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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 |
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iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 23.5%. Over the same period the benchmark E60B40 performance was 11.6% and 19.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.08% at a time when SPY gained 0.08%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $156,182 which includes $1,313 cash and excludes $1,784 spent on fees and slippage. |
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iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 14.7%, and for the last 12 months is 26.5%. Over the same period the benchmark E60B40 performance was 11.6% and 19.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.05% at a time when SPY gained 0.08%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $160,738 which includes $883 cash and excludes $1,919 spent on fees and slippage. |
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iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 16.1%, and for the last 12 months is 29.4%. Over the same period the benchmark E60B40 performance was 11.6% and 19.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.02% at a time when SPY gained 0.08%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $165,185 which includes $859 cash and excludes $2,047 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 477.35% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.71% at a time when SPY gained 0.06%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $144,337 which includes $4,624 cash and excludes $1,499 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 434.02% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.25% at a time when SPY gained 0.06%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $133,504 which includes $335 cash and excludes $863 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 517.72% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.63% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $617,719 which includes $699 cash and excludes $7,786 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 131.63% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -2.10% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $231,630 which includes $282 cash and excludes $6,489 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 278.01% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.81% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $378,012 which includes $424 cash and excludes $3,628 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 495.84% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.47% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $595,841 which includes $3,247 cash and excludes $1,607 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 185.19% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.70% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $285,186 which includes $1,683 cash and excludes $1,391 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 384.76% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.63% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $484,759 which includes $915 cash and excludes $5,263 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 110.75% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.52% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $210,751 which includes $2,703 cash and excludes $7,691 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 224.11% while the benchmark SPY gained 143.21% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -2.67% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $324,107 which includes $1,257 cash and excludes $2,884 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 23.80% while the benchmark SPY gained 26.25% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.31% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $123,802 which includes $2,111 cash and excludes $00 spent on fees and slippage. |
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iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 18.0%, and for the last 12 months is 41.7%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.21% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $399,535 which includes $1,158 cash and excludes $6,710 spent on fees and slippage. |
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iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 28.8%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -6.36% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $60,326 which includes $69,932 cash and excludes Gain to date spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 15.7%, and for the last 12 months is 28.4%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.05% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $299,445 which includes $3,429 cash and excludes $862 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 20.2%, and for the last 12 months is 33.3%. Over the same period the benchmark SPY performance was 20.4% and 33.7% 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 $796,553 which includes $8,034 cash and excludes $25,118 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 14.1%, and for the last 12 months is 27.5%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.45% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $195,847 which includes $7,976 cash and excludes $7,039 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 20.7%, and for the last 12 months is 37.4%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of iM-Combo5 gained 0.69% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $214,316 which includes $1,581 cash and excludes $0 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 13.9%, and for the last 12 months is 21.1%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Since inception, on 7/1/2014, the model gained 208.24% while the benchmark SPY gained 161.08% and VDIGX gained 145.23% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.28% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $308,235 which includes $1,758 cash and excludes $3,890 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 23.1%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.49% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $211,758 which includes $2,133 cash and excludes $1,888 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 15.1%, and for the last 12 months is 21.9%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Since inception, on 6/30/2014, the model gained 158.17% while the benchmark SPY gained 161.08% and the ETF USMV gained 139.87% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.90% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $258,169 which includes $290 cash and excludes $7,357 spent on fees and slippage. |
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iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 25.7%, and for the last 12 months is 49.2%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Since inception, on 1/3/2013, the model gained 467.30% while the benchmark SPY gained 260.39% and the ETF USMV gained 260.39% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.95% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $567,297 which includes $618 cash and excludes $4,816 spent on fees and slippage. |
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iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 4.0%, and for the last 12 months is 9.3%. Over the same period the benchmark BND performance was -0.7% and -0.4% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.05% at a time when BND gained 0.09%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $154,699 which includes -$10 cash and excludes $2,147 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 15.7%, and for the last 12 months is 28.4%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.05% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $299,445 which includes $3,429 cash and excludes $862 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 11.9%, and for the last 12 months is 19.4%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.09% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,816 which includes $2,781 cash and excludes $1,386 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 16.8%, and for the last 12 months is 28.0%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.52% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $156,944 which includes $4,061 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 20.2%, and for the last 12 months is 33.4%. Over the same period the benchmark SPY performance was 20.4% and 33.7% 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 $188,424 which includes $2,364 cash and excludes $3,984 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -1.1%, and for the last 12 months is 10.3%. Over the same period the benchmark SPY performance was 20.4% and 33.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.08% at a time when SPY gained 0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,451 which includes -$1,665 cash and excludes $7,546 spent on fees and slippage. |
iM-Best Reports – 8/23/21
Posted in pmp SPY-SH
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