Home › pmp › pmp SPY-SH › iM-Best Reports – 11/22/21

iM-Best Reports – 11/22/21

Performance-wk-11-23-2021 Performance-mth-11-23-2021 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-6040-11-23-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 17.1%, and for the last 12 months is 22.6%. Over the same period the benchmark E60B40 performance was 14.2% and 18.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.69% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $161,621 which includes $558 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-11-23-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 19.0%, and for the last 12 months is 25.2%. Over the same period the benchmark E60B40 performance was 14.2% and 18.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.66% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $166,840 which includes $55 cash and excludes $1,921 spent on fees and slippage.
32-im-fs-8020-11-23-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 20.8%, and for the last 12 months is 27.7%. Over the same period the benchmark E60B40 performance was 14.2% and 18.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.63% at a time when SPY gained 0.01%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $171,910 which includes $1,601 cash and excludes $2,047 spent on fees and slippage.
18-5HedgeFundSelect-11-23-2021 18-1.5HedgeFundSelect-11-23-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 476.99% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -2.62% at a time when SPY gained 0.03%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $144,247 which includes $2,060 cash and excludes $1,563 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-11-23-2021 10-1.iM-10LargeHedgeFundSelect-11-23-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 407.34% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -3.56% at a time when SPY gained 0.03%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $126,836 which includes $1,384 cash and excludes $979 spent on fees and slippage.
38-iM-Top5QQQSelect-11-23-202138-1.iM-Top5QQQSelect-11-23-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 573.19% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.84% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $673,194 which includes $295 cash and excludes $8,372 spent on fees and slippage.
37-iM-Top5XLBSelect-11-23-202137-1.iM-Top5XLBSelect-11-23-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 137.64% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.26% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $237,639 which includes $42 cash and excludes $7,048 spent on fees and slippage.
35-iM-Top5XLISelect-11-23-202135-1.iM-Top5XLISelect-11-23-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 287.76% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.83% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $387,762 which includes $1,227 cash and excludes $4,141 spent on fees and slippage.
27-iM-Top5XLKSelect-11-23-202127-1.iM-Top5XLKSelect-11-23-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 487.54% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -2.63% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $587,539 which includes $1,304 cash and excludes $1,675 spent on fees and slippage.
28-iM-Top5XLPSelect-11-23-202128-1.iM-Top5XLPSelect-11-23-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 187.61% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.13% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $287,610 which includes $991 cash and excludes $1,512 spent on fees and slippage.
33-iM-Top5XLVSelect-11-23-202133-1.iM-Top5XLVSelect-11-23-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 372.95% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.62% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $472,953 which includes $1,857 cash and excludes $5,880 spent on fees and slippage.
34-iM-Top5XLUSelect-11-23-202134-1.iM-Top5XLUSelect-11-23-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 109.21% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.05% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $209,214 which includes -$982 cash and excludes $8,159 spent on fees and slippage.
36-iM-Top5XLYSelect-11-23-202136-1.iM-Top5XLYSelect-11-23-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 270.00% while the benchmark SPY gained 155.07% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 3.58% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $370,002 which includes $750 cash and excludes $3,231 spent on fees and slippage.
39-Top5SeasonalCombo-11-23-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 27.95% while the benchmark SPY gained 32.41% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.93% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $127,947 which includes $1,952 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-11-23-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 22.7%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.86% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $387,587 which includes $2,344 cash and excludes $7,106 spent on fees and slippage.
16-GoldMomentum-11-23-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 28.9%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -1.85% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $06 which includes $73,732 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-11-23-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 18.9%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.13% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,141 which includes $4,038 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-11-23-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 26.0%, and for the last 12 months is 33.2%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.03% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $834,878 which includes $10,552 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-11-23-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 21.3%, and for the last 12 months is 30.8%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.45% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $208,338 which includes $3,258 cash and excludes $7,171 spent on fees and slippage.
15-Combo5-11-23-2021
 iM-Combo5: The model’s out of sample performance YTD is 28.6%, and for the last 12 months is 40.5%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of iM-Combo5 gained 0.63% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $228,467 which includes $380 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-11-23-20218-1.VDIGXtrade-11-23-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 14.6%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Since inception, on 7/1/2014, the model gained 210.23% while the benchmark SPY gained 173.81% and VDIGX gained 151.63% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.31% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $310,230 which includes $890 cash and excludes $4,175 spent on fees and slippage.
29-im6-cap-strg-11-23-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 9.7%, and for the last 12 months is 13.2%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.85% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $206,325 which includes $1,310 cash and excludes $1,899 spent on fees and slippage.
7-USMVtrade-11-23-20217-1.USMVtrade-11-23-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 11.4%, and for the last 12 months is 19.1%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Since inception, on 6/30/2014, the model gained 149.81% while the benchmark SPY gained 173.81% and the ETF USMV gained 140.40% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.39% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $249,809 which includes $219 cash and excludes $7,381 spent on fees and slippage.
13-MinVolUSMVInv-11-23-2021 13-1.MinVolUSMVInv-11-23-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 23.0%, and for the last 12 months is 29.1%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Since inception, on 1/3/2013, the model gained 455.06% while the benchmark SPY gained 277.96% and the ETF USMV gained 277.96% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -2.36% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $555,057 which includes $1,958 cash and excludes $5,028 spent on fees and slippage.
5-bnd-mkt-trdr-11-23-2021
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 3.5%. Over the same period the benchmark BND performance was -2.3% and -2.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.13% at a time when BND gained -0.02%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,359 which includes $309 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-11-23-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 18.9%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.13% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,141 which includes $4,038 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-11-23-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 12.4%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.75% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,476 which includes $3,479 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-11-23-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 19.4%, and for the last 12 months is 22.2%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.71% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $160,456 which includes $4,954 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-11-23-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 25.9%, and for the last 12 months is 33.0%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.03% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $197,467 which includes $2,958 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-11-23-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 1.4%, and for the last 12 months is 2.7%. Over the same period the benchmark SPY performance was 26.3% and 33.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -3.12% at a time when SPY gained 0.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $168,503 which includes $475 cash and excludes $7,877 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