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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 -6.9%, and for the last 12 months is -7.0%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -2.50% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $123,517,141 which includes $1,500,962 cash and excludes $3,678,771 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 -1.85% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $592,434 which includes $13,457 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 11.5%, and for the last 12 months is 11.7%. Over the same period the benchmark E60B40 performance was 16.0% and 16.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.66% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $172,735 which includes $1,327 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 13.1%, and for the last 12 months is 13.3%. Over the same period the benchmark E60B40 performance was 16.0% and 16.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.76% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $181,280 which includes $1,198 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 14.6%, and for the last 12 months is 14.9%. Over the same period the benchmark E60B40 performance was 16.0% and 16.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.86% at a time when SPY gained -1.41%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $189,865 which includes $1,341 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 699.94% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -2.30% at a time when SPY gained -1.67%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $197,161 which includes $208 cash and excludes $2,490 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 602.76% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -3.01% at a time when SPY gained -1.67%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $169,241 which includes -$5,915 cash and excludes $1,682 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 935.03% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.78% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,035,032 which includes $6,314 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 179.25% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -3.40% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $279,246 which includes $700 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 441.60% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -3.84% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $541,605 which includes $2,488 cash and excludes $6,902 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 736.52% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -2.25% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $836,519 which includes $1,873 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 267.67% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.54% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $367,670 which includes $331 cash and excludes $2,324 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 391.25% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.12% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $491,249 which includes $7,513 cash and excludes $15,583 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 174.02% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.45% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $274,023 which includes $986 cash and excludes $15,587 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 303.65% while the benchmark SPY gained 240.18% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -2.12% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $403,649 which includes $1,090 cash and excludes $6,695 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 77.01% while the benchmark SPY gained 76.59% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -2.29% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $177,010 which includes $1,600 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 11.3%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.55% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $488,413 which includes $6,350 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 -4.2%, and for the last 12 months is -5.8%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -3.63% at a time when SPY gained -1.67%. 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 19.3%, and for the last 12 months is 19.7%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -2.04% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $320,024 which includes $3,317 cash and excludes $1,748 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 26.8%, and for the last 12 months is 27.2%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $73,068 which includes $516 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 16.9%, and for the last 12 months is 17.2%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.38% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $213,442 which includes $4,308 cash and excludes $8,274 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 11.7%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Since inception, on 7/1/2014, the model gained 250.00% while the benchmark SPY gained 265.17% and VDIGX gained 167.72% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.72% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $350,002 which includes $294 cash and excludes $5,258 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is 4.5%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -2.82% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $267,591 which includes $5,052 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 18.6%, and for the last 12 months is 19.3%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Since inception, on 6/30/2014, the model gained 243.85% while the benchmark SPY gained 265.17% and the ETF USMV gained 192.78% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.06% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $343,851 which includes -$38 cash and excludes $8,416 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 13.1%, and for the last 12 months is 13.7%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Since inception, on 1/3/2013, the model gained 865.01% while the benchmark SPY gained 404.09% and the ETF USMV gained 404.09% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.39% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $965,009 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 1.8%, and for the last 12 months is 1.7%. Over the same period the benchmark BND performance was 1.2% 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 -1.29% at a time when BND gained -1.06%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $139,801 which includes $764 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 19.3%, and for the last 12 months is 19.7%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -2.04% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $320,024 which includes $3,317 cash and excludes $1,748 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 17.5%, and for the last 12 months is 18.6%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -2.08% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $177,420 which includes $1,118 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 6.2%, and for the last 12 months is 7.0%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -2.36% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $172,247 which includes $1,566 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 15.8%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -1.66% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $218,413 which includes $1,946 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 26.1%, and for the last 12 months is 26.7%. Over the same period the benchmark SPY performance was 26.7% and 27.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.59% at a time when SPY gained -1.67%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $245,323 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 12/23/2024
Posted in pmp SPY-SH
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