Home › pmp › pmp SPY-SH › iM-Best Reports – 7/6/21

iM-Best Reports – 7/6/21

Performance-wk-7-7-2021 Performance-mth-7-7-2021 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-6040-7-7-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 10.0%, and for the last 12 months is 24.1%. Over the same period the benchmark E60B40 performance was 8.2% and 23.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.83% at a time when SPY gained 0.77%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $153,054 which includes $992 cash and excludes $1,784 spent on fees and slippage.
31-im-fs-7030-7-7-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 11.3%, and for the last 12 months is 27.0%. Over the same period the benchmark E60B40 performance was 8.2% and 23.9% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.91% at a time when SPY gained 0.77%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $157,351 which includes $638 cash and excludes $1,919 spent on fees and slippage.
32-im-fs-8020-7-7-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 29.8%. Over the same period the benchmark E60B40 performance was 8.2% and 23.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.98% at a time when SPY gained 0.77%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $161,543 which includes $692 cash and excludes $2,047 spent on fees and slippage.
18-5HedgeFundSelect-7-7-2021 18-1.5HedgeFundSelect-7-7-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 453.44% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.29% at a time when SPY gained 1.28%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $138,360 which includes -$777 cash and excludes $1,403 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-7-7-2021 10-1.iM-10LargeHedgeFundSelect-7-7-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 420.39% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.59% at a time when SPY gained 1.28%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $130,097 which includes $722 cash and excludes $812 spent on fees and slippage.
38-iM-Top5QQQSelect-7-7-202138-1.iM-Top5QQQSelect-7-7-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 516.55% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.94% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $616,547 which includes $3,301 cash and excludes $7,782 spent on fees and slippage.
37-iM-Top5XLBSelect-7-7-202137-1.iM-Top5XLBSelect-7-7-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 122.67% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.38% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $222,671 which includes $1,506 cash and excludes $6,303 spent on fees and slippage.
35-iM-Top5XLISelect-7-7-202135-1.iM-Top5XLISelect-7-7-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 272.52% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.12% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $372,522 which includes $2,887 cash and excludes $3,426 spent on fees and slippage.
27-iM-Top5XLKSelect-7-7-202127-1.iM-Top5XLKSelect-7-7-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 501.60% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.20% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $601,595 which includes $1,805 cash and excludes $1,607 spent on fees and slippage.
28-iM-Top5XLPSelect-7-7-202128-1.iM-Top5XLPSelect-7-7-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 186.88% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.01% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $286,879 which includes $302 cash and excludes $1,391 spent on fees and slippage.
33-iM-Top5XLVSelect-7-7-202133-1.iM-Top5XLVSelect-7-7-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 337.19% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.28% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $437,190 which includes $877 cash and excludes $5,263 spent on fees and slippage.
34-iM-Top5XLUSelect-7-7-202134-1.iM-Top5XLUSelect-7-7-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 91.94% while the benchmark SPY gained 135.42% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.07% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $191,939 which includes $649 cash and excludes $7,411 spent on fees and slippage.
36-iM-Top5XLYSelect-7-7-202136-1.iM-Top5XLYSelect-7-7-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 213.41% while the benchmark SPY gained 135.42% 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 1.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $313,412 which includes $1,075 cash and excludes $2,884 spent on fees and slippage.
39-Top5SeasonalCombo-7-7-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 21.21% while the benchmark SPY gained 22.21% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.21% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $121,211 which includes $2,114 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-7-7-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 18.4%, and for the last 12 months is 52.3%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.50% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $400,743 which includes $2,222 cash and excludes $6,696 spent on fees and slippage.
16-GoldMomentum-7-7-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 9.5%, and for the last 12 months is 25.1%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.06% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $01 which includes $66,124 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-7-7-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 38.1%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.02% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $296,232 which includes $3,237 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-7-7-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 16.4%, and for the last 12 months is 41.0%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.26% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $771,290 which includes $8,034 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-7-7-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 10.8%, and for the last 12 months is 31.4%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.56% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $190,174 which includes $5,316 cash and excludes $7,036 spent on fees and slippage.
15-Combo5-7-7-2021
 iM-Combo5: The model’s out of sample performance YTD is 17.5%, and for the last 12 months is 47.4%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of iM-Combo5 gained 1.88% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $208,621 which includes $3,348 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-7-7-20218-1.VDIGXtrade-7-7-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 10.8%, and for the last 12 months is 25.1%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Since inception, on 7/1/2014, the model gained 199.86% while the benchmark SPY gained 152.71% and VDIGX gained 136.02% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.22% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $299,865 which includes $1,008 cash and excludes $3,890 spent on fees and slippage.
29-im6-cap-strg-7-7-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 50.5%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.08% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $214,040 which includes $39,028 cash and excludes $1,764 spent on fees and slippage.
7-USMVtrade-7-7-20217-1.USMVtrade-7-7-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 24.2%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Since inception, on 6/30/2014, the model gained 152.44% while the benchmark SPY gained 152.71% and the ETF USMV gained 129.87% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.80% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $252,441 which includes $1,349 cash and excludes $7,328 spent on fees and slippage.
13-MinVolUSMVInv-7-7-2021 13-1.MinVolUSMVInv-7-7-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 21.5%, and for the last 12 months is 60.2%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Since inception, on 1/3/2013, the model gained 448.44% while the benchmark SPY gained 248.85% and the ETF USMV gained 248.85% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.66% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $548,437 which includes $2,858 cash and excludes $4,708 spent on fees and slippage.
5-bnd-mkt-trdr-7-7-2021
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 2.9%, and for the last 12 months is 12.0%. Over the same period the benchmark BND performance was -1.3% and -0.3% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.52% at a time when BND gained 0.65%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $153,020 which includes -$110 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-7-7-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 38.1%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.02% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $296,232 which includes $3,237 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-7-7-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 16.8%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.48% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $140,941 which includes $2,781 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-7-7-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 12.7%, and for the last 12 months is 27.7%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.07% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $151,462 which includes $4,061 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-7-7-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 16.4%, and for the last 12 months is 29.6%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.26% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,463 which includes $2,364 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-7-7-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 2.3%, and for the last 12 months is 18.5%. Over the same period the benchmark SPY performance was 16.6% and 40.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.96% at a time when SPY gained 1.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $170,070 which includes $133 cash and excludes $6,883 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