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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 -11.7%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.66% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $131,773,357 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 -1.73% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $523,825 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 -0.3%, and for the last 12 months is 7.7%. Over the same period the benchmark E60B40 performance was -0.3% and 15.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.35% at a time when SPY gained -0.35%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $154,357 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 -0.3%, and for the last 12 months is 8.4%. Over the same period the benchmark E60B40 performance was -0.3% and 15.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.35% at a time when SPY gained -0.35%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $159,768 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 -0.3%, and for the last 12 months is 9.1%. Over the same period the benchmark E60B40 performance was -0.3% and 15.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.34% at a time when SPY gained -0.35%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $165,062 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 459.62% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.56% at a time when SPY gained -0.15%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $139,905 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 336.10% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.64% at a time when SPY gained -0.15%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $109,026 which includes $118 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 752.43% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -2.53% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $852,428 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 200.02% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.01% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $300,021 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 372.71% while the benchmark SPY gained 168.05% 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 -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $472,706 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 563.58% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.92% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $663,578 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 198.91% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.05% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $298,913 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 305.11% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.44% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $405,107 which includes -$6,685 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 130.23% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.97% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $230,233 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 258.21% while the benchmark SPY gained 168.05% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.33% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $358,213 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 53.01% while the benchmark SPY gained 39.14% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.33% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $153,007 which includes $3,169 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 16.3%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.24% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $437,951 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 -2.8%, and for the last 12 months is -7.2%. Over the same period the benchmark SPY performance was -0.1% and 24.2% 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 -0.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$04 which includes $129,686 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 -0.1%, and for the last 12 months is 3.4%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.15% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $267,907 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 -0.1%, and for the last 12 months is -12.7%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.15% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $57,555 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 -1.0%, and for the last 12 months is -2.7%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.96% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $180,822 which includes $2,005 cash and excludes $8,225 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 8.4%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Since inception, on 7/1/2014, the model gained 214.21% while the benchmark SPY gained 187.74% and VDIGX gained 148.44% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.32% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $314,210 which includes $342 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 1.2%, and for the last 12 months is 13.3%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.18% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $259,285 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 1.8%, and for the last 12 months is 8.1%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Since inception, on 6/30/2014, the model gained 195.09% while the benchmark SPY gained 187.74% and the ETF USMV gained 152.59% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.76% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $295,095 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 1.5%, and for the last 12 months is 21.8%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Since inception, on 1/3/2013, the model gained 765.92% while the benchmark SPY gained 297.19% and the ETF USMV gained 297.19% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.45% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $865,919 which includes -$6,420 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 -0.4%, and for the last 12 months is 0.2%. Over the same period the benchmark BND performance was -0.7% and 2.8% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.36% at a time when BND gained -0.65%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,781 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 -0.1%, and for the last 12 months is 3.4%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.15% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $267,907 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 0.6%, and for the last 12 months is 6.3%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.63% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $151,919 which includes $93 cash and excludes $4,295 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 0.0%, and for the last 12 months is 5.9%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.04% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $162,206 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 -0.2%, and for the last 12 months is 7.9%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.15% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $188,344 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 -1.7%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was -0.1% and 24.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.71% at a time when SPY gained -0.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $191,169 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 1/8/2024
Posted in pmp SPY-SH
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