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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 -15.1%, and for the last 12 months is -12.7%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.70% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $131,370,111 which includes $526,225 cash and excludes $2,179,079 spent on fees and slippage. |
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iM-Conference Board LEIg Timer: The model’s performance YTD is 14.3%, and for the last 12 months is 7.3%. Over the same period the benchmark SPY performance was 20.1% and 9.4% respectively. Over the previous week the market value of the iM-Conference Board LEIg Timer gained -0.45% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $512,952 which includes $44 cash and excludes $566 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 3.9%, and for the last 12 months is -1.2%. Over the same period the benchmark E60B40 performance was 6.6% and 1.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.00% at a time when SPY gained 0.19%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $146,531 which includes $1,394 cash and excludes $2,960 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 4.1%, and for the last 12 months is -1.0%. Over the same period the benchmark E60B40 performance was 6.6% and 1.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.14% at a time when SPY gained 0.19%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $150,969 which includes $1,457 cash and excludes $3,126 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 4.3%, and for the last 12 months is -0.8%. Over the same period the benchmark E60B40 performance was 6.6% and 1.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.27% at a time when SPY gained 0.19%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $155,255 which includes $1,620 cash and excludes $3,285 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 301.79% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.33% at a time when SPY gained 0.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $100,448 which includes -$3,782 cash and excludes $1,908 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 216.38% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 2.70% at a time when SPY gained 0.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $79,094 which includes $104 cash and excludes $1,245 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 502.08% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.29% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $602,076 which includes $1,908 cash and excludes $9,482 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 160.18% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -3.41% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $260,182 which includes $965 cash and excludes $10,069 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 326.80% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.01% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $426,803 which includes $765 cash and excludes $5,757 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 421.11% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.59% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $521,112 which includes $2,828 cash and excludes $1,749 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 165.54% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.57% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $265,537 which includes $1,109 cash and excludes $1,859 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 390.39% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.79% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $490,389 which includes $1,222 cash and excludes $9,583 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 135.00% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.89% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $235,001 which includes $2,322 cash and excludes $11,638 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 202.77% while the benchmark SPY gained 132.04% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.52% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,775 which includes $1,256 cash and excludes $5,392 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 28.16% while the benchmark SPY gained 20.45% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.01% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $128,159 which includes $2,375 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 5.5%, and for the last 12 months is 0.0%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.83% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $383,236 which includes $276 cash and excludes $9,828 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 37.3%, and for the last 12 months is -8.4%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.97% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $04 which includes $120,815 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 3.8%, and for the last 12 months is -1.7%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.70% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $261,905 which includes -$1,943 cash and excludes $1,281 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -6.6%, and for the last 12 months is -17.2%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.66% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,484 which includes $720 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 -3.3%, and for the last 12 months is -3.2%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.60% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $179,976 which includes $1,810 cash and excludes $8,069 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is -11.5%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of iM-Combo5 gained -0.56% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $156,519 which includes $1,097 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 0.2%, and for the last 12 months is 3.0%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Since inception, on 7/1/2014, the model gained 189.52% while the benchmark SPY gained 149.09% and VDIGX gained -100.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.09% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $289,515 which includes $147 cash and excludes $4,484 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 7.5%, and for the last 12 months is 3.4%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.54% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $232,400 which includes $3,211 cash and excludes $2,675 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 2.3%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Since inception, on 6/30/2014, the model gained 175.15% while the benchmark SPY gained 149.09% and the ETF USMV gained 134.92% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.84% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $275,150 which includes $287 cash and excludes $7,799 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 1.9%, and for the last 12 months is 19.5%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Since inception, on 1/3/2013, the model gained 613.69% while the benchmark SPY gained 243.84% and the ETF USMV gained 243.84% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.02% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $713,688 which includes $1,238 cash and excludes $7,981 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 3.5%, and for the last 12 months is -1.4%. Over the same period the benchmark BND performance was 2.8% and -1.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.49% at a time when BND gained -0.61%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $137,591 which includes $2,008 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 3.8%, and for the last 12 months is -1.7%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.70% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $261,905 which includes -$1,943 cash and excludes $1,281 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 6.8%, and for the last 12 months is -0.4%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.49% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $149,139 which includes $76 cash and excludes $3,115 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 3.3%, and for the last 12 months is -3.4%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.09% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,961 which includes $989 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 6.8%, and for the last 12 months is 3.4%. Over the same period the benchmark SPY performance was 9.1% and 2.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.69% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $181,575 which includes $2,075 cash and excludes $5,393 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 8.5%, and for the last 12 months is 2.8%. Over the same period the benchmark SPY performance was 9.1% and 2.6% 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 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,068 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 5/1/2023
Posted in pmp SPY-SH
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