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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 0.7%, and for the last 12 months is -13.7%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.58% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $133,571,841 which includes $1,776,912 cash and excludes $2,691,375 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 -0.52% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $531,771 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 -0.5%, and for the last 12 months is 9.4%. Over the same period the benchmark E60B40 performance was -0.5% and 17.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.60% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $154,194 which includes $515 cash and excludes $3,553 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 -0.5%, and for the last 12 months is 10.0%. Over the same period the benchmark E60B40 performance was -0.5% and 17.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.68% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $159,503 which includes $478 cash and excludes $3,740 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 -0.6%, and for the last 12 months is 10.7%. Over the same period the benchmark E60B40 performance was -0.5% and 17.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.76% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $164,689 which includes $448 cash and excludes $3,918 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 454.06% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.96% at a time when SPY gained -0.63%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $138,516 which includes $5,022 cash and excludes $2,210 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 331.70% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -2.19% at a time when SPY gained -0.63%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $107,925 which includes $102 cash and excludes $1,352 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 752.92% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -3.24% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $852,917 which includes $270 cash and excludes $11,074 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 202.20% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.24% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,196 which includes $489 cash and excludes $11,928 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 379.23% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.07% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $479,228 which includes $6,808 cash and excludes $6,515 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 561.59% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.78% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $661,586 which includes $2,733 cash and excludes $2,085 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 197.26% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.14% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $297,258 which includes $627 cash and excludes $2,046 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 309.04% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.21% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $409,037 which includes -$7,538 cash and excludes $12,093 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 127.63% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.30% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $227,627 which includes $478 cash and excludes $13,032 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 257.98% while the benchmark SPY gained 166.95% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.36% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $357,980 which includes $910 cash and excludes $6,155 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 54.08% while the benchmark SPY gained 38.57% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.31% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $154,082 which includes $3,041 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 -0.2%, and for the last 12 months is 20.6%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.93% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $437,916 which includes $2,419 cash and excludes $10,883 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 -1.2%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.39% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$1,525 which includes $129,685 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 -0.6%, and for the last 12 months is 5.8%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.63% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $266,807 which includes $233 cash and excludes $1,452 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -0.6%, and for the last 12 months is -14.4%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.63% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $57,317 which includes -$346 cash and excludes $2,553 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -1.2%, and for the last 12 months is -3.1%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.24% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $180,394 which includes -$575 cash and excludes $8,222 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 0.1%, and for the last 12 months is 8.5%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Since inception, on 7/1/2014, the model gained 213.50% while the benchmark SPY gained 186.55% and VDIGX gained 148.64% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.26% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $313,504 which includes $231 cash and excludes $4,771 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 1.4%, and for the last 12 months is 20.3%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.97% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $259,945 which includes $2,939 cash and excludes $3,100 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.5%, and for the last 12 months is 9.4%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Since inception, on 6/30/2014, the model gained 194.26% while the benchmark SPY gained 186.55% and the ETF USMV gained 152.17% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.12% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $294,265 which includes $4,075 cash and excludes $7,989 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 1.2%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Since inception, on 1/3/2013, the model gained 763.93% while the benchmark SPY gained 295.56% and the ETF USMV gained 295.56% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.36% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $863,935 which includes $4,158 cash and excludes $8,998 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 -0.3%, and for the last 12 months is 2.9%. Over the same period the benchmark BND performance was -0.4% and 5.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.63% at a time when BND gained -0.26%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,816 which includes $759 cash and excludes $2,553 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -0.6%, and for the last 12 months is 5.8%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.63% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $266,807 which includes $233 cash and excludes $1,452 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 0.8%, and for the last 12 months is 9.0%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.38% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,107 which includes $334 cash and excludes $4,294 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 8.8%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.79% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,115 which includes $256 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 -0.6%, and for the last 12 months is 10.3%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.63% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,572 which includes $403 cash and excludes $6,127 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -0.2%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was -0.6% and 25.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.52% at a time when SPY gained -0.63%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $194,038 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 1/2/2024
Posted in pmp SPY-SH
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