Home › pmp › pmp SPY-SH › iM-Best Reports – 5/10/21

iM-Best Reports – 5/10/21

Performance-wk-5-11-2021 Performance-mth-5-11-2021 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-6040-5-11-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 23.3%. Over the same period the benchmark E60B40 performance was 6.0% and 25.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.11% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $148,198 which includes $69 cash and excludes $1,784 spent on fees and slippage.
31-im-fs-7030-5-11-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 8.4%, and for the last 12 months is 25.9%. Over the same period the benchmark E60B40 performance was 6.0% and 25.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.23% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $151,973 which includes $1,475 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-5-11-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 9.4%, and for the last 12 months is 28.4%. Over the same period the benchmark E60B40 performance was 6.0% and 25.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.36% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $155,648 which includes $1,631 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-5-11-2021 18-1.5HedgeFundSelect-5-11-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 403.67% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -4.93% at a time when SPY gained -0.06%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $125,918 which includes -$4,773 cash and excludes $1,331 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-5-11-2021 10-1.iM-10LargeHedgeFundSelect-5-11-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 364.07% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -5.32% at a time when SPY gained -0.06%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $116,017 which includes $686 cash and excludes $768 spent on fees and slippage.
38-iM-Top5QQQSelect-5-11-202138-1.iM-Top5QQQSelect-5-11-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 472.06% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $572,839 which includes $1,458 cash and excludes $7,524 spent on fees and slippage.
37-iM-Top5XLBSelect-5-11-202137-1.iM-Top5XLBSelect-5-11-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 140.29% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $240,294 which includes -$337 cash and excludes $6,088 spent on fees and slippage.
35-iM-Top5XLISelect-5-11-202135-1.iM-Top5XLISelect-5-11-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 287.38% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $387,377 which includes $802 cash and excludes $3,426 spent on fees and slippage.
27-iM-Top5XLKSelect-5-11-202127-1.iM-Top5XLKSelect-5-11-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 450.42% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $550,425 which includes $4,109 cash and excludes $1,573 spent on fees and slippage.
28-iM-Top5XLPSelect-5-11-202128-1.iM-Top5XLPSelect-5-11-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 201.13% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 3.25% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $301,126 which includes -$646 cash and excludes $1,391 spent on fees and slippage.
33-iM-Top5XLVSelect-5-11-202133-1.iM-Top5XLVSelect-5-11-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 300.82% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $400,816 which includes $1,096 cash and excludes $5,075 spent on fees and slippage.
34-iM-Top5XLUSelect-5-11-202134-1.iM-Top5XLUSelect-5-11-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 99.77% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $199,772 which includes $321 cash and excludes $7,128 spent on fees and slippage.
36-iM-Top5XLYSelect-5-11-202136-1.iM-Top5XLYSelect-5-11-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 233.04% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $333,037 which includes $73 cash and excludes $2,760 spent on fees and slippage.
39-Top5SeasonalCombo-5-11-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 18.85% while the benchmark SPY gained 17.59% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.29% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $118,891 which includes $1,636 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-5-11-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 23.4%, and for the last 12 months is 78.0%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 4.27% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $417,959 which includes $2,180 cash and excludes $6,667 spent on fees and slippage.
16-GoldMomentum-5-11-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 25.0%, and for the last 12 months is 45.4%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.58% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$18 which includes $66,124 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-5-11-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 43.9%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $289,834 which includes $3,127 cash and excludes $773 spent on fees and slippage.
1-SPY-SH-5-11-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 12.1%, and for the last 12 months is 43.1%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $742,436 which includes $5,608 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-5-11-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 5.0%, and for the last 12 months is 33.6%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.92% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $180,373 which includes $533 cash and excludes $6,912 spent on fees and slippage.
15-Combo5-5-11-2021
 iM-Combo5: The model’s out of sample performance YTD is 8.5%, and for the last 12 months is 50.3%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-Combo5 gained -1.82% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $192,731 which includes $1,174 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-5-11-20218-1.VDIGXtrade-5-11-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 11.9%, and for the last 12 months is 30.0%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Since inception, on 7/1/2014, the model gained 203.01% while the benchmark SPY gained 143.17% and VDIGX gained 135.43% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.74% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $303,015 which includes $347 cash and excludes $3,880 spent on fees and slippage.
29-im6-cap-strg-5-11-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 17.0%, and for the last 12 months is 66.0%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.96% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $220,008 which includes $37,625 cash and excludes $1,764 spent on fees and slippage.
7-USMVtrade-5-11-20217-1.USMVtrade-5-11-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 31.3%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Since inception, on 6/30/2014, the model gained 155.17% while the benchmark SPY gained 143.17% and the ETF USMV gained 124.65% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $255,171 which includes $1,776 cash and excludes $7,285 spent on fees and slippage.
13-MinVolUSMVInv-5-11-2021 13-1.MinVolUSMVInv-5-11-2021
 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 65.7%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Since inception, on 1/3/2013, the model gained 450.07% while the benchmark SPY gained 235.67% and the ETF USMV gained 235.67% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.49% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $550,065 which includes $446 cash and excludes $4,708 spent on fees and slippage.
5-bnd-mkt-trdr-5-11-2021
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 1.2%, and for the last 12 months is 14.3%. Over the same period the benchmark BND performance was -2.8% and 0.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.06% at a time when BND gained 0.01%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,444 which includes $6,069 cash and excludes $2,087 spent on fees and slippage.
4-ModSumYieldCurve-5-11-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 43.9%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $289,834 which includes $3,127 cash and excludes $773 spent on fees and slippage.
25-Best2MCsETF-5-11-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 6.9%, and for the last 12 months is 23.6%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.15% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $140,373 which includes $2,151 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-5-11-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 37.4%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.74% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,086 which includes $3,152 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-5-11-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 25.2%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $175,655 which includes $1,792 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-5-11-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 4.8%, and for the last 12 months is 28.1%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.59% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $174,152 which includes $734 cash and excludes $6,875 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