iM-Best Reports – 11/29/21

Performance-wk-11-30-2021 Performance-mth-11-30-2021 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-6040-11-30-2021
iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 16.5%, and for the last 12 months is 19.8%. Over the same period the benchmark E60B40 performance was 14.0% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.51% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $160,793 which includes $558 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-11-30-2021
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 18.3%, and for the last 12 months is 22.0%. Over the same period the benchmark E60B40 performance was 14.0% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.61% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $165,828 which includes $55 cash and excludes $1,921 spent on fees and slippage.
32-im-fs-8020-11-30-2021
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 20.0%, and for the last 12 months is 24.0%. Over the same period the benchmark E60B40 performance was 14.0% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.70% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $170,710 which includes $1,601 cash and excludes $2,047 spent on fees and slippage.
18-5HedgeFundSelect-11-30-2021 18-1.5HedgeFundSelect-11-30-2021
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 472.94% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.70% at a time when SPY gained -0.64%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $143,235 which includes $2,073 cash and excludes $1,563 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-11-30-2021 10-1.iM-10LargeHedgeFundSelect-11-30-2021
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 410.60% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.64% at a time when SPY gained -0.64%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $127,651 which includes $1,384 cash and excludes $979 spent on fees and slippage.
38-iM-Top5QQQSelect-11-30-202138-1.iM-Top5QQQSelect-11-30-2021
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 585.80% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.87% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $685,805 which includes $505 cash and excludes $8,372 spent on fees and slippage.
37-iM-Top5XLBSelect-11-30-202137-1.iM-Top5XLBSelect-11-30-2021
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 131.81% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -2.45% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $231,810 which includes $1,189 cash and excludes $7,048 spent on fees and slippage.
35-iM-Top5XLISelect-11-30-202135-1.iM-Top5XLISelect-11-30-2021
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 279.93% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -2.02% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $380,883 which includes $2,183 cash and excludes $4,141 spent on fees and slippage.
27-iM-Top5XLKSelect-11-30-202127-1.iM-Top5XLKSelect-11-30-2021
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 506.53% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.23% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $606,535 which includes $1,304 cash and excludes $1,675 spent on fees and slippage.
28-iM-Top5XLPSelect-11-30-202128-1.iM-Top5XLPSelect-11-30-2021
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 183.74% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.35% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $283,736 which includes $991 cash and excludes $1,512 spent on fees and slippage.
33-iM-Top5XLVSelect-11-30-202133-1.iM-Top5XLVSelect-11-30-2021
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 380.48% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.59% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $480,481 which includes $1,857 cash and excludes $5,880 spent on fees and slippage.
34-iM-Top5XLUSelect-11-30-202134-1.iM-Top5XLUSelect-11-30-2021
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 110.18% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.46% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $210,182 which includes -$982 cash and excludes $8,159 spent on fees and slippage.
36-iM-Top5XLYSelect-11-30-202136-1.iM-Top5XLYSelect-11-30-2021
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 251.43% while the benchmark SPY gained 153.45% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -5.02% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $351,615 which includes $934 cash and excludes $3,231 spent on fees and slippage.
39-Top5SeasonalCombo-11-30-2021
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 25.40% while the benchmark SPY gained 31.57% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -1.99% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $125,493 which includes $2,197 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-11-30-2021
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 14.7%, and for the last 12 months is 18.9%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.20% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $388,674 which includes $3,141 cash and excludes $7,106 spent on fees and slippage.
16-GoldMomentum-11-30-2021
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 10.5%, and for the last 12 months is 28.1%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.37% at a time when SPY gained -0.64%. 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-11-30-2021
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 13.6%, and for the last 12 months is 17.3%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.94% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $293,885 which includes $4,038 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-11-30-2021
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 25.2%, and for the last 12 months is 29.3%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.63% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $829,642 which includes $10,552 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-11-30-2021
iM-Combo3.R1: The model’s out of sample performance YTD is 20.6%, and for the last 12 months is 26.8%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.60% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $207,097 which includes $6,000 cash and excludes $7,307 spent on fees and slippage.
15-Combo5-11-30-2021
iM-Combo5: The model’s out of sample performance YTD is 28.0%, and for the last 12 months is 35.5%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of iM-Combo5 gained -0.51% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $227,300 which includes $3,249 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-11-30-20218-1.VDIGXtrade-11-30-2021
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 14.8%, and for the last 12 months is 16.1%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Since inception, on 7/1/2014, the model gained 210.75% while the benchmark SPY gained 172.07% and VDIGX gained 148.37% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $310,753 which includes $890 cash and excludes $4,175 spent on fees and slippage.
29-im6-cap-strg-11-30-2021
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 8.3%, and for the last 12 months is 11.6%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.29% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $204,202 which includes $1,841 cash and excludes $1,899 spent on fees and slippage.
7-USMVtrade-11-30-20217-1.USMVtrade-11-30-2021
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 10.9%, and for the last 12 months is 16.8%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Since inception, on 6/30/2014, the model gained 148.66% while the benchmark SPY gained 172.07% and the ETF USMV gained 140.37% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.46% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $248,857 which includes $419 cash and excludes $7,381 spent on fees and slippage.
13-MinVolUSMVInv-11-30-2021 13-1.MinVolUSMVInv-11-30-2021
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 21.6%, and for the last 12 months is 25.2%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Since inception, on 1/3/2013, the model gained 448.78% while the benchmark SPY gained 275.57% and the ETF USMV gained 275.57% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.13% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $549,420 which includes $3,060 cash and excludes $5,028 spent on fees and slippage.
5-bnd-mkt-trdr-11-30-2021
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 3.9%. Over the same period the benchmark BND performance was -1.7% and -1.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.95% at a time when BND gained 0.53%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $151,794 which includes $309 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-11-30-2021
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 13.6%, and for the last 12 months is 17.3%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.94% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $293,885 which includes $4,038 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-11-30-2021
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 14.0%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.32% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,006 which includes $3,479 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-11-30-2021
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 18.6%, and for the last 12 months is 19.9%. Over the same period the benchmark SPY performance was 25.5% and 29.6% 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 -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,313 which includes $4,954 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-11-30-2021
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 25.2%, and for the last 12 months is 29.2%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.63% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $196,232 which includes $2,958 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-11-30-2021
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 0.1%, and for the last 12 months is 5.9%. Over the same period the benchmark SPY performance was 25.5% and 29.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.21% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $166,469 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