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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 -5.3%, and for the last 12 months is -1.5%. Over the same period the benchmark SPY performance was 11.9% and 28.5% 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 1.76%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $125,563,785 which includes $2,044,861 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 0.88% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $561,113 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 4.2%, and for the last 12 months is 9.8%. Over the same period the benchmark E60B40 performance was 6.5% and 17.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.62% at a time when SPY gained 1.22%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $161,350 which includes $705 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 4.9%, and for the last 12 months is 10.9%. Over the same period the benchmark E60B40 performance was 6.5% and 17.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.62% at a time when SPY gained 1.22%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $168,116 which includes $654 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 5.6%, and for the last 12 months is 12.0%. Over the same period the benchmark E60B40 performance was 6.5% and 17.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.62% at a time when SPY gained 1.22%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $174,824 which includes $781 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 582.60% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 5.09% at a time when SPY gained 1.76%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $170,649 which includes $3,288 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 422.11% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.49% at a time when SPY gained 1.76%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $130,529 which includes $140 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 962.25% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 2.53% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,062,245 which includes $4,448 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 198.73% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.01% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $298,727 which includes $247 cash and excludes $13,089 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 389.87% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.06% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $489,868 which includes $3,111 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 672.76% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 2.28% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $772,763 which includes $1,894 cash and excludes $2,212 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 234.51% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.73% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $334,515 which includes $3,464 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 350.82% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.56% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $450,820 which includes $1,255 cash and excludes $12,836 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 149.50% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.82% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $249,499 which includes $496 cash and excludes $13,671 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 268.86% while the benchmark SPY gained 200.30% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.03% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $368,855 which includes -$108 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 69.07% while the benchmark SPY gained 55.89% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.60% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $169,066 which includes $3,314 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 6.2%, and for the last 12 months is 26.0%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.59% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $466,413 which includes $2,925 cash and excludes $11,493 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 8.1%, and for the last 12 months is -9.2%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 4.66% at a time when SPY gained 1.76%. 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 8.8%, and for the last 12 months is 10.6%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.39% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,971 which includes $2,648 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 11.9%, and for the last 12 months is 3.6%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.76% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,516 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 7.0%, and for the last 12 months is 9.0%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.99% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $195,279 which includes $2,443 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 6.2%, and for the last 12 months is 17.1%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Since inception, on 7/1/2014, the model gained 232.64% while the benchmark SPY gained 222.36% and VDIGX gained 160.31% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.18% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $332,644 which includes $1,187 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 4.3%, and for the last 12 months is 19.7%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.45% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $267,158 which includes $3,593 cash and excludes $3,348 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Since inception, on 6/30/2014, the model gained 202.55% while the benchmark SPY gained 222.36% and the ETF USMV gained 171.40% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.76% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $302,550 which includes $526 cash and excludes $8,163 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 8.5%, and for the last 12 months is 28.6%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Since inception, on 1/3/2013, the model gained 825.86% while the benchmark SPY gained 344.99% and the ETF USMV gained 344.99% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.83% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $925,863 which includes $1,442 cash and excludes $10,833 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 -0.7%, and for the last 12 months is -0.3%. Over the same period the benchmark BND performance was -1.3% and 2.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.39% at a time when BND gained 0.42%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,290 which includes $926 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 8.8%, and for the last 12 months is 10.6%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.39% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,971 which includes $2,648 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 8.6%, and for the last 12 months is 12.6%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.12% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,968 which includes $481 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 2.5%, and for the last 12 months is 9.0%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.95% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $166,150 which includes $142 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 5.4%, and for the last 12 months is 8.7%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.39% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $198,812 which includes $1,065 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 17.5%, and for the last 12 months is 22.4%. Over the same period the benchmark SPY performance was 11.9% and 28.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 3.83% at a time when SPY gained 1.76%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $228,562 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 5/20/2024
Posted in pmp SPY-SH
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