Home › pmp › pmp SPY-SH › iM-Best Reports – 8/30/21

iM-Best Reports – 8/30/21

Performance-wk-8-31-2021 Performance-mth-8-31-2021 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-6040-8-31-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 22.5%. Over the same period the benchmark E60B40 performance was 12.4% and 18.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.17% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $158,013 which includes $1,313 cash and excludes $1,784 spent on fees and slippage.
31-im-fs-7030-8-31-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 16.1%, and for the last 12 months is 25.2%. Over the same period the benchmark E60B40 performance was 12.4% and 18.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.24% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $162,730 which includes $883 cash and excludes $1,919 spent on fees and slippage.
32-im-fs-8020-8-31-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 17.6%, and for the last 12 months is 27.8%. Over the same period the benchmark E60B40 performance was 12.4% and 18.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.30% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $167,334 which includes $859 cash and excludes $2,047 spent on fees and slippage.
18-5HedgeFundSelect-8-31-2021 18-1.5HedgeFundSelect-8-31-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 492.48% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.62% at a time when SPY gained 1.11%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $148,120 which includes $4,637 cash and excludes $1,499 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-8-31-2021 10-1.iM-10LargeHedgeFundSelect-8-31-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 437.46% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.64% at a time when SPY gained 1.11%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $134,364 which includes $356 cash and excludes $863 spent on fees and slippage.
38-iM-Top5QQQSelect-8-31-202138-1.iM-Top5QQQSelect-8-31-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 537.45% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.19% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $637,452 which includes -$855 cash and excludes $8,069 spent on fees and slippage.
37-iM-Top5XLBSelect-8-31-202137-1.iM-Top5XLBSelect-8-31-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 138.25% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.86% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $238,254 which includes $656 cash and excludes $6,509 spent on fees and slippage.
35-iM-Top5XLISelect-8-31-202135-1.iM-Top5XLISelect-8-31-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 282.77% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.26% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $383,296 which includes $1,284 cash and excludes $3,628 spent on fees and slippage.
27-iM-Top5XLKSelect-8-31-202127-1.iM-Top5XLKSelect-8-31-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 514.80% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.18% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $614,804 which includes $3,247 cash and excludes $1,607 spent on fees and slippage.
28-iM-Top5XLPSelect-8-31-202128-1.iM-Top5XLPSelect-8-31-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 184.81% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.13% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $284,805 which includes $9 cash and excludes $1,393 spent on fees and slippage.
33-iM-Top5XLVSelect-8-31-202133-1.iM-Top5XLVSelect-8-31-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 396.57% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.44% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $496,575 which includes $915 cash and excludes $5,263 spent on fees and slippage.
34-iM-Top5XLUSelect-8-31-202134-1.iM-Top5XLUSelect-8-31-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 108.29% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.17% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $208,285 which includes $2,703 cash and excludes $7,691 spent on fees and slippage.
36-iM-Top5XLYSelect-8-31-202136-1.iM-Top5XLYSelect-8-31-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 232.78% while the benchmark SPY gained 145.92% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.68% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $332,943 which includes $525 cash and excludes $3,034 spent on fees and slippage.
39-Top5SeasonalCombo-8-31-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 25.36% while the benchmark SPY gained 27.66% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.26% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $125,362 which includes $1,848 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-8-31-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 20.7%, and for the last 12 months is 38.7%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 2.25% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $408,512 which includes $1,616 cash and excludes $6,710 spent on fees and slippage.
16-GoldMomentum-8-31-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 2.7%, and for the last 12 months is 20.1%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.45% at a time when SPY gained 1.11%. 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.
4-ModSumYieldCurve-8-31-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 15.6%, and for the last 12 months is 24.2%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.14% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $299,017 which includes $3,429 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-8-31-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 21.6%, and for the last 12 months is 30.3%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.10% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $805,315 which includes $8,034 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-8-31-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 14.8%, and for the last 12 months is 25.4%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.65% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $197,122 which includes $3,592 cash and excludes $7,165 spent on fees and slippage.
15-Combo5-8-31-2021
 iM-Combo5: The model’s out of sample performance YTD is 22.1%, and for the last 12 months is 34.1%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of iM-Combo5 gained 1.20% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $216,878 which includes $1,805 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-8-31-20218-1.VDIGXtrade-8-31-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 18.6%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Since inception, on 7/1/2014, the model gained 209.94% while the benchmark SPY gained 163.98% and VDIGX gained 145.17% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.55% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $310,144 which includes $1,025 cash and excludes $3,954 spent on fees and slippage.
29-im6-cap-strg-8-31-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 13.7%, and for the last 12 months is 21.6%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.95% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $214,027 which includes $2,380 cash and excludes $1,888 spent on fees and slippage.
7-USMVtrade-8-31-20217-1.USMVtrade-8-31-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 15.6%, and for the last 12 months is 20.1%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Since inception, on 6/30/2014, the model gained 159.24% while the benchmark SPY gained 163.98% and the ETF USMV gained 139.84% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.41% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $259,448 which includes $503 cash and excludes $7,357 spent on fees and slippage.
13-MinVolUSMVInv-8-31-2021 13-1.MinVolUSMVInv-8-31-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 25.4%, and for the last 12 months is 44.2%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Since inception, on 1/3/2013, the model gained 465.79% while the benchmark SPY gained 264.40% and the ETF USMV gained 264.40% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.27% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $566,394 which includes $1,681 cash and excludes $4,816 spent on fees and slippage.
5-bnd-mkt-trdr-8-31-2021
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 3.9%, and for the last 12 months is 8.6%. Over the same period the benchmark BND performance was -0.7% 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 -0.14% at a time when BND gained 0.06%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $154,476 which includes -$10 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-8-31-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 15.6%, and for the last 12 months is 24.2%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.14% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $299,017 which includes $3,429 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-8-31-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 11.5%, and for the last 12 months is 16.5%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.29% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,394 which includes $2,781 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-8-31-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 17.5%, and for the last 12 months is 27.1%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.59% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,876 which includes $4,061 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-8-31-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 21.5%, and for the last 12 months is 30.6%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.10% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $190,492 which includes $2,364 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-8-31-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 21.8% and 30.9% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.70% at a time when SPY gained 1.11%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $167,246 which includes -$1,665 cash and excludes $7,546 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