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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 -4.4%, and for the last 12 months is 0.9%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 0.20% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $126,796,574 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 -1.95% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $613,775 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 17.0%. Over the same period the benchmark E60B40 performance was 17.9% and 21.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.06% at a time when SPY gained 0.14%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $176,019 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 18.8%. Over the same period the benchmark E60B40 performance was 17.9% and 21.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.05% at a time when SPY gained 0.14%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $184,722 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 20.7%. Over the same period the benchmark E60B40 performance was 17.9% and 21.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.04% at a time when SPY gained 0.14%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $193,459 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 703.41% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.38% at a time when SPY gained 0.17%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $198,027 which includes -$1,702 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 576.19% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.14% at a time when SPY gained 0.17%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $162,599 which includes -$6,421 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 956.72% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -2.73% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,056,717 which includes $5,675 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 211.97% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -3.09% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $311,970 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 465.66% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.99% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $565,663 which includes -$608 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 762.59% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.50% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $862,594 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 284.03% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.38% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $384,033 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 406.80% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.20% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $506,800 which includes -$798 cash and excludes $15,150 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 181.06% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -3.39% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $281,057 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 322.13% while the benchmark SPY gained 244.74% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.73% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $422,131 which includes $2,397 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 87.32% while the benchmark SPY gained 78.95% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -1.74% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $187,316 which includes $963 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 13.6%, and for the last 12 months is 21.3%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -2.07% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $498,712 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 3.2%, and for the last 12 months is 9.3%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 3.57% at a time when SPY gained 0.17%. 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 21.3%, and for the last 12 months is 25.4%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.17% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $325,555 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 28.5%, and for the last 12 months is 25.7%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $74,047 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 18.5%, and for the last 12 months is 20.2%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.55% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $216,369 which includes $3,738 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 13.0%, and for the last 12 months is 18.4%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Since inception, on 7/1/2014, the model gained 254.02% while the benchmark SPY gained 270.06% and VDIGX gained 173.53% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.61% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $354,019 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 9.2%, and for the last 12 months is 12.2%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -3.23% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $279,954 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 21.6%, and for the last 12 months is 24.6%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Since inception, on 6/30/2014, the model gained 252.53% while the benchmark SPY gained 270.06% and the ETF USMV gained 202.17% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.34% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $352,529 which includes $185 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 18.8%, and for the last 12 months is 25.1%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Since inception, on 1/3/2013, the model gained 914.15% while the benchmark SPY gained 410.83% and the ETF USMV gained 410.83% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -3.05% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,014,148 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 7.2%. Over the same period the benchmark BND performance was 3.3% and 6.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.05% at a time when BND gained 0.10%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $143,469 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 21.3%, and for the last 12 months is 25.4%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.17% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $325,555 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 21.4%, and for the last 12 months is 25.1%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.29% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $183,308 which includes $33 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 10.7%, and for the last 12 months is 14.8%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.69% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $179,490 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 17.3%, and for the last 12 months is 21.0%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.17% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $221,334 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 28.4%, and for the last 12 months is 32.3%. Over the same period the benchmark SPY performance was 28.4% and 33.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.78% at a time when SPY gained 0.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $249,803 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 12/9/2024
Posted in pmp SPY-SH
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