iM-Best Reports – 4/3/2023

Performance-wk-4-4-2023 Performance-mth-4-4-2023 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
23-enh-inflation-timer-4-4-2023
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -12.6%, and for the last 12 months is -13.2%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 6.54% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $135,299,987 which includes $526,225 cash and excludes $2,179,079 spent on fees and slippage.
30-im-fs-6040-4-4-2023
iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 3.8%, and for the last 12 months is -4.6%. Over the same period the benchmark E60B40 performance was 6.3% and -5.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.62% at a time when SPY gained 2.59%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $146,356 which includes $1,025 cash and excludes $2,960 spent on fees and slippage.
31-im-fs-7030-4-4-2023
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 3.8%, and for the last 12 months is -4.5%. Over the same period the benchmark E60B40 performance was 6.3% and -5.7% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 2.87% at a time when SPY gained 2.59%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $150,550 which includes $1,173 cash and excludes $3,126 spent on fees and slippage.
32-im-fs-8020-4-4-2023
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 3.9%, and for the last 12 months is -4.5%. Over the same period the benchmark E60B40 performance was 6.3% and -5.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 3.11% at a time when SPY gained 2.59%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $154,580 which includes $1,426 cash and excludes $3,285 spent on fees and slippage.
18-5HedgeFundSelect-4-4-2023 18-1.5HedgeFundSelect-4-4-2023
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 315.15% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 5.10% at a time when SPY gained 3.65%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $103,787 which includes -$3,838 cash and excludes $1,908 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-4-4-2023 10-1.iM-10LargeHedgeFundSelect-4-4-2023
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 218.05% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.18% at a time when SPY gained 3.65%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $79,512 which includes $335 cash and excludes $1,242 spent on fees and slippage.
38-iM-Top5QQQSelect-4-4-202338-1.iM-Top5QQQSelect-4-4-2023
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 536.67% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.91% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $636,675 which includes $1,908 cash and excludes $9,482 spent on fees and slippage.
37-iM-Top5XLBSelect-4-4-202337-1.iM-Top5XLBSelect-4-4-2023
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 169.14% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 6.27% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $269,138 which includes $574 cash and excludes $9,941 spent on fees and slippage.
35-iM-Top5XLISelect-4-4-202335-1.iM-Top5XLISelect-4-4-2023
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 312.44% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.91% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $412,437 which includes $3,278 cash and excludes $5,411 spent on fees and slippage.
27-iM-Top5XLKSelect-4-4-202327-1.iM-Top5XLKSelect-4-4-2023
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 426.51% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.72% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $526,507 which includes $2,042 cash and excludes $1,749 spent on fees and slippage.
28-iM-Top5XLPSelect-4-4-202328-1.iM-Top5XLPSelect-4-4-2023
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 165.60% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.95% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $265,603 which includes $2,106 cash and excludes $1,744 spent on fees and slippage.
33-iM-Top5XLVSelect-4-4-202333-1.iM-Top5XLVSelect-4-4-2023
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 389.13% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.59% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $489,126 which includes -$6,413 cash and excludes $9,576 spent on fees and slippage.
34-iM-Top5XLUSelect-4-4-202334-1.iM-Top5XLUSelect-4-4-2023
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 126.40% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.74% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $226,404 which includes $1,040 cash and excludes $11,532 spent on fees and slippage.
36-iM-Top5XLYSelect-4-4-202336-1.iM-Top5XLYSelect-4-4-2023
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 202.62% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 5.59% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,620 which includes $1,256 cash and excludes $5,392 spent on fees and slippage.
39-Top5SeasonalCombo-4-4-2023
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 26.91% while the benchmark SPY gained 19.13% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 4.31% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $126,914 which includes $45 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-4-4-2023
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 8.5%, and for the last 12 months is -2.9%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 4.05% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $394,042 which includes $1,719 cash and excludes $9,721 spent on fees and slippage.
16-GoldMomentum-4-4-2023
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 26.9%, and for the last 12 months is -25.4%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 10.98% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $10,812 which includes $120,799 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-4-4-2023
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -10.1%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.93% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $263,238 which includes $3,135 cash and excludes $1,196 spent on fees and slippage.
1-SPY-SH-4-4-2023
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -6.1%, and for the last 12 months is -24.2%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.45% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,859 which includes $720 cash and excludes $2,437 spent on fees and slippage.
2-Combo3-4-4-2023
iM-Combo3.R1: The model’s out of sample performance YTD is -2.6%, and for the last 12 months is -9.5%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.99% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $181,186 which includes $3,685 cash and excludes $8,067 spent on fees and slippage.
15-Combo5-4-4-2023
iM-Combo5: The model’s out of sample performance YTD is 2.8%, and for the last 12 months is -21.2%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-Combo5 gained -0.85% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $157,686 which includes $869 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-4-4-20238-1.VDIGXtrade-4-4-2023
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -1.3%, and for the last 12 months is -5.0%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Since inception, on 7/1/2014, the model gained 185.39% while the benchmark SPY gained 146.35% and VDIGX gained 136.56% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 3.27% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $285,393 which includes $357 cash and excludes $4,474 spent on fees and slippage.
29-im6-cap-strg-4-4-2023
iM 6-Stock Capital Strength Portfolio: 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 SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 4.64% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $233,846 which includes $2,832 cash and excludes $2,675 spent on fees and slippage.
7-USMVtrade-4-4-20237-1.USMVtrade-4-4-2023
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is 0.9%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Since inception, on 6/30/2014, the model gained 171.58% while the benchmark SPY gained 146.35% and the ETF USMV gained 131.69% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.90% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $271,584 which includes $1,394 cash and excludes $7,751 spent on fees and slippage.
13-MinVolUSMVInv-4-4-2023 13-1.MinVolUSMVInv-4-4-2023
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 15.0%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Since inception, on 1/3/2013, the model gained 623.33% while the benchmark SPY gained 240.06% and the ETF USMV gained 240.06% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 4.78% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $723,331 which includes $780 cash and excludes $7,306 spent on fees and slippage.
5-bnd-mkt-trdr-4-4-2023
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -4.9%. Over the same period the benchmark BND performance was 3.7% and -4.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.93% at a time when BND gained 1.01%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $138,738 which includes $1,679 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-4-4-2023
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -10.1%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.93% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $263,238 which includes $3,135 cash and excludes $1,196 spent on fees and slippage.
25-Best2MCsETF-4-4-2023
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -4.9%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 3.27% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $145,785 which includes -$541 cash and excludes $3,114 spent on fees and slippage.
26-Best4MCsVang-4-4-2023
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is -8.8%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.88% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $153,116 which includes $811 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-4-4-2023
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 5.6%, and for the last 12 months is -6.8%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 3.60% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $179,605 which includes $2,075 cash and excludes $5,393 spent on fees and slippage.
22-imc-gld-stk-bnd-4-4-2023
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 8.8%, and for the last 12 months is 1.6%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.43% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,682 which includes $36 cash and excludes $9,190 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