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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 -12.4%, and for the last 12 months is -5.3%. Over the same period the benchmark E60B40 performance was -17.2% and -10.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -3.32% at a time when SPY gained -6.45%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $142,627 which includes $2,330 cash and excludes $2,097 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 -12.8%, and for the last 12 months is -5.2%. Over the same period the benchmark E60B40 performance was -17.2% and -10.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -3.32% at a time when SPY gained -6.45%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $146,630 which includes $2,498 cash and excludes $2,238 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 -13.2%, and for the last 12 months is -5.2%. Over the same period the benchmark E60B40 performance was -17.2% and -10.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -3.32% at a time when SPY gained -6.45%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $150,459 which includes $2,604 cash and excludes $2,374 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 280.76% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -10.95% at a time when SPY gained -8.93%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $95,189 which includes $1,018 cash and excludes $1,733 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 161.01% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -11.45% at a time when SPY gained -8.93%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $65,263 which includes -$223 cash and excludes $1,109 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 414.45% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -12.08% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $514,448 which includes -$3,846 cash and excludes $8,901 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 162.38% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -11.14% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $262,874 which includes $7,545 cash and excludes $8,257 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 246.21% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -7.72% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $346,211 which includes $2,501 cash and excludes $4,981 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 386.44% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -9.31% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $486,774 which includes $3,925 cash and excludes $1,706 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 175.70% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -4.97% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $275,700 which includes $1,067 cash and excludes $1,550 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 332.41% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -6.62% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $433,571 which includes $1,485 cash and excludes $7,019 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 119.67% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -9.10% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $219,665 which includes $2,211 cash and excludes $9,567 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 136.55% while the benchmark SPY gained 105.93% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -6.61% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $236,551 which includes $1,290 cash and excludes $4,521 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 15.06% while the benchmark SPY gained 6.90% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -8.85% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $115,085 which includes -$342 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 -13.2%, and for the last 12 months is -15.6%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -8.40% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $349,385 which includes $3,669 cash and excludes $7,972 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 -7.4%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -4.69% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $12,999 which includes $104,255 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 -17.4%, and for the last 12 months is -17.4%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -8.73% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $243,044 which includes -$4,405 cash and excludes $1,032 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -20.7%, and for the last 12 months is -10.4%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of Best(SPY-SH) gained -8.93% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $674,995 which includes $370 cash and excludes $25,234 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -14.8%, and for the last 12 months is -3.4%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -5.62% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $179,386 which includes -$5,384 cash and excludes $7,779 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is -28.1%, and for the last 12 months is -18.4%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of iM-Combo5 gained -5.78% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $163,390 which includes -$2,465 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 -18.3%, and for the last 12 months is -12.2%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Since inception, on 7/1/2014, the model gained 161.66% while the benchmark SPY gained 121.06% and VDIGX gained 123.81% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -7.31% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $261,851 which includes $1,271 cash and excludes $4,345 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -5.1%, and for the last 12 months is -5.7%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -7.56% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $207,158 which includes $3,846 cash and excludes $2,349 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -10.1%, and for the last 12 months is -7.5%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Since inception, on 6/30/2014, the model gained 135.73% while the benchmark SPY gained 121.06% and the ETF USMV gained 112.77% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -8.45% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $236,378 which includes $2,649 cash and excludes $7,509 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 -1.0%, and for the last 12 months is 2.0%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Since inception, on 1/3/2013, the model gained 468.58% while the benchmark SPY gained 205.15% and the ETF USMV gained 205.15% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -9.90% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $569,400 which includes $2,414 cash and excludes $6,594 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 -13.8%, and for the last 12 months is -13.7%. Over the same period the benchmark BND performance was -12.2% and -12.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -6.12% at a time when BND gained -2.64%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $131,001 which includes -$1,677 cash and excludes $2,321 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -17.4%, and for the last 12 months is -17.4%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -8.73% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $243,044 which includes -$4,405 cash and excludes $1,032 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -11.7%, and for the last 12 months is -2.2%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -5.67% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $137,386 which includes $561 cash and excludes $1,394 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -13.1%, and for the last 12 months is -5.2%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -7.36% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,358 which includes $556 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 -15.3%, and for the last 12 months is -4.4%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -2.77% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $170,507 which includes $1,914 cash and excludes $4,331 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -2.1%, and for the last 12 months is -1.7%. Over the same period the benchmark SPY performance was -20.8% and -10.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.06% at a time when SPY gained -8.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $174,788 which includes $63 cash and excludes $8,560 spent on fees and slippage. |
iM-Best Reports – 6/13/2022
Posted in pmp SPY-SH
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