excludes $5,760 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is -11.5%, and for the last 12 months is 4.9%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of iM-Combo5 gained -7.64% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $136,371 which includes $693 cash and excludes $0 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -12.6%, and for the last 12 months is 8.7%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Since inception, on 7/1/2014, the model gained 114.01% while the benchmark SPY gained 56.12% and VDIGX gained 62.55% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -4.24% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $214,008 which includes $835 cash and excludes $2,871 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -18.3%, and for the last 12 months is -10.7%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -5.34% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $145,114 which includes $1,400 cash and excludes $1,124 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -11.7%, and for the last 12 months is 4.4%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Since inception, on 6/30/2014, the model gained 107.45% while the benchmark SPY gained 56.12% and the ETF USMV gained 81.12% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -4.93% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $207,451 which includes $1,110 cash and excludes $6,433 spent on fees and slippage. |
  |
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is -11.2%, and for the last 12 months is -0.4%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Since inception, on 1/3/2013, the model gained 223.29% while the benchmark SPY gained 115.50% and the ETF USMV gained 135.17% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -6.63% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $323,292 which includes $898 cash and excludes $2,955 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 -15.4%, and for the last 12 months is -7.0%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -8.25% at a time when BND gained 0.83%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $140,119 which includes $6,503 cash and excludes $1,985 spent on fees and slippage. |
 |
iM-Best(Short): The model’s out of sample performance YTD is 3.1%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of iM-Best(Short) gained 0.00% at a time when SPY gained -8.66%. Over the period 1/2/2009 to 3/9/2020 the starting capital of $100,000 would have grown to $82,940 which includes $82,940 cash and excludes $27,347 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -7.3%, and for the last 12 months is 5.0%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -3.70% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $116,574 which includes $24 cash and excludes $678 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -11.3%, and for the last 12 months is 0.0%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -6.16% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $115,018 which includes $202 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is -18.0%, and for the last 12 months is -5.7%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained -9.82% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,784 which includes $6,988 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -14.4%, and for the last 12 months is -4.2%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -8.34% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $139,845 which includes -$12,370 cash and excludes $3,692 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is -35.0%, and for the last 12 months is -36.3%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained -23.33% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $120,784 which includes -$470 cash and excludes $8,399 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 9.2%, and for the last 12 months is 21.6%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.62% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $142,244 which includes $124 cash and excludes $4,640 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -8.7%, and for the last 12 months is 2.2%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -5.47% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $102,838 which includes -$2,221 cash and excludes $1,920 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is -15.4%, and for the last 12 months is -7.0%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -9.61% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $133,063 which includes -$3,569 cash and excludes $3,808 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is -11.2%, and for the last 12 months is -1.3%. Over the same period the benchmark SPY performance was -14.8% and 1.8% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -7.62% at a time when SPY gained -8.66%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $120,661 which includes -$3,933 cash and excludes $3,539 spent on fees and slippage. |
iM-Best Reports – 3/9/2020
Posted in pmp SPY-SH
Leave a Reply
You must be logged in to post a comment.