Home › pmp › pmp SPY-SH › iM-Best Reports – 1/19/21

iM-Best Reports – 1/19/21

Performance-wk-1-20-2021 Performance-mth-1-20-2021 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
30-im-fs-6040-1-20-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 1.3%, and for the last 12 months is 5.7%. Over the same period the benchmark E60B40 performance was 0.4% and 13.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.53% at a time when SPY gained 0.13%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $139,795 which includes $983 cash and excludes $1,783 spent on fees and slippage.
31-im-fs-7030-1-20-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 1.5%, and for the last 12 months is 4.8%. Over the same period the benchmark E60B40 performance was 0.4% and 13.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.50% at a time when SPY gained 0.13%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $142,315 which includes $881 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-1-20-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 1.7%, and for the last 12 months is 3.9%. Over the same period the benchmark E60B40 performance was 0.4% and 13.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.46% at a time when SPY gained 0.13%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $144,741 which includes $1,068 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-1-20-2021 18-1.5HedgeFundSelect-1-20-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 406.56% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.39% at a time when SPY gained -0.01%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $126,641 which includes $7,998 cash and excludes $1,216 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-1-20-2021 10-1.iM-10LargeHedgeFundSelect-1-20-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 377.91% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.83% at a time when SPY gained -0.01%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $119,478 which includes $112 cash and excludes $718 spent on fees and slippage.
38-iM-Top5QQQSelect-1-20-202138-1.iM-Top5QQQSelect-1-20-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 437.21% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.80% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $537,211 which includes $970 cash and excludes $6,189 spent on fees and slippage.
37-iM-Top5XLBSelect-1-20-202137-1.iM-Top5XLBSelect-1-20-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 86.39% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.80% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $186,389 which includes $679 cash and excludes $5,310 spent on fees and slippage.
35-iM-Top5XLISelect-1-20-202135-1.iM-Top5XLISelect-1-20-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 209.66% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.80% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $309,660 which includes $997 cash and excludes $3,244 spent on fees and slippage.
27-iM-Top5XLKSelect-1-20-202127-1.iM-Top5XLKSelect-1-20-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 395.44% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.80% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $495,437 which includes $1,611 cash and excludes $1,573 spent on fees and slippage.
28-iM-Top5XLPSelect-1-20-202128-1.iM-Top5XLPSelect-1-20-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 157.51% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.07% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $257,513 which includes $1,300 cash and excludes $1,132 spent on fees and slippage.
33-iM-Top5XLVSelect-1-20-202133-1.iM-Top5XLVSelect-1-20-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 291.51% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.80% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $391,507 which includes $2,311 cash and excludes $5,042 spent on fees and slippage.
34-iM-Top5XLUSelect-1-20-202134-1.iM-Top5XLUSelect-1-20-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 89.57% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.80% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $189,569 which includes $2,358 cash and excludes $6,620 spent on fees and slippage.
36-iM-Top5XLYSelect-1-20-202136-1.iM-Top5XLYSelect-1-20-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 170.21% while the benchmark SPY gained 104.56% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.80% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $270,213 which includes $924 cash and excludes $2,742 spent on fees and slippage.
39-Top5SeasonalCombo-1-20-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 4.87% while the benchmark SPY gained 6.19% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.71% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $104,872 which includes $1,315 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-1-20-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 36.0%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.73% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $350,885 which includes $1,646 cash and excludes $6,000 spent on fees and slippage.
16-GoldMomentum-1-20-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 4.0%, and for the last 12 months is 57.5%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 4.36% at a time when SPY gained -0.01%. 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-1-20-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 1.3%, and for the last 12 months is -8.2%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.01% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $670,915 which includes $3,355 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-1-20-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is -4.3%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.17% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $173,465 which includes $5,665 cash and excludes $6,682 spent on fees and slippage.
15-Combo5-1-20-2021
 iM-Combo5: The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of iM-Combo5 gained 0.11% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $179,651 which includes $1,212 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-1-20-20218-1.VDIGXtrade-1-20-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -1.6%, and for the last 12 months is 5.4%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Since inception, on 7/1/2014, the model gained 166.30% while the benchmark SPY gained 119.59% and VDIGX gained 104.21% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.71% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $266,304 which includes $477 cash and excludes $3,805 spent on fees and slippage.
29-im6-cap-strg-1-20-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.0%, and for the last 12 months is 2.1%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.59% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $188,008 which includes $32,769 cash and excludes $1,592 spent on fees and slippage.
7-USMVtrade-1-20-20217-1.USMVtrade-1-20-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.9%, and for the last 12 months is -5.2%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Since inception, on 6/30/2014, the model gained 128.59% while the benchmark SPY gained 119.59% and the ETF USMV gained 107.26% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.01% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $228,593 which includes $2,883 cash and excludes $7,158 spent on fees and slippage.
13-MinVolUSMVInv-1-20-2021 13-1.MinVolUSMVInv-1-20-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 19.2%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Since inception, on 1/3/2013, the model gained 352.83% while the benchmark SPY gained 203.12% and the ETF USMV gained 169.30% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.90% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $452,832 which includes $491 cash and excludes $3,625 spent on fees and slippage.
5-bnd-mkt-trdr-1-20-2021
 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 0.51% at a time when BND gained 0.33%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $148,816 which includes $4,060 cash and excludes $2,087 spent on fees and slippage.
3-Short-1-20-2021
 iM-Best(Short): The model’s out of sample performance YTD is -2.6%, and for the last 12 months is -19.5%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of iM-Best(Short) gained -3.46% at a time when SPY gained -0.01%. Over the period 1/2/2009 to 1/19/2021 the starting capital of $100,000 would have grown to $64,004 which includes $77,271 cash and excludes $29,985 spent on fees and slippage.
25-Best2MCsETF-1-20-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -1.7%, and for the last 12 months is 0.4%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.02% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,004 which includes $1,546 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-1-20-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 2.3%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.04% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $134,841 which includes $2,385 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-1-20-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 1.3%, and for the last 12 months is -5.7%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.01% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $158,778 which includes $1,260 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-1-20-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -2.9%, and for the last 12 months is 22.0%. Over the same period the benchmark SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.19% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $161,348 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
23-iM-lo-turn-over-1-20-2021
 iM-Low Turnover Composite Timer Combo: 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 SPY performance was 1.3% and 16.2% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.52% at a time when SPY gained -0.01%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $110,778 which includes $2,594 cash and excludes $2,292 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