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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 -1.6%, and for the last 12 months is 4.8%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 0.24% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $130,519,954 which includes $2,263,654 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 1.29% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $560,674 which includes $4,532 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 5.5%, and for the last 12 months is 9.7%. Over the same period the benchmark E60B40 performance was 8.8% and 17.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.30% at a time when SPY gained -0.19%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $163,394 which includes $1,259 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 6.2%, and for the last 12 months is 10.6%. Over the same period the benchmark E60B40 performance was 8.8% and 17.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.30% at a time when SPY gained -0.19%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $170,246 which includes $1,231 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 6.9%, and for the last 12 months is 11.5%. Over the same period the benchmark E60B40 performance was 8.8% and 17.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.30% at a time when SPY gained -0.19%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $177,039 which includes $1,381 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 589.29% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.35% at a time when SPY gained -0.48%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $172,322 which includes $1,673 cash and excludes $2,364 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 458.60% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -3.58% at a time when SPY gained -0.48%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $139,650 which includes -$148 cash and excludes $1,560 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 992.30% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -2.16% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,092,300 which includes $2,205 cash and excludes $11,627 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 187.16% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.56% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $287,164 which includes -$956 cash and excludes $13,589 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 392.00% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.02% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $492,000 which includes $786 cash and excludes $6,601 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 691.49% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.77% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $791,495 which includes $2,573 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 233.47% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.80% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $333,473 which includes $937 cash and excludes $2,200 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 339.40% while the benchmark SPY gained 208.48% 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 -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $439,404 which includes $339 cash and excludes $13,415 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 133.55% while the benchmark SPY gained 208.48% 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 -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $233,546 which includes $2,328 cash and excludes $13,895 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 305.70% while the benchmark SPY gained 208.48% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.07% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $405,699 which includes $3,308 cash and excludes $6,504 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 68.49% while the benchmark SPY gained 60.13% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.31% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $168,490 which includes $1,440 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 6.3%, and for the last 12 months is 18.7%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.52% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $466,601 which includes $2,513 cash and excludes $11,730 spent on fees and slippage. | |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 3.4%, and for the last 12 months is -6.6%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 3.29% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $14,423 which includes $133,116 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 10.8%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.28% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $297,375 which includes $3,508 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 15.0%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $66,278 which includes $63 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 10.1%, and for the last 12 months is 14.5%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.29% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $200,951 which includes $3,407 cash and excludes $8,239 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 7.0%, and for the last 12 months is 14.3%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Since inception, on 7/1/2014, the model gained 235.10% while the benchmark SPY gained 231.13% and VDIGX gained -100.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.02% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $335,103 which includes -$286 cash and excludes $5,002 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is 15.8%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 3.10% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $258,818 which includes $4,586 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 7.3%, and for the last 12 months is 10.0%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Since inception, on 6/30/2014, the model gained 211.17% while the benchmark SPY gained 231.13% and the ETF USMV gained 174.62% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.82% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $311,171 which includes $1,740 cash and excludes $8,180 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 9.3%, and for the last 12 months is 24.9%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Since inception, on 1/3/2013, the model gained 833.03% while the benchmark SPY gained 357.10% and the ETF USMV gained 357.10% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.39% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $933,029 which includes $1,635 cash and excludes $11,227 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 1.1%, and for the last 12 months is 1.9%. Over the same period the benchmark BND performance was 0.1% and 3.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.28% at a time when BND gained 0.24%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $138,819 which includes $1,328 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 10.8%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.28% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $297,375 which includes $3,508 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 9.0%, and for the last 12 months is 9.4%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.80% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,505 which includes $92 cash and excludes $4,618 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 8.7%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.47% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $165,592 which includes $327 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 7.4%, and for the last 12 months is 8.8%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.28% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $202,505 which includes $1,653 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 12.9%, and for the last 12 months is 21.1%. Over the same period the benchmark SPY performance was 14.9% and 27.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.50% at a time when SPY gained -0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $219,512 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 6/25/2024
Posted in pmp SPY-SH
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