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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 -6.2%, and for the last 12 months is -2.2%. Over the same period the benchmark E60B40 performance was -8.5% and -4.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.09% at a time when SPY gained 2.32%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $152,719 which includes $1,140 cash and excludes $2,392 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 -6.1%, and for the last 12 months is -1.7%. Over the same period the benchmark E60B40 performance was -8.5% and -4.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 2.52% at a time when SPY gained 2.32%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $157,974 which includes $890 cash and excludes $2,542 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 -5.9%, and for the last 12 months is -1.2%. Over the same period the benchmark E60B40 performance was -8.5% and -4.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.95% at a time when SPY gained 2.32%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $163,095 which includes $781 cash and excludes $2,686 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 368.73% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 3.10% at a time when SPY gained 3.84%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $117,182 which includes $36 cash and excludes $1,739 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 240.57% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 4.51% at a time when SPY gained 3.84%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $85,142 which includes $7 cash and excludes $1,118 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 524.49% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.88% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $624,488 which includes $12,440 cash and excludes $9,379 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 171.45% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 4.19% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $271,449 which includes $1,811 cash and excludes $8,522 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 289.65% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 4.10% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $389,653 which includes $5,224 cash and excludes $5,117 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 448.18% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 1.75% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $548,181 which includes $2,171 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 181.87% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.20% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $281,873 which includes $328 cash and excludes $1,554 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 390.18% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.99% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $490,184 which includes -$972 cash and excludes $7,616 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 145.87% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 5.45% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $245,870 which includes -$1,161 cash and excludes $10,002 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 175.34% while the benchmark SPY gained 136.52% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.99% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $275,336 which includes $2,781 cash and excludes $4,891 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 29.08% while the benchmark SPY gained 22.78% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 2.82% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $129,078 which includes $1,477 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 -4.6%, and for the last 12 months is -5.6%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 3.31% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $383,976 which includes $1,939 cash and excludes $8,399 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 -31.7%, and for the last 12 months is -27.9%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -5.37% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$32,481 which includes $111,772 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 -7.3%, and for the last 12 months is -8.7%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 3.85% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $272,652 which includes -$531 cash and excludes $1,114 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -18.4%, and for the last 12 months is -12.6%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of Best(SPY-SH) gained 3.82% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $72,425 which includes $376 cash and excludes $2,304 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -8.4%, and for the last 12 months is -0.8%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.58% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $192,824 which includes -$390 cash and excludes $7,965 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is -23.3%, and for the last 12 months is -18.0%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of iM-Combo5 gained 2.39% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $174,162 which includes -$920 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 -8.4%, and for the last 12 months is -5.5%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Since inception, on 7/1/2014, the model gained 193.28% while the benchmark SPY gained 153.90% and VDIGX gained 146.37% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.61% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $293,283 which includes $776 cash and excludes $4,356 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.7%, and for the last 12 months is 2.5%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.88% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $218,938 which includes $1,100 cash and excludes $2,452 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -3.0%, and for the last 12 months is -2.4%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Since inception, on 6/30/2014, the model gained 154.50% while the benchmark SPY gained 153.90% and the ETF USMV gained 138.60% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.66% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $254,499 which includes $794 cash and excludes $7,579 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 19.5%, and for the last 12 months is 20.4%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Since inception, on 1/3/2013, the model gained 586.69% while the benchmark SPY gained 250.49% and the ETF USMV gained 250.49% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 5.02% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $686,694 which includes -$4,049 cash and excludes $6,602 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 -6.7%, and for the last 12 months is -8.2%. Over the same period the benchmark BND performance was -8.7% and -9.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.88% at a time when BND gained 0.05%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $141,672 which includes $1,093 cash and excludes $2,379 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -7.3%, and for the last 12 months is -8.7%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 3.85% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $272,652 which includes -$531 cash and excludes $1,114 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -2.4%, and for the last 12 months is 3.9%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.47% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $151,859 which includes $1,074 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 -2.8%, and for the last 12 months is 3.9%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.63% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,628 which includes $1,626 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 -3.6%, and for the last 12 months is 3.3%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 3.86% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $194,007 which includes -$696 cash and excludes $4,688 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -4.5%, and for the last 12 months is 3.6%. Over the same period the benchmark SPY performance was -9.0% and -2.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.57% at a time when SPY gained 3.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $170,495 which includes $93 cash and excludes $8,561 spent on fees and slippage. |
iM-Best Reports – 8/15/2022
Posted in pmp SPY-SH
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