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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 -11.4%. Over the same period the benchmark E60B40 performance was -14.0% and -12.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.78% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $141,775 which includes $1,023 cash and excludes $2,673 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 -13.3%, and for the last 12 months is -11.5%. Over the same period the benchmark E60B40 performance was -14.0% and -12.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.78% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $145,790 which includes $1,143 cash and excludes $2,831 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 -13.6%, and for the last 12 months is -11.7%. Over the same period the benchmark E60B40 performance was -14.0% and -12.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.78% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $149,645 which includes $1,302 cash and excludes $2,982 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 283.69% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.53% at a time when SPY gained 0.33%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $95,922 which includes $6,354 cash and excludes $1,830 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 159.42% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.10% at a time when SPY gained 0.33%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $64,856 which includes $310 cash and excludes $1,181 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 472.85% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.45% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $572,852 which includes $1,526 cash and excludes $9,478 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 171.51% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.44% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $271,509 which includes $2,246 cash and excludes $9,012 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 287.34% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.38% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $387,336 which includes $935 cash and excludes $5,390 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 428.04% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.36% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $528,045 which includes $5,481 cash and excludes $1,738 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 174.65% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.28% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $274,653 which includes $1,671 cash and excludes $1,714 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 385.59% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.09% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $485,585 which includes $1,477 cash and excludes $8,865 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 124.49% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.57% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $224,486 which includes $933 cash and excludes $10,807 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 206.73% while the benchmark SPY gained 119.25% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 4.27% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $306,729 which includes -$851 cash and excludes $5,248 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 24.78% while the benchmark SPY gained 13.81% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.10% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $124,778 which includes $1,362 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 -8.5%, and for the last 12 months is -3.9%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.14% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $368,604 which includes $2,247 cash and excludes $8,665 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 -33.2%, and for the last 12 months is -29.4%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 1.22% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $120,794 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 -13.4%, and for the last 12 months is -13.5%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.12% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $254,785 which includes $543 cash and excludes $1,196 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -27.1%, and for the last 12 months is -24.4%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.26% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,678 which includes $0 cash and excludes $2,437 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -13.3%, and for the last 12 months is -10.2%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.81% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $182,454 which includes -$114 cash and excludes $8,054 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is -33.0%, and for the last 12 months is -31.6%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of iM-Combo5 gained 0.65% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $152,132 which includes -$1,147 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 -10.0%, and for the last 12 months is -6.7%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Since inception, on 7/1/2014, the model gained 188.34% while the benchmark SPY gained 135.35% and VDIGX gained 142.16% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.80% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $288,337 which includes $783 cash and excludes $4,435 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -0.6%, and for the last 12 months is 7.5%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.11% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $216,001 which includes $1,685 cash and excludes $2,551 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -0.7%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Since inception, on 6/30/2014, the model gained 160.52% while the benchmark SPY gained 135.35% and the ETF USMV gained 131.17% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.61% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $260,525 which includes $1,060 cash and excludes $7,596 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 25.8%, and for the last 12 months is 32.5%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Since inception, on 1/3/2013, the model gained 622.70% while the benchmark SPY gained 224.88% and the ETF USMV gained 224.88% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.86% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $722,703 which includes $997 cash and excludes $6,959 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 -11.6%, and for the last 12 months is -11.7%. Over the same period the benchmark BND performance was -12.8% and -12.9% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.12% at a time when BND gained 1.00%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $134,283 which includes $314 cash and excludes $2,495 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -13.4%, and for the last 12 months is -13.5%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.12% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $254,785 which includes $543 cash and excludes $1,196 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -9.7%, and for the last 12 months is -3.9%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.90% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $140,540 which includes $6 cash and excludes $2,087 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -10.8%, and for the last 12 months is -5.1%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.98% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $150,187 which includes $1,229 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 -14.6%, and for the last 12 months is -11.4%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.12% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $171,774 which includes $596 cash and excludes $5,043 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -7.8%, and for the last 12 months is -1.2%. Over the same period the benchmark SPY performance was -15.7% and -12.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.02% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,624 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 11/28/2022
Posted in pmp SPY-SH
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