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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 12.9%, and for the last 12 months is 25.1%. Over the same period the benchmark E60B40 performance was 10.8% and 20.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.11% at a time when SPY gained 0.87%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $155,850 which includes $322 cash and excludes $1,786 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 14.4%, and for the last 12 months is 28.5%. Over the same period the benchmark E60B40 performance was 10.8% and 20.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.38% at a time when SPY gained 0.87%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $160,416 which includes $1,541 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 15.9%, and for the last 12 months is 31.9%. Over the same period the benchmark E60B40 performance was 10.8% and 20.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.63% at a time when SPY gained 0.87%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $164,856 which includes $1,481 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 477.31% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.57% at a time when SPY gained 1.98%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $144,328 which includes $5,179 cash and excludes $1,503 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 425.82% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.81% at a time when SPY gained 1.98%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $131,455 which includes $356 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 536.80% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 2.86% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $636,798 which includes -$527 cash and excludes $8,335 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 122.58% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.46% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $222,577 which includes $51 cash and excludes $6,612 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 269.70% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.14% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $369,696 which includes $1,328 cash and excludes $3,785 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 513.27% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.50% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $613,270 which includes $3,531 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 178.89% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.35% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $279,643 which includes $760 cash and excludes $1,393 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 370.42% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -2.06% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $470,416 which includes -$1,959 cash and excludes $5,482 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 100.65% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -2.55% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $200,649 which includes $422 cash and excludes $7,883 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 234.58% while the benchmark SPY gained 141.47% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.53% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $334,584 which includes $56 cash and excludes $3,209 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 23.57% while the benchmark SPY gained 25.35% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.08% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $123,649 which includes $1,399 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 19.8%, and for the last 12 months is 42.6%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 2.94% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $406,037 which includes $2,241 cash and excludes $6,826 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 -2.8%, and for the last 12 months is 27.5%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.21% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$27 which includes $70,020 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 13.7%, and for the last 12 months is 29.8%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.42% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $294,209 which includes $3,631 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 19.4%, and for the last 12 months is 36.4%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.95% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $790,926 which includes $10,552 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 11.7%, and for the last 12 months is 25.5%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.55% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $191,825 which includes $3,923 cash and excludes $7,165 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 19.0%, and for the last 12 months is 38.8%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of iM-Combo5 gained 2.42% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $211,299 which includes $3,124 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 9.8%, and for the last 12 months is 19.9%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Since inception, on 7/1/2014, the model gained 197.22% while the benchmark SPY gained 159.21% and VDIGX gained 140.69% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.32% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $297,218 which includes $542 cash and excludes $4,075 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 10.0%, and for the last 12 months is 21.7%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.94% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $206,978 which includes $3,341 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 14.0%, and for the last 12 months is 25.9%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Since inception, on 6/30/2014, the model gained 155.68% while the benchmark SPY gained 159.21% and the ETF USMV gained 132.05% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.29% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $255,969 which includes $1,561 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 22.2%, and for the last 12 months is 49.0%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Since inception, on 1/3/2013, the model gained 451.32% while the benchmark SPY gained 257.81% and the ETF USMV gained 257.81% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.12% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $551,315 which includes $2,728 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 2.2%, and for the last 12 months is 9.2%. Over the same period the benchmark BND performance was -1.4% and -0.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.43% at a time when BND gained -0.77%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $151,963 which includes $96 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 13.7%, and for the last 12 months is 29.8%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.42% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $294,209 which includes $3,631 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 8.7%, and for the last 12 months is 17.5%. Over the same period the benchmark SPY performance was 19.5% and 36.5% 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 1.98%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $142,675 which includes $3,479 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 14.2%, and for the last 12 months is 28.0%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.08% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $153,396 which includes $4,478 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 19.3%, and for the last 12 months is 36.2%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.95% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,096 which includes $2,958 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 -1.8%, and for the last 12 months is 14.4%. Over the same period the benchmark SPY performance was 19.5% and 36.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 3.39% at a time when SPY gained 1.98%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,279 which includes -$1,343 cash and excludes $7,546 spent on fees and slippage. |
iM-Best Reports – 9/27/21
Posted in pmp SPY-SH
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