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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 -4.6%, and for the last 12 months is -1.7%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 0.55% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $126,545,370 which includes $1,178,800 cash and excludes $3,555,973 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 -0.21% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $625,953 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 13.6%, and for the last 12 months is 16.9%. Over the same period the benchmark E60B40 performance was 17.8% and 21.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.63% at a time when SPY gained 0.82%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $175,912 which includes $890 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 15.2%, and for the last 12 months is 18.7%. Over the same period the benchmark E60B40 performance was 17.8% and 21.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.68% at a time when SPY gained 0.82%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $184,625 which includes $709 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 16.8%, and for the last 12 months is 20.6%. Over the same period the benchmark E60B40 performance was 17.8% and 21.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.73% at a time when SPY gained 0.82%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $193,372 which includes $798 cash and excludes $4,632 spent on fees and slippage. | |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 700.35% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.38% at a time when SPY gained 1.02%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $197,263 which includes -$1,769 cash and excludes $2,483 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 555.62% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.77% at a time when SPY gained 1.02%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $157,456 which includes -$6,438 cash and excludes $1,669 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 986.36% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.37% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,086,360 which includes $4,638 cash and excludes $15,754 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 221.91% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 1.00% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $321,915 which includes $428 cash and excludes $14,365 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 477.17% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.11% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $577,171 which includes $3,186 cash and excludes $6,667 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 766.95% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.71% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $866,949 which includes $1,044 cash and excludes $2,271 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 285.52% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.20% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $385,515 which includes $957 cash and excludes $2,294 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 412.94% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.13% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $512,935 which includes $1,115 cash and excludes $14,915 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 190.93% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.94% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $290,928 which includes $483 cash and excludes $15,456 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 325.22% while the benchmark SPY gained 244.14% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.53% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $425,223 which includes $2,204 cash and excludes $6,693 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 90.64% while the benchmark SPY gained 78.64% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.63% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $190,638 which includes $1,244 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 16.0%, and for the last 12 months is 25.4%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.07% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $509,272 which includes $1,664 cash and excludes $12,646 spent on fees and slippage. | |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -0.3%, and for the last 12 months is 0.1%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.26% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $16 which includes $140,956 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 21.1%, and for the last 12 months is 25.0%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.02% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $324,992 which includes $1,447 cash and excludes $1,645 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 28.2%, and for the last 12 months is 25.3%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $73,919 which includes $276 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 17.9%, and for the last 12 months is 19.7%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.86% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $215,193 which includes $5,735 cash and excludes $8,272 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 16.1%, and for the last 12 months is 20.8%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Since inception, on 7/1/2014, the model gained 263.51% while the benchmark SPY gained 269.41% and VDIGX gained 177.73% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.63% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $363,512 which includes $881 cash and excludes $5,243 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 12.9%, and for the last 12 months is 15.5%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.66% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $289,286 which includes $2,127 cash and excludes $3,789 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 23.2%, and for the last 12 months is 25.7%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Since inception, on 6/30/2014, the model gained 257.33% while the benchmark SPY gained 269.41% and the ETF USMV gained 206.90% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.27% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $357,328 which includes $183 cash and excludes $8,350 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 22.6%, and for the last 12 months is 28.9%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Since inception, on 1/3/2013, the model gained 946.06% while the benchmark SPY gained 409.95% and the ETF USMV gained 409.95% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.50% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,046,060 which includes $11,063 cash and excludes $11,758 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 4.5%, and for the last 12 months is 7.0%. Over the same period the benchmark BND performance was 3.2% and 6.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.61% at a time when BND gained 0.52%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $143,394 which includes $300 cash and excludes $2,730 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 21.1%, and for the last 12 months is 25.0%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.02% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $324,992 which includes $1,447 cash and excludes $1,645 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 23.0%, and for the last 12 months is 25.7%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.65% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $185,708 which includes $126 cash and excludes $4,989 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 16.6%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.28% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,582 which includes $1,196 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 17.1%, and for the last 12 months is 20.7%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.02% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $220,952 which includes $1,230 cash and excludes $6,946 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 27.5%, and for the last 12 months is 26.9%. Over the same period the benchmark SPY performance was 28.2% and 33.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.40% at a time when SPY gained 1.02%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $247,880 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 12/2/2024
Posted in pmp SPY-SH
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