  |
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 |
 |
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -4.9%, and for the last 12 months is -12.0%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -2.70% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $126,206,220 which includes $1,776,912 cash and excludes $2,691,375 spent on fees and slippage. |
 |
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 -0.57% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $522,089 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 1.3%, and for the last 12 months is 7.3%. Over the same period the benchmark E60B40 performance was 1.7% and 13.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.36% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $156,956 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 1.7%, and for the last 12 months is 8.1%. Over the same period the benchmark E60B40 performance was 1.7% and 13.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.30% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $163,065 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 2.1%, and for the last 12 months is 8.8%. Over the same period the benchmark E60B40 performance was 1.7% and 13.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.24% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $169,094 which includes $448 cash and excludes $3,918 spent on fees and slippage. |
  |
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 511.40% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 3.05% at a time when SPY gained 0.26%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $152,850 which includes $4,430 cash and excludes $2,213 spent on fees and slippage. |
  |
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 369.92% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.02% at a time when SPY gained 0.26%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $116,598 which includes -$852 cash and excludes $1,364 spent on fees and slippage. |
  |
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 792.38% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.32% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $892,385 which includes $270 cash and excludes $11,074 spent on fees and slippage. |
  |
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 190.80% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.72% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $290,804 which includes $62,205 cash and excludes $12,149 spent on fees and slippage. |
  |
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 371.39% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.38% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $471,389 which includes $6,808 cash and excludes $6,515 spent on fees and slippage. |
  |
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 564.18% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -4.56% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $664,178 which includes $3,519 cash and excludes $2,085 spent on fees and slippage. |
  |
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 200.26% while the benchmark SPY gained 178.19% 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 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $300,261 which includes $1,345 cash and excludes $2,046 spent on fees and slippage. |
  |
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 316.86% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.35% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $416,860 which includes -$5,882 cash and excludes $12,093 spent on fees and slippage. |
  |
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 112.55% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.39% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $212,552 which includes $1,007 cash and excludes $13,032 spent on fees and slippage. |
  |
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 267.80% while the benchmark SPY gained 178.19% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.62% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $367,800 which includes -$112 cash and excludes $6,175 spent on fees and slippage. |
 |
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 53.89% while the benchmark SPY gained 44.41% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.91% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $153,885 which includes $11,033 cash and excludes $00 spent on fees and slippage. |
 |
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -2.2%, and for the last 12 months is 3.8%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -2.78% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $429,180 which includes $1,490 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 -19.4%, and for the last 12 months is -17.8%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -3.72% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $06 which includes $129,690 cash and excludes Gain to date spent on fees and slippage. |
 |
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 6.9%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.26% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $278,031 which includes $233 cash and excludes $1,452 spent on fees and slippage. |
 |
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is -4.1%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.26% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $59,745 which includes -$346 cash and excludes $2,553 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 2.5%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.28% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $187,136 which includes $1,892 cash and excludes $8,229 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 3.9%, and for the last 12 months is 13.5%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Since inception, on 7/1/2014, the model gained 225.44% while the benchmark SPY gained 198.62% and VDIGX gained 152.51% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.13% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $325,439 which includes $1,052 cash and excludes $4,837 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -5.0%, and for the last 12 months is 4.5%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -3.21% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $243,508 which includes $1,026 cash and excludes $3,128 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 5.5%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Since inception, on 6/30/2014, the model gained 190.86% while the benchmark SPY gained 198.62% and the ETF USMV gained 157.13% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.15% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $290,865 which includes $4,139 cash and excludes $7,989 spent on fees and slippage. |
  |
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 1.7%, and for the last 12 months is 17.6%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Since inception, on 1/3/2013, the model gained 768.28% while the benchmark SPY gained 312.22% and the ETF USMV gained 312.22% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.51% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $868,277 which includes $2,266 cash and excludes $9,140 spent on fees and slippage. |
 |
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -0.2%, and for the last 12 months is -0.1%. Over the same period the benchmark BND performance was -1.3% and 1.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.75% at a time when BND gained -0.49%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,964 which includes $1,436 cash and excludes $2,553 spent on fees and slippage. |
|
|
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 6.9%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.26% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $278,031 which includes $233 cash and excludes $1,452 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 2.4%, and for the last 12 months is 2.5%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.24% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,521 which includes $38 cash and excludes $4,297 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -2.9%, and for the last 12 months is 0.3%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.38% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,422 which includes $431 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 8.8%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.26% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $195,453 which includes $403 cash and excludes $6,127 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -1.9%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was 3.6% and 21.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.41% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $190,842 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 2/5/2024
Posted in pmp SPY-SH
Leave a Reply
You must be logged in to post a comment.