Home › pmp › pmp SPY-SH › iM-Best Reports – 9/20/21

iM-Best Reports – 9/20/21

Performance-wk-9-21-2021 Performance-mth-9-21-2021 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-6040-9-21-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 11.7%, and for the last 12 months is 23.0%. Over the same period the benchmark E60B40 performance was 9.9% and 19.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.64% at a time when SPY gained -1.45%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $154,136 which includes $3 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-9-21-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 12.9%, and for the last 12 months is 26.0%. Over the same period the benchmark E60B40 performance was 9.9% and 19.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.84% at a time when SPY gained -1.45%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $158,235 which includes $1,166 cash and excludes $1,919 spent on fees and slippage.
32-im-fs-8020-9-21-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 14.0%, and for the last 12 months is 28.9%. Over the same period the benchmark E60B40 performance was 9.9% and 19.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -2.02% at a time when SPY gained -1.45%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $162,215 which includes $1,052 cash and excludes $2,047 spent on fees and slippage.
18-5HedgeFundSelect-9-21-2021 18-1.5HedgeFundSelect-9-21-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 468.40% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -2.01% at a time when SPY gained -2.50%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $142,100 which includes $5,163 cash and excludes $1,503 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-9-21-2021 10-1.iM-10LargeHedgeFundSelect-9-21-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 416.45% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -2.69% at a time when SPY gained -2.50%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $129,111 which includes $356 cash and excludes $863 spent on fees and slippage.
38-iM-Top5QQQSelect-9-21-202138-1.iM-Top5QQQSelect-9-21-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 519.11% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -2.89% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $619,105 which includes -$855 cash and excludes $8,069 spent on fees and slippage.
37-iM-Top5XLBSelect-9-21-202137-1.iM-Top5XLBSelect-9-21-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 117.23% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -6.03% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $217,232 which includes $51 cash and excludes $6,612 spent on fees and slippage.
35-iM-Top5XLISelect-9-21-202135-1.iM-Top5XLISelect-9-21-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 261.94% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -2.00% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $361,945 which includes $1,328 cash and excludes $3,785 spent on fees and slippage.
27-iM-Top5XLKSelect-9-21-202127-1.iM-Top5XLKSelect-9-21-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 492.51% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -3.40% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $592,506 which includes $3,247 cash and excludes $1,607 spent on fees and slippage.
28-iM-Top5XLPSelect-9-21-202128-1.iM-Top5XLPSelect-9-21-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 177.93% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.41% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $277,931 which includes $9 cash and excludes $1,393 spent on fees and slippage.
33-iM-Top5XLVSelect-9-21-202133-1.iM-Top5XLVSelect-9-21-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 380.30% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.26% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $480,296 which includes -$1,959 cash and excludes $5,482 spent on fees and slippage.
34-iM-Top5XLUSelect-9-21-202134-1.iM-Top5XLUSelect-9-21-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 105.90% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -2.58% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $205,904 which includes $1,338 cash and excludes $7,786 spent on fees and slippage.
36-iM-Top5XLYSelect-9-21-202136-1.iM-Top5XLYSelect-9-21-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 226.33% while the benchmark SPY gained 136.78% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.60% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $326,325 which includes $1,447 cash and excludes $3,192 spent on fees and slippage.
39-Top5SeasonalCombo-9-21-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 22.26% while the benchmark SPY gained 22.91% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -2.80% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $122,255 which includes $1,321 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-9-21-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 16.4%, and for the last 12 months is 34.0%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -2.82% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $393,973 which includes $1,755 cash and excludes $6,826 spent on fees and slippage.
16-GoldMomentum-9-21-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -2.6%, and for the last 12 months is 14.1%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -5.26% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $13,572 which includes $70,004 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-9-21-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 15.3%, and for the last 12 months is 30.9%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.10% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $298,439 which includes $3,631 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-9-21-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 17.1%, and for the last 12 months is 32.9%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of Best(SPY-SH) gained -2.46% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $775,764 which includes $10,552 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-9-21-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 23.1%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained -3.29% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $187,060 which includes $3,904 cash and excludes $7,165 spent on fees and slippage.
15-Combo5-9-21-2021
 iM-Combo5: The model’s out of sample performance YTD is 16.2%, and for the last 12 months is 36.9%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of iM-Combo5 gained -3.08% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $206,303 which includes $3,111 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-9-21-20218-1.VDIGXtrade-9-21-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 8.4%, and for the last 12 months is 14.9%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Since inception, on 7/1/2014, the model gained 193.34% while the benchmark SPY gained 154.17% and VDIGX gained 138.13% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.60% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $293,344 which includes $542 cash and excludes $4,075 spent on fees and slippage.
29-im6-cap-strg-9-21-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 9.0%, and for the last 12 months is 19.3%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -2.15% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $205,058 which includes $3,341 cash and excludes $1,888 spent on fees and slippage.
7-USMVtrade-9-21-20217-1.USMVtrade-9-21-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 21.4%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Since inception, on 6/30/2014, the model gained 152.43% while the benchmark SPY gained 154.17% and the ETF USMV gained 131.91% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.07% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $252,427 which includes $1,275 cash and excludes $7,357 spent on fees and slippage.
13-MinVolUSMVInv-9-21-2021 13-1.MinVolUSMVInv-9-21-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 20.8%, and for the last 12 months is 43.5%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Since inception, on 1/3/2013, the model gained 445.20% while the benchmark SPY gained 250.86% and the ETF USMV gained 250.86% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -2.72% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $545,200 which includes $2,728 cash and excludes $4,816 spent on fees and slippage.
5-bnd-mkt-trdr-9-21-2021
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 3.7%, and for the last 12 months is 9.0%. Over the same period the benchmark BND performance was -0.6% and 0.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.10% at a time when BND gained 0.12%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $154,174 which includes $96 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-9-21-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 15.3%, and for the last 12 months is 30.9%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.10% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $298,439 which includes $3,631 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-9-21-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 8.6%, and for the last 12 months is 16.5%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.90% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $142,544 which includes $3,205 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-9-21-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 14.1%, and for the last 12 months is 26.4%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -2.25% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $153,269 which includes $4,061 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-9-21-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 17.0%, and for the last 12 months is 32.8%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -2.46% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $183,519 which includes $2,958 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-9-21-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -5.0%, and for the last 12 months is 8.5%. Over the same period the benchmark SPY performance was 17.2% and 33.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -3.73% at a time when SPY gained -2.50%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,926 which includes -$1,368 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