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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-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -5.8%, and for the last 12 months is 14.1%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 1.22% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $145,778,278 which includes -$693,391 cash and excludes $2,179,079 spent on fees and slippage. |
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iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 2.3%, and for the last 12 months is -5.4%. Over the same period the benchmark E60B40 performance was 4.0% and -7.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.16% at a time when SPY gained 0.29%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $144,188 which includes $2,183 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 2.3%, and for the last 12 months is -5.2%. Over the same period the benchmark E60B40 performance was 4.0% and -7.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.16% at a time when SPY gained 0.29%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $148,270 which includes $2,335 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 2.3%, and for the last 12 months is -5.1%. Over the same period the benchmark E60B40 performance was 4.0% and -7.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.16% at a time when SPY gained 0.29%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $152,189 which includes $2,525 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 303.96% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.85% at a time when SPY gained 0.53%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $100,990 which includes $2,066 cash and excludes $1,835 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 179.15% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 4.45% at a time when SPY gained 0.53%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $69,789 which includes $84 cash and excludes $1,183 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 528.76% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.42% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $628,757 which includes $2,687 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 174.54% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.79% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $274,536 which includes $382 cash and excludes $9,399 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 285.26% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.18% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $385,264 which includes $934 cash and excludes $5,411 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 436.08% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 1.32% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $536,081 which includes $7,481 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 187.26% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.38% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $287,260 which includes $1,784 cash and excludes $1,729 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 420.43% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.07% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $520,428 which includes $9,678 cash and excludes $9,113 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 124.17% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.72% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $224,167 which includes -$11 cash and excludes $11,025 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 206.18% while the benchmark SPY gained 122.88% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -3.07% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $306,176 which includes $1,498 cash and excludes $5,274 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 27.35% while the benchmark SPY gained 15.70% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.97% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $127,349 which includes $1,959 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 8.2%, and for the last 12 months is -0.8%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.18% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $393,040 which includes $2,917 cash and excludes $9,027 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 16.2%, and for the last 12 months is -8.7%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.67% at a time when SPY gained 0.53%. 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 3.2%, and for the last 12 months is -9.9%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.14% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $260,244 which includes $1,553 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 -4.3%, and for the last 12 months is -21.8%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.45% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,058 which includes $213 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 -1.8%, and for the last 12 months is -7.0%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.35% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $182,677 which includes $289 cash and excludes $8,059 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 0.2%, and for the last 12 months is -25.6%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of iM-Combo5 gained -0.11% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $153,733 which includes -$786 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 -0.9%, and for the last 12 months is -2.6%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Since inception, on 7/1/2014, the model gained 186.40% while the benchmark SPY gained 139.25% and VDIGX gained 134.56% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.10% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $286,400 which includes -$87 cash and excludes $4,455 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 5.4%, and for the last 12 months is 2.1%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -2.58% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $227,924 which includes $3,056 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 1.1%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Since inception, on 6/30/2014, the model gained 172.00% while the benchmark SPY gained 139.25% and the ETF USMV gained 129.67% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.39% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $272,003 which includes $1,562 cash and excludes $7,684 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 3.4%, and for the last 12 months is 26.2%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Since inception, on 1/3/2013, the model gained 624.27% while the benchmark SPY gained 230.27% and the ETF USMV gained 230.27% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.29% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $724,266 which includes $621 cash and excludes $7,146 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 3.2%, and for the last 12 months is -8.0%. Over the same period the benchmark BND performance was 2.9% and -9.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.14% at a time when BND gained -0.11%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $137,160 which includes $846 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 3.2%, and for the last 12 months is -9.9%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.14% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $260,244 which includes $1,553 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 5.6%, and for the last 12 months is -1.1%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.30% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,406 which includes $85 cash and excludes $2,234 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 3.0%, and for the last 12 months is -3.6%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.03% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,424 which includes $325 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 3.2%, and for the last 12 months is -5.6%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.14% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $175,450 which includes $1,276 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 5.9%, and for the last 12 months is 3.8%. Over the same period the benchmark SPY performance was 4.8% and -7.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.48% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,619 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 1/23/2023
Posted in pmp SPY-SH
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