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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 -20.0%, and for the last 12 months is -18.5%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -2.32% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $123,741,922 which includes $494,619 cash and excludes $2,430,028 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 0.67% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $507,850 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 5.2%, and for the last 12 months is 0.1%. Over the same period the benchmark E60B40 performance was 8.3% and 3.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.96% at a time when SPY gained 1.30%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $148,352 which includes -$53 cash and excludes $3,255 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 5.7%, and for the last 12 months is 0.6%. Over the same period the benchmark E60B40 performance was 8.3% and 3.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.07% at a time when SPY gained 1.30%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $153,299 which includes -$254 cash and excludes $3,432 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 6.2%, and for the last 12 months is 1.1%. Over the same period the benchmark E60B40 performance was 8.3% and 3.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.18% at a time when SPY gained 1.30%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $158,114 which includes -$282 cash and excludes $3,600 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 346.32% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.85% at a time when SPY gained 1.69%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $111,581 which includes -$1,349 cash and excludes $2,030 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 261.64% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 4.14% at a time when SPY gained 1.69%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $90,411 which includes $134 cash and excludes $1,280 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 595.99% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.10% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $695,991 which includes -$4,458 cash and excludes $9,704 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 136.81% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.58% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $236,809 which includes $658 cash and excludes $10,438 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 307.10% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.24% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $407,096 which includes $3,067 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 453.90% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.56% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $553,900 which includes $902 cash and excludes $1,799 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 160.04% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.70% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $260,044 which includes $569 cash and excludes $1,974 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 338.50% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.59% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $438,496 which includes -$3,841 cash and excludes $10,620 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 120.27% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.48% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $220,268 which includes $3,772 cash and excludes $11,745 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 197.00% while the benchmark SPY gained 138.52% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.94% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $297,002 which includes $1,981 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 32.58% while the benchmark SPY gained 23.81% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.69% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $132,577 which includes $413 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 5.4%, and for the last 12 months is 0.5%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.32% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $382,694 which includes $649 cash and excludes $10,022 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 27.6%, and for the last 12 months is -6.1%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 4.90% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $02 which includes $120,821 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 5.0%, and for the last 12 months is -0.2%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.03% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $264,848 which includes -$754 cash and excludes $1,367 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -8.5%, and for the last 12 months is -18.6%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of Best(SPY-SH) gained -1.54% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $61,236 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 -4.8%, and for the last 12 months is -7.0%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.83% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $177,089 which includes $1,949 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 0.7%, and for the last 12 months is -11.1%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of iM-Combo5 gained -0.25% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $154,513 which includes $1,318 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 -1.3%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Since inception, on 7/1/2014, the model gained 185.22% while the benchmark SPY gained 156.03% and VDIGX gained 134.69% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.49% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $285,219 which includes $838 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 1.1%, and for the last 12 months is -2.2%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.60% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $218,578 which includes $4,219 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 2.4%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Since inception, on 6/30/2014, the model gained 175.38% while the benchmark SPY gained 156.03% and the ETF USMV gained 129.53% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.23% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $275,383 which includes $555 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 2.6%, and for the last 12 months is 13.7%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Since inception, on 1/3/2013, the model gained 618.94% while the benchmark SPY gained 253.43% and the ETF USMV gained 253.43% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.23% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $718,936 which includes -$488 cash and excludes $8,281 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 2.7%, and for the last 12 months is -2.9%. Over the same period the benchmark BND performance was 2.4% and -2.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.60% at a time when BND gained 0.72%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,490 which includes $2,327 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 5.0%, and for the last 12 months is -0.2%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.03% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $264,848 which includes -$754 cash and excludes $1,367 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 1.4%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.05% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,692 which includes $369 cash and excludes $3,412 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is -3.2%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.80% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $153,202 which includes $112 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 9.7%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.62% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $186,500 which includes -$5 cash and excludes $5,764 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 4.4%. Over the same period the benchmark SPY performance was 12.1% and 5.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.66% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $185,240 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 6/5/2023
Posted in pmp SPY-SH
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