Home › pmp › pmp SPY-SH › iM-Best Reports – 8/8/2022

iM-Best Reports – 8/8/2022

Performance-wk-8-9-2022 Performance-mth-8-9-2022 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-6040-8-9-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -8.2%, and for the last 12 months is -3.8%. Over the same period the benchmark E60B40 performance was -10.6% and -6.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.21% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $149,591 which includes $1,140 cash and excludes $2,392 spent on fees and slippage.
31-im-fs-7030-8-9-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -8.4%, and for the last 12 months is -3.7%. Over the same period the benchmark E60B40 performance was -10.6% and -6.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.42% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $154,091 which includes $890 cash and excludes $2,542 spent on fees and slippage.
32-im-fs-8020-8-9-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -8.6%, and for the last 12 months is -3.6%. Over the same period the benchmark E60B40 performance was -10.6% and -6.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.62% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $158,427 which includes $781 cash and excludes $2,686 spent on fees and slippage.
18-5HedgeFundSelect-8-9-2022 18-1.5HedgeFundSelect-8-9-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 354.63% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 5.21% at a time when SPY gained 0.54%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $113,659 which includes $26 cash and excludes $1,739 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-8-9-2022 10-1.iM-10LargeHedgeFundSelect-8-9-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 225.86% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.41% at a time when SPY gained 0.54%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $81,465 which includes $7 cash and excludes $1,118 spent on fees and slippage.
38-iM-Top5QQQSelect-8-9-202238-1.iM-Top5QQQSelect-8-9-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 512.97% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.55% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $612,971 which includes -$3,014 cash and excludes $9,109 spent on fees and slippage.
37-iM-Top5XLBSelect-8-9-202237-1.iM-Top5XLBSelect-8-9-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 160.54% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.64% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $260,538 which includes $1,577 cash and excludes $8,522 spent on fees and slippage.
35-iM-Top5XLISelect-8-9-202235-1.iM-Top5XLISelect-8-9-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 274.30% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.54% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $374,301 which includes $4,660 cash and excludes $5,117 spent on fees and slippage.
27-iM-Top5XLKSelect-8-9-202227-1.iM-Top5XLKSelect-8-9-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 438.76% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.07% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $538,758 which includes $1,985 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-8-9-202228-1.iM-Top5XLPSelect-8-9-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 175.81% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -4.84% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $275,813 which includes $3,064 cash and excludes $1,550 spent on fees and slippage.
33-iM-Top5XLVSelect-8-9-202233-1.iM-Top5XLVSelect-8-9-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 375.95% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.19% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $475,952 which includes -$972 cash and excludes $7,616 spent on fees and slippage.
34-iM-Top5XLUSelect-8-9-202234-1.iM-Top5XLUSelect-8-9-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 133.16% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.40% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $233,160 which includes -$1,510 cash and excludes $10,002 spent on fees and slippage.
36-iM-Top5XLYSelect-8-9-202236-1.iM-Top5XLYSelect-8-9-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 167.35% while the benchmark SPY gained 127.77% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.18% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $267,346 which includes $1,711 cash and excludes $4,762 spent on fees and slippage.
39-Top5SeasonalCombo-8-9-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 25.53% while the benchmark SPY gained 18.24% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.77% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $125,535 which includes -$14 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-8-9-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -7.7%, and for the last 12 months is -7.2%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.60% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $371,670 which includes $1,383 cash and excludes $8,399 spent on fees and slippage.
16-GoldMomentum-8-9-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -27.8%, and for the last 12 months is -23.6%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 7.38% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $2,320 which includes $107,745 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-8-9-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -21.4%, and for the last 12 months is -15.1%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.53% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $69,758 which includes $376 cash and excludes $2,304 spent on fees and slippage.
2-Combo3-8-9-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -10.7%, and for the last 12 months is -3.0%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.36% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $187,969 which includes $328 cash and excludes $7,956 spent on fees and slippage.
15-Combo5-8-9-2022
 iM-Combo5: The model’s out of sample performance YTD is -25.1%, and for the last 12 months is -19.5%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of iM-Combo5 gained 0.07% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $170,098 which includes $1,382 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-8-9-20228-1.VDIGXtrade-8-9-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -10.8%, and for the last 12 months is -6.5%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Since inception, on 7/1/2014, the model gained 185.83% while the benchmark SPY gained 144.50% and VDIGX gained 139.03% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.57% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $285,830 which includes $724 cash and excludes $4,356 spent on fees and slippage.
29-im6-cap-strg-8-9-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -2.1%, and for the last 12 months is 0.2%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.08% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $212,816 which includes $1,100 cash and excludes $2,452 spent on fees and slippage.
7-USMVtrade-8-9-20227-1.USMVtrade-8-9-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -5.5%, and for the last 12 months is -3.1%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Since inception, on 6/30/2014, the model gained 147.91% while the benchmark SPY gained 144.50% and the ETF USMV gained 132.19% 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 0.54%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $247,911 which includes $794 cash and excludes $7,579 spent on fees and slippage.
13-MinVolUSMVInv-8-9-2022 13-1.MinVolUSMVInv-8-9-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 16.8%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Since inception, on 1/3/2013, the model gained 553.85% while the benchmark SPY gained 237.51% and the ETF USMV gained 237.51% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.97% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $653,846 which includes -$4,405 cash and excludes $6,602 spent on fees and slippage.
5-bnd-mkt-trdr-8-9-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -7.5%, and for the last 12 months is -8.8%. Over the same period the benchmark BND performance was -8.7% and -9.4% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.25% at a time when BND gained -0.96%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $140,441 which includes $1,093 cash and excludes $2,379 spent on fees and slippage.
25-Best2MCsETF-8-9-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -4.8%, and for the last 12 months is 2.9%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.12% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,197 which includes $1,074 cash and excludes $1,394 spent on fees and slippage.
26-Best4MCsVang-8-9-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -5.3%, and for the last 12 months is 2.4%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.25% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,438 which includes $1,626 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-8-9-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -7.2%, and for the last 12 months is 0.2%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.54% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $186,802 which includes -$696 cash and excludes $4,688 spent on fees and slippage.
22-imc-gld-stk-bnd-8-9-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -4.0%, and for the last 12 months is 2.9%. Over the same period the benchmark SPY performance was -12.4% and -5.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.01% at a time when SPY gained 0.54%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $171,478 which includes $59 cash and excludes $8,561 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