iM-Best Reports – 2/20/2024

Performance-wk-2-21-2024 Performance-mth-2-21-2024 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-2-21-2024
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -2.1%, and for the last 12 months is -6.5%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.10% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $129,886,565 which includes $1,776,912 cash and excludes $2,691,375 spent on fees and slippage.
12-CB-LEIg-2-21-2024
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 0.26% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $530,718 which includes $608 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 2.0%, and for the last 12 months is 9.2%. Over the same period the benchmark E60B40 performance was 2.0% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.61% at a time when SPY gained -0.67%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $157,980 which includes $515 cash and excludes $3,553 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 2.5%, and for the last 12 months is 10.2%. Over the same period the benchmark E60B40 performance was 2.0% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.68% at a time when SPY gained -0.67%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $164,347 which includes $478 cash and excludes $3,740 spent on fees and slippage.
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 3.0%, and for the last 12 months is 11.1%. Over the same period the benchmark E60B40 performance was 2.0% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.76% at a time when SPY gained -0.67%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $170,646 which includes $448 cash and excludes $3,918 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-2-21-2024
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 522.82% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.10% at a time when SPY gained -0.84%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $155,705 which includes $1,950 cash and excludes $2,224 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-2-21-2024
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 372.95% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.02% at a time when SPY gained -0.84%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $115,179 which includes -$3,040 cash and excludes $1,369 spent on fees and slippage.
38-iM-Top5QQQSelect-2-21-202438-1.iM-Top5QQQSelect-2-21-2024
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 835.86% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.10% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $935,858 which includes $2,261 cash and excludes $11,074 spent on fees and slippage.
37-iM-Top5XLBSelect-2-21-202437-1.iM-Top5XLBSelect-2-21-2024
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 193.84% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.49% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $293,838 which includes $1,082 cash and excludes $12,236 spent on fees and slippage.
35-iM-Top5XLISelect-2-21-202435-1.iM-Top5XLISelect-2-21-2024
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 371.53% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.38% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $471,533 which includes $7,089 cash and excludes $6,515 spent on fees and slippage.
27-iM-Top5XLKSelect-2-21-202427-1.iM-Top5XLKSelect-2-21-2024
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 570.11% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -2.06% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $670,112 which includes $4,511 cash and excludes $2,085 spent on fees and slippage.
28-iM-Top5XLPSelect-2-21-202428-1.iM-Top5XLPSelect-2-21-2024
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 210.72% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.65% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $310,717 which includes $1,980 cash and excludes $2,179 spent on fees and slippage.
33-iM-Top5XLVSelect-2-21-202433-1.iM-Top5XLVSelect-2-21-2024
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 318.15% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.20% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $418,149 which includes $467 cash and excludes $12,452 spent on fees and slippage.
34-iM-Top5XLUSelect-2-21-202434-1.iM-Top5XLUSelect-2-21-2024
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 116.56% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.02% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $216,562 which includes $1,439 cash and excludes $13,127 spent on fees and slippage.
36-iM-Top5XLYSelect-2-21-202436-1.iM-Top5XLYSelect-2-21-2024
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 271.79% while the benchmark SPY gained 180.56% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.07% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $371,789 which includes $122 cash and excludes $6,175 spent on fees and slippage.
39-Top5SeasonalCombo-2-21-2024
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 54.88% while the benchmark SPY gained 45.64% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.32% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $154,882 which includes $3,999 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-2-21-2024
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 1.2%, and for the last 12 months is 9.4%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.09% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $444,267 which includes $3,167 cash and excludes $11,000 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -19.8%, and for the last 12 months is -11.1%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -1.10% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$1,294 which includes $129,692 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-2-21-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.84% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $280,405 which includes $233 cash and excludes $1,452 spent on fees and slippage.
1-SPY-SH-2-21-2024
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is -4.8%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.85% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $60,259 which includes -$346 cash and excludes $2,553 spent on fees and slippage.
2-Combo3-2-21-2024
iM-Combo3.R1: The model’s out of sample performance YTD is 2.2%, and for the last 12 months is 3.7%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.46% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $186,537 which includes $1,892 cash and excludes $8,229 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-2-21-2024
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 3.8%, and for the last 12 months is 14.2%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Since inception, on 7/1/2014, the model gained 225.19% while the benchmark SPY gained 201.17% and VDIGX gained 156.64% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.01% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $325,186 which includes $437 cash and excludes $4,856 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -2.6%, and for the last 12 months is 8.1%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.27% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $249,560 which includes $2,113 cash and excludes $3,128 spent on fees and slippage.
RequireGold7-1.USMVtrade-2-21-2024
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 0.2%, and for the last 12 months is 7.1%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Since inception, on 6/30/2014, the model gained 190.44% while the benchmark SPY gained 201.17% and the ETF USMV gained 158.90% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.63% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $290,441 which includes $4,339 cash and excludes $7,989 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-2-21-2024
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 2.5%, and for the last 12 months is 20.1%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Since inception, on 1/3/2013, the model gained 774.68% while the benchmark SPY gained 315.74% and the ETF USMV gained 315.74% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.35% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $874,683 which includes $3,999 cash and excludes $9,140 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 0.1%, and for the last 12 months is 2.5%. Over the same period the benchmark BND performance was -1.7% and 2.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.15% at a time when BND gained -0.41%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $137,387 which includes $1,436 cash and excludes $2,553 spent on fees and slippage.
4-ModSumYieldCurve-2-21-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.84% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $280,405 which includes $233 cash and excludes $1,452 spent on fees and slippage.
25-Best2MCsETF-2-21-2024
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 2.9%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.36% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $155,408 which includes -$72 cash and excludes $4,298 spent on fees and slippage.
26-Best4MCsVang-2-21-2024
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -1.5%, and for the last 12 months is 3.7%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.24% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,640 which includes $249 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-2-21-2024
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 11.1%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.84% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $197,120 which includes $403 cash and excludes $6,127 spent on fees and slippage.
22-imc-gld-stk-bnd-2-21-2024
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -1.9%, and for the last 12 months is 9.6%. Over the same period the benchmark SPY performance was 4.5% and 23.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.20% at a time when SPY gained -0.84%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $190,816 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