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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 0.8%, and for the last 12 months is 2.5%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.41% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $133,648,857 which includes -$234,210 cash and excludes $2,824,738 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 1.07% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $547,192 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 4.0%, and for the last 12 months is 15.1%. Over the same period the benchmark E60B40 performance was 4.3% and 21.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.25% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $161,092 which includes -$165 cash and excludes $3,876 spent on fees and slippage. | |
| iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 17.0%. Over the same period the benchmark E60B40 performance was 4.3% and 21.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.32% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $167,844 which includes -$254 cash and excludes $4,076 spent on fees and slippage. | |
| iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 5.4%, and for the last 12 months is 19.0%. Over the same period the benchmark E60B40 performance was 4.3% and 21.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.39% at a time when SPY gained 0.26%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $174,545 which includes -$162 cash and excludes $4,268 spent on fees and slippage. | |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 542.86% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.36% at a time when SPY gained -0.20%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $160,715 which includes $4,953 cash and excludes $2,285 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 382.59% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -2.28% at a time when SPY gained -0.20%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $120,647 which includes $76 cash and excludes $1,456 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 898.98% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.25% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $998,980 which includes $1,268 cash and excludes $11,552 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 206.09% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.45% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $306,089 which includes $2,256 cash and excludes $12,236 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 392.49% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.29% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $492,488 which includes $8,803 cash and excludes $6,515 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 625.61% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 1.10% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $725,608 which includes $1,156 cash and excludes $2,149 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 214.23% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.01% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $314,228 which includes $2,253 cash and excludes $2,179 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 343.38% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 3.74% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $443,379 which includes $5,029 cash and excludes $12,656 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 129.88% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.77% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $229,876 which includes $849 cash and excludes $13,339 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 281.75% while the benchmark SPY gained 188.76% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.84% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $381,751 which includes $951 cash and excludes $6,175 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 61.42% while the benchmark SPY gained 49.90% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.34% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $161,416 which includes $5,009 cash and excludes $00 spent on fees and slippage. |
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iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 4.2%, and for the last 12 months is 21.2%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.77% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $457,610 which includes $2,053 cash and excludes $11,129 spent on fees and slippage. |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -14.3%, and for the last 12 months is -0.2%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 5.22% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $7,560 which includes $129,694 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 7.6%, and for the last 12 months is 12.1%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.20% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $288,595 which includes $233 cash and excludes $1,452 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 7.6%, and for the last 12 months is -7.3%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.20% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,030 which includes -$346 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 4.8%, and for the last 12 months is 2.0%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.40% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $191,281 which includes -$309 cash and excludes $8,232 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 6.5%, and for the last 12 months is 23.8%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Since inception, on 7/1/2014, the model gained 233.62% while the benchmark SPY gained 209.97% and VDIGX gained 160.85% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.09% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $333,616 which includes $642 cash and excludes $4,856 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 18.6%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 3.01% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $261,405 which includes $43,053 cash and excludes $3,173 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 18.8%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Since inception, on 6/30/2014, the model gained 203.74% while the benchmark SPY gained 209.97% and the ETF USMV gained 165.34% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.75% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $303,741 which includes $403 cash and excludes $8,004 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 10.7%, and for the last 12 months is 38.4%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Since inception, on 1/3/2013, the model gained 844.60% while the benchmark SPY gained 327.90% and the ETF USMV gained 327.90% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.82% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $944,602 which includes $717 cash and excludes $9,270 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 1.0%, and for the last 12 months is 2.2%. Over the same period the benchmark BND performance was -0.4% and 3.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.21% at a time when BND gained 0.94%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $138,610 which includes $130 cash and excludes $2,613 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 7.6%, and for the last 12 months is 12.1%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.20% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $288,595 which includes $233 cash and excludes $1,452 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 5.3%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.03% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $158,935 which includes -$72 cash and excludes $4,298 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 1.6%, and for the last 12 months is 10.5%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.82% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,693 which includes $459 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 7.2%, and for the last 12 months is 20.3%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.53% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $202,201 which includes -$98 cash and excludes $6,532 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 5.7%, and for the last 12 months is 16.3%. Over the same period the benchmark SPY performance was 7.6% and 34.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 3.03% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $205,530 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 3/11/2024
Posted in pmp SPY-SH
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