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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 -3.8%, and for the last 12 months is -11.7%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.49% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $127,601,046 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 -0.37% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $522,013 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 0.7%, and for the last 12 months is 8.2%. Over the same period the benchmark E60B40 performance was 0.6% and 14.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.10% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $155,986 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 0.9%, and for the last 12 months is 9.1%. Over the same period the benchmark E60B40 performance was 0.6% and 14.7% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.31% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $161,730 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 1.1%, and for the last 12 months is 10.0%. Over the same period the benchmark E60B40 performance was 0.6% and 14.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.52% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $167,374 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 483.69% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.88% at a time when SPY gained 1.79%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $145,923 which includes $6,887 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 350.08% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 2.82% at a time when SPY gained 1.79%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $112,520 which includes $180 cash and excludes $1,356 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 813.98% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 6.33% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $913,983 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 190.01% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.86% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $290,005 which includes $563 cash and excludes $12,081 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 375.54% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.60% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $475,542 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 592.42% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.45% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $692,416 which includes $3,519 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 193.89% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.51% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $293,893 which includes $1,345 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 313.81% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.14% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $413,805 which includes -$5,882 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 114.04% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -3.20% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $214,037 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 264.42% while the benchmark SPY gained 173.05% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.13% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $364,415 which includes -$112 cash and excludes $6,175 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 53.40% while the benchmark SPY gained 41.74% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.98% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $153,401 which includes $3,227 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 -1.0%, and for the last 12 months is 13.3%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 2.44% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $434,480 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 -15.4%, and for the last 12 months is -23.4%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.81% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $41 which includes $129,690 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 1.7%, and for the last 12 months is 4.5%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.79% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $272,899 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 1.7%, and for the last 12 months is -9.5%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.80% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $58,635 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 1.7%, and for the last 12 months is 0.8%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.00% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $185,664 which includes -$284 cash and excludes $8,227 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 2.2%, and for the last 12 months is 12.0%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Since inception, on 7/1/2014, the model gained 220.14% while the benchmark SPY gained 193.10% and VDIGX gained 150.44% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.77% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $320,144 which includes $641 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 -0.5%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.24% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $254,999 which includes $3,661 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 1.2%, and for the last 12 months is 8.7%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Since inception, on 6/30/2014, the model gained 193.41% while the benchmark SPY gained 193.10% and the ETF USMV gained 156.00% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.77% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $293,414 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 1.1%, and for the last 12 months is 20.4%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Since inception, on 1/3/2013, the model gained 762.69% while the benchmark SPY gained 304.60% and the ETF USMV gained 304.60% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.68% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $862,690 which includes -$5,247 cash and excludes $9,009 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 -0.2%, and for the last 12 months is -0.4%. Over the same period the benchmark BND performance was -1.0% and 1.4% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.03% at a time when BND gained -0.20%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,992 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 1.7%, and for the last 12 months is 4.5%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.79% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $272,899 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 0.7%, and for the last 12 months is 3.4%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.11% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,063 which includes $88 cash and excludes $4,296 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -2.3%, and for the last 12 months is 2.7%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.12% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $158,372 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 1.7%, and for the last 12 months is 9.0%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.79% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $191,849 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 -2.0%, and for the last 12 months is 4.5%. Over the same period the benchmark SPY performance was 1.7% and 24.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.38% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $190,515 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 1/22/2024
Posted in pmp SPY-SH
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