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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 |
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iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -4.6%, and for the last 12 months is -0.7%. Over the same period the benchmark E60B40 performance was 3.2% and 9.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.14% at a time when SPY gained -0.29%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $123,536 which includes -$3,148 cash and excludes $1,528 spent on fees and slippage. |
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iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -6.4%, and for the last 12 months is -2.4%. Over the same period the benchmark E60B40 performance was 3.2% and 9.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.14% at a time when SPY gained -0.29%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $124,120 which includes -$3,995 cash and excludes $1,661 spent on fees and slippage. |
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iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -8.2%, and for the last 12 months is -4.2%. Over the same period the benchmark E60B40 performance was 3.2% and 9.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.14% at a time when SPY gained -0.29%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $124,629 which includes -$4,799 cash and excludes $1,786 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 313.46% while the benchmark SPY gained 68.69% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.87% at a time when SPY gained -0.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $103,401 which includes $1,124 cash and excludes $974 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -22.1%, and for the last 12 months is -15.8%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.73% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $551,930 which includes -$29,265 cash and excludes $25,091 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -17.8%, and for the last 12 months is -10.7%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.51% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $145,598 which includes $1,364 cash and excludes $6,458 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is -6.6%, and for the last 12 months is 0.9%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of iM-Combo5 gained -0.40% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $143,871 which includes $3,318 cash and excludes $0 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -3.1%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Since inception, on 7/1/2014, the model gained 137.10% while the benchmark SPY gained 81.08% and VDIGX gained 74.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.68% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $237,097 which includes $336 cash and excludes $3,626 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -17.2%, and for the last 12 months is -12.2%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.31% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $147,059 which includes $3,852 cash and excludes $1,245 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -14.0%, and for the last 12 months is -8.1%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Since inception, on 6/30/2014, the model gained 102.11% while the benchmark SPY gained 81.08% and the ETF USMV gained 84.51% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.35% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $202,107 which includes $189 cash and excludes $7,078 spent on fees and slippage. |
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iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is -6.5%, and for the last 12 months is -6.7%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Since inception, on 1/3/2013, the model gained 240.71% while the benchmark SPY gained 149.97% and the ETF USMV gained 139.71% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -2.21% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $341,113 which includes $961 cash and excludes $3,481 spent on fees and slippage. |
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iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -35.1%, and for the last 12 months is -36.4%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.82% at a time when BND gained 0.31%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $136,524 which includes $583 cash and excludes $2,087 spent on fees and slippage. |
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iM-Best(Short): The model’s out of sample performance YTD is -5.5%, and for the last 12 months is -3.4%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of iM-Best(Short) gained 0.59% at a time when SPY gained -0.70%. Over the period 1/2/2009 to 7/13/2020 the starting capital of $100,000 would have grown to $76,065 which includes $90,506 cash and excludes $28,110 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -5.9%, and for the last 12 months is -0.6%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -2.18% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $118,338 which includes $89 cash and excludes $1,134 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -9.4%, and for the last 12 months is -4.1%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.29% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $117,602 which includes $388 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is -24.0%, and for the last 12 months is -19.3%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained -1.65% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $116,592 which includes $3,624 cash and excludes $932 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -13.6%, and for the last 12 months is -11.9%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.43% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $141,153 which includes -$11,738 cash and excludes $3,692 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 10.0%, and for the last 12 months is 7.8%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.13% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $143,270 which includes $8,899 cash and excludes $4,898 spent on fees and slippage. |
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iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -10.3%, and for the last 12 months is -6.9%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.05% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $101,005 which includes $24,321 cash and excludes $1,949 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is -35.1%, and for the last 12 months is -36.4%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 0.36% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $102,127 which includes $7,954 cash and excludes $3,972 spent on fees and slippage. |
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iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is -21.6%, and for the last 12 months is -19.6%. Over the same period the benchmark SPY performance was -1.2% and 6.8% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.09% at a time when SPY gained -0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $106,466 which includes $9,337 cash and excludes $3,652 spent on fees and slippage. |
iM-Best Reports – 7/14/2020
Posted in pmp SPY-SH
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