Home › pmp › pmp SPY-SH › iM-Best Reports – 12/14/21

iM-Best Reports – 12/14/21

Performance-wk-12-14-2021 Performance-mth-12-14-2021 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-6040-12-14-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 16.0%, and for the last 12 months is 18.3%. Over the same period the benchmark E60B40 performance was 14.4% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.77% at a time when SPY gained 0.98%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $160,139 which includes $637 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-12-14-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 17.8%, and for the last 12 months is 20.4%. Over the same period the benchmark E60B40 performance was 14.4% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.92% at a time when SPY gained 0.98%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $165,171 which includes $116 cash and excludes $1,921 spent on fees and slippage.
32-im-fs-8020-12-14-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 19.5%, and for the last 12 months is 22.3%. Over the same period the benchmark E60B40 performance was 14.4% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.07% at a time when SPY gained 0.98%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $170,062 which includes $1,640 cash and excludes $2,047 spent on fees and slippage.
18-5HedgeFundSelect-12-14-2021 18-1.5HedgeFundSelect-12-14-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 442.31% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.06% at a time when SPY gained 1.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $135,577 which includes $2,101 cash and excludes $1,563 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-12-14-2021 10-1.iM-10LargeHedgeFundSelect-12-14-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 364.45% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.32% at a time when SPY gained 1.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $116,112 which includes $3,263 cash and excludes $981 spent on fees and slippage.
38-iM-Top5QQQSelect-12-14-202138-1.iM-Top5QQQSelect-12-14-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 591.46% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.70% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $691,747 which includes $796 cash and excludes $8,372 spent on fees and slippage.
37-iM-Top5XLBSelect-12-14-202137-1.iM-Top5XLBSelect-12-14-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 129.08% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.53% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $229,076 which includes $1,189 cash and excludes $7,048 spent on fees and slippage.
35-iM-Top5XLISelect-12-14-202135-1.iM-Top5XLISelect-12-14-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 288.32% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.11% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $388,320 which includes $2,183 cash and excludes $4,141 spent on fees and slippage.
27-iM-Top5XLKSelect-12-14-202127-1.iM-Top5XLKSelect-12-14-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 513.83% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 1.96% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $614,118 which includes $1,593 cash and excludes $1,675 spent on fees and slippage.
28-iM-Top5XLPSelect-12-14-202128-1.iM-Top5XLPSelect-12-14-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 188.19% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.39% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $288,188 which includes $167 cash and excludes $1,529 spent on fees and slippage.
33-iM-Top5XLVSelect-12-14-202133-1.iM-Top5XLVSelect-12-14-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 386.28% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.89% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $487,223 which includes -$2,314 cash and excludes $6,129 spent on fees and slippage.
34-iM-Top5XLUSelect-12-14-202134-1.iM-Top5XLUSelect-12-14-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 114.85% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.42% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $214,854 which includes -$655 cash and excludes $8,159 spent on fees and slippage.
36-iM-Top5XLYSelect-12-14-202136-1.iM-Top5XLYSelect-12-14-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 246.39% while the benchmark SPY gained 154.53% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.02% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $346,387 which includes $5,930 cash and excludes $3,379 spent on fees and slippage.
39-Top5SeasonalCombo-12-14-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 25.45% while the benchmark SPY gained 32.13% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.59% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $125,516 which includes $2,736 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-12-14-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 14.6%, and for the last 12 months is 15.2%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.31% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $388,034 which includes $1,081 cash and excludes $7,202 spent on fees and slippage.
16-GoldMomentum-12-14-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 5.5%, and for the last 12 months is 17.2%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -8.03% at a time when SPY gained 1.70%. 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-12-14-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 14.4%, and for the last 12 months is 17.3%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.09% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $296,070 which includes $4,259 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-12-14-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 25.8%, and for the last 12 months is 28.9%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.67% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $833,115 which includes $10,552 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-12-14-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 21.6%, and for the last 12 months is 26.5%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.67% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $208,781 which includes $6,179 cash and excludes $7,312 spent on fees and slippage.
15-Combo5-12-14-2021
 iM-Combo5: The model’s out of sample performance YTD is 26.6%, and for the last 12 months is 32.5%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of iM-Combo5 gained 0.88% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $224,939 which includes $4,507 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-14-20218-1.VDIGXtrade-12-14-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 16.6%, and for the last 12 months is 17.9%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Since inception, on 7/1/2014, the model gained 215.71% while the benchmark SPY gained 173.22% and VDIGX gained 155.53% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.33% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $315,711 which includes $1,158 cash and excludes $4,175 spent on fees and slippage.
29-im6-cap-strg-12-14-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 12.1%, and for the last 12 months is 12.7%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.98% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $210,778 which includes $1,841 cash and excludes $1,899 spent on fees and slippage.
7-USMVtrade-12-14-20217-1.USMVtrade-12-14-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 15.1%, and for the last 12 months is 17.1%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Since inception, on 6/30/2014, the model gained 158.10% while the benchmark SPY gained 173.22% and the ETF USMV gained 144.77% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.80% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $258,306 which includes $622 cash and excludes $7,381 spent on fees and slippage.
13-MinVolUSMVInv-12-14-2021 13-1.MinVolUSMVInv-12-14-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 21.9%, and for the last 12 months is 26.3%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Since inception, on 1/3/2013, the model gained 450.29% while the benchmark SPY gained 277.15% and the ETF USMV gained 277.15% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.63% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $550,295 which includes $3,551 cash and excludes $5,028 spent on fees and slippage.
5-bnd-mkt-trdr-12-14-2021
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 2.8%, and for the last 12 months is 4.0%. Over the same period the benchmark BND performance was -1.5% and -1.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.09% at a time when BND gained -0.11%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $152,936 which includes $424 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-12-14-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 14.4%, and for the last 12 months is 17.3%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.09% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $296,070 which includes $4,259 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-12-14-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 15.2%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.67% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $151,264 which includes $3,718 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-12-14-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 21.1%, and for the last 12 months is 23.1%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.67% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $162,783 which includes $4,954 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-12-14-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 25.7%, and for the last 12 months is 28.8%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.67% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $197,051 which includes $2,958 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-12-14-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 3.4%. Over the same period the benchmark SPY performance was 26.0% and 29.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.48% at a time when SPY gained 1.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $166,804 which includes $69 cash and excludes $7,878 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