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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 -3.8%, and for the last 12 months is -2.9%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -1.97% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $127,591,373 which includes $1,826,494 cash and excludes $2,951,234 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 1.17% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $542,858 which includes $3,462 cash and excludes $763 spent on fees and slippage. |
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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 8.0%. Over the same period the benchmark E60B40 performance was 2.1% and 13.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.14% at a time when SPY gained -0.51%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $157,964 which includes $258 cash and excludes $3,876 spent on fees and slippage. |
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iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 2.7%, and for the last 12 months is 9.3%. Over the same period the benchmark E60B40 performance was 2.1% and 13.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.14% at a time when SPY gained -0.51%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $164,585 which includes $188 cash and excludes $4,076 spent on fees and slippage. |
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iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 3.3%, and for the last 12 months is 10.7%. Over the same period the benchmark E60B40 performance was 2.1% and 13.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.14% at a time when SPY gained -0.51%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $171,157 which includes $296 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 518.04% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.15% at a time when SPY gained -0.94%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $154,510 which includes $3,242 cash and excludes $2,289 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 364.91% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -3.28% at a time when SPY gained -0.94%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $116,227 which includes $124 cash and excludes $1,464 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 864.78% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -3.15% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $964,784 which includes $2,784 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 194.39% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.29% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $294,385 which includes -$3,070 cash and excludes $12,756 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 384.95% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.80% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $484,951 which includes $1,696 cash and excludes $6,567 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 591.56% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -2.20% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $691,564 which includes $2,989 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 211.00% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.60% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $311,004 which includes $3,426 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 315.59% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.55% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $415,592 which includes $1,079 cash and excludes $12,662 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 138.09% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 4.00% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $238,091 which includes $2,523 cash and excludes $13,442 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 270.21% while the benchmark SPY gained 183.11% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.06% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $370,209 which includes -$371 cash and excludes $6,346 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 55.86% while the benchmark SPY gained 46.96% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.74% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $155,863 which includes $2,908 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 4.5%, and for the last 12 months is 17.9%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.59% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $458,924 which includes $2,863 cash and excludes $11,270 spent on fees and slippage. |
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iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -8.9%, and for the last 12 months is -29.8%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.55% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $02 which includes $129,703 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 7.1%, and for the last 12 months is 10.6%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.03% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $287,331 which includes $1,805 cash and excludes $1,547 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 5.5%, and for the last 12 months is -3.4%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.94% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $60,815 which includes -$151 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 0.9%, and for the last 12 months is 1.9%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.52% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $184,292 which includes $2,267 cash and excludes $8,234 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 12.6%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Since inception, on 7/1/2014, the model gained 225.96% while the benchmark SPY gained 203.91% and VDIGX gained 151.24% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.37% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $325,958 which includes $799 cash and excludes $4,868 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 3.5%, and for the last 12 months is 13.5%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.00% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $265,117 which includes $45,145 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 0.8%, and for the last 12 months is 7.5%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Since inception, on 6/30/2014, the model gained 192.26% while the benchmark SPY gained 203.91% and the ETF USMV gained 161.47% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.34% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $292,261 which includes $722 cash and excludes $8,054 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 7.7%, and for the last 12 months is 29.1%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Since inception, on 1/3/2013, the model gained 818.86% while the benchmark SPY gained 319.52% and the ETF USMV gained 319.52% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.23% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $918,865 which includes $1,497 cash and excludes $10,283 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 -2.3%, and for the last 12 months is -2.5%. Over the same period the benchmark BND performance was -2.9% and -0.4% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.03% at a time when BND gained 0.12%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $134,120 which includes $532 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 7.1%, and for the last 12 months is 10.6%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.03% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $287,331 which includes $1,805 cash and excludes $1,547 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.85% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,724 which includes $158 cash and excludes $4,614 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -1.0%, and for the last 12 months is 3.9%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.04% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $160,579 which includes $574 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 3.7%, and for the last 12 months is 8.6%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.03% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $195,641 which includes $489 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 12.8%, and for the last 12 months is 17.1%. Over the same period the benchmark SPY performance was 5.5% and 23.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -2.42% at a time when SPY gained -0.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $219,382 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 4/22/2024
Posted in pmp SPY-SH
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