iM-Best Reports – 11/11/2024

Performance-wk-11-12-2024 Performance-mth-11-12-2024 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
23-enh-inflation-timer-11-12-2024
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -5.6%, and for the last 12 months is -2.8%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 5.41% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $125,189,527 which includes $1,178,800 cash and excludes $3,555,973 spent on fees and slippage.
12-CB-LEIg-11-12-2024
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 4.15% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $620,195 which includes $9,955 cash and excludes $763 spent on fees and slippage.
iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 12.7%, and for the last 12 months is 19.5%. Over the same period the benchmark E60B40 performance was 16.7% and 25.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 3.47% at a time when SPY gained 3.10%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $174,571 which includes $772 cash and excludes $4,212 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 14.2%, and for the last 12 months is 21.3%. Over the same period the benchmark E60B40 performance was 16.7% and 25.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 4.00% at a time when SPY gained 3.10%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $183,124 which includes $617 cash and excludes $4,426 spent on fees and slippage.
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 15.8%, and for the last 12 months is 23.1%. Over the same period the benchmark E60B40 performance was 16.7% and 25.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 4.54% at a time when SPY gained 3.10%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $191,705 which includes $734 cash and excludes $4,632 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-11-12-2024
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 688.77% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 7.31% at a time when SPY gained 5.08%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $194,369 which includes $4,344 cash and excludes $2,450 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-11-12-2024
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 562.38% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 8.49% at a time when SPY gained 5.08%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $165,596 which includes $915 cash and excludes $1,611 spent on fees and slippage.
38-iM-Top5QQQSelect-11-12-202438-1.iM-Top5QQQSelect-11-12-2024
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 996.89% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.13% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,096,894 which includes $3,649 cash and excludes $15,754 spent on fees and slippage.
37-iM-Top5XLBSelect-11-12-202437-1.iM-Top5XLBSelect-11-12-2024
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 218.95% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 4.19% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $318,947 which includes $515 cash and excludes $14,346 spent on fees and slippage.
35-iM-Top5XLISelect-11-12-202435-1.iM-Top5XLISelect-11-12-2024
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 477.99% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 7.65% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $577,991 which includes $3,101 cash and excludes $6,633 spent on fees and slippage.
27-iM-Top5XLKSelect-11-12-202427-1.iM-Top5XLKSelect-11-12-2024
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 760.29% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 5.31% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $860,293 which includes $331 cash and excludes $2,271 spent on fees and slippage.
28-iM-Top5XLPSelect-11-12-202428-1.iM-Top5XLPSelect-11-12-2024
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 258.21% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.07% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $358,214 which includes $1,934 cash and excludes $2,276 spent on fees and slippage.
33-iM-Top5XLVSelect-11-12-202433-1.iM-Top5XLVSelect-11-12-2024
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 400.28% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.84% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $500,284 which includes -$3,585 cash and excludes $14,667 spent on fees and slippage.
34-iM-Top5XLUSelect-11-12-202434-1.iM-Top5XLUSelect-11-12-2024
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 181.73% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.72% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $281,725 which includes $1,042 cash and excludes $15,159 spent on fees and slippage.
36-iM-Top5XLYSelect-11-12-202436-1.iM-Top5XLYSelect-11-12-2024
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 304.17% while the benchmark SPY gained 241.36% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.57% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $404,166 which includes $1,088 cash and excludes $6,693 spent on fees and slippage.
39-Top5SeasonalCombo-11-12-2024
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 86.67% while the benchmark SPY gained 77.20% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 2.93% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $186,673 which includes $714 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-11-12-2024
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 13.5%, and for the last 12 months is 34.3%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 3.40% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $498,244 which includes $1,439 cash and excludes $12,497 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 1.6%, and for the last 12 months is 24.1%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -7.32% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $2,796 which includes $140,952 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-11-12-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 20.2%, and for the last 12 months is 28.2%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 5.06% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $322,382 which includes $1,447 cash and excludes $1,645 spent on fees and slippage.
1-SPY-SH-11-12-2024
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 27.2%, and for the last 12 months is 20.0%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of Best(SPY-SH) gained 5.06% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $73,325 which includes $276 cash and excludes $2,553 spent on fees and slippage.
2-Combo3-11-12-2024
iM-Combo3.R1: The model’s out of sample performance YTD is 17.1%, and for the last 12 months is 20.2%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 3.46% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $213,730 which includes $5,535 cash and excludes $8,272 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-11-12-2024
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 12.9%, and for the last 12 months is 23.9%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Since inception, on 7/1/2014, the model gained 253.53% while the benchmark SPY gained 266.43% and VDIGX gained 175.66% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.61% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $353,534 which includes $736 cash and excludes $5,224 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 8.4%, and for the last 12 months is 16.5%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 3.43% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $277,825 which includes $1,033 cash and excludes $3,789 spent on fees and slippage.
RequireGold7-1.USMVtrade-11-12-2024
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 22.2%, and for the last 12 months is 25.6%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Since inception, on 6/30/2014, the model gained 254.52% while the benchmark SPY gained 266.43% and the ETF USMV gained 204.23% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.34% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $354,523 which includes $13 cash and excludes $8,350 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-11-12-2024
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 20.9%, and for the last 12 months is 30.1%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Since inception, on 1/3/2013, the model gained 932.32% while the benchmark SPY gained 405.83% and the ETF USMV gained 405.83% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 4.41% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,032,324 which includes $3,140 cash and excludes $11,758 spent on fees and slippage.
RequireGold
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 3.9%, and for the last 12 months is 10.0%. Over the same period the benchmark BND performance was 2.2% and 8.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.14% at a time when BND gained 0.17%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $142,653 which includes $720 cash and excludes $2,671 spent on fees and slippage.
4-ModSumYieldCurve-11-12-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 20.2%, and for the last 12 months is 28.2%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 5.06% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $322,382 which includes $1,447 cash and excludes $1,645 spent on fees and slippage.
25-Best2MCsETF-11-12-2024
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 20.6%, and for the last 12 months is 27.4%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.99% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,027 which includes $462 cash and excludes $4,987 spent on fees and slippage.
26-Best4MCsVang-11-12-2024
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 11.8%, and for the last 12 months is 23.0%. Over the same period the benchmark SPY performance was 27.2% and 37.7% 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 5.08%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $181,248 which includes -$311 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-11-12-2024
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 16.2%, and for the last 12 months is 23.8%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 5.05% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $219,179 which includes $1,230 cash and excludes $6,946 spent on fees and slippage.
22-imc-gld-stk-bnd-11-12-2024
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 26.8%, and for the last 12 months is 35.0%. Over the same period the benchmark SPY performance was 27.2% and 37.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -4.23% at a time when SPY gained 5.08%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $246,521 which includes $36 cash and excludes $9,190 spent on fees and slippage.
Posted in pmp SPY-SH

Leave a Reply

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer