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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 -12.3%, and for the last 12 months is -18.5%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 3.53% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $116,313,933 which includes $856,605 cash and excludes $3,555,973 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 1.56% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $596,292 which includes $6,701 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 10.8%, and for the last 12 months is 16.4%. Over the same period the benchmark E60B40 performance was 13.6% and 21.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.10% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $171,605 which includes $2,676 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 11.5%, and for the last 12 months is 17.4%. Over the same period the benchmark E60B40 performance was 13.6% and 21.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.10% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $178,807 which includes $2,708 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 12.3%, and for the last 12 months is 18.3%. Over the same period the benchmark E60B40 performance was 13.6% and 21.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.10% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $185,935 which includes $2,916 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 621.76% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 3.44% at a time when SPY gained 3.01%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $177,615 which includes $5,559 cash and excludes $2,442 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 479.18% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 6.18% at a time when SPY gained 3.01%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $144,795 which includes $873 cash and excludes $1,611 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 943.21% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 4.11% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,043,208 which includes $4,950 cash and excludes $14,336 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 194.05% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.96% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $294,055 which includes $3,373 cash and excludes $14,322 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 409.64% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.36% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $509,643 which includes $2,507 cash and excludes $6,633 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 692.77% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.26% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $792,774 which includes $6,324 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 263.87% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.25% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $363,872 which includes $333 cash and excludes $2,276 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 416.87% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.93% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $516,872 which includes $322 cash and excludes $13,907 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 178.48% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.96% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $278,477 which includes $400 cash and excludes $14,620 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 311.96% while the benchmark SPY gained 219.90% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.04% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $411,965 which includes $2,701 cash and excludes $6,690 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 78.77% while the benchmark SPY gained 66.06% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 2.37% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $178,768 which includes $1,566 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 8.7%, and for the last 12 months is 20.2%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.98% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $477,411 which includes $1,263 cash and excludes $12,133 spent on fees and slippage. |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 27.9%, and for the last 12 months is 50.1%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 4.74% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $7,512 which includes $137,189 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 17.3%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.64% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $314,716 which includes $6,192 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 19.2%, and for the last 12 months is 14.4%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of Best(SPY-SH) gained 3.00% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $68,730 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 13.3%, and for the last 12 months is 19.2%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained 3.23% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $206,903 which includes $2,681 cash and excludes $8,264 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 13.5%, and for the last 12 months is 21.4%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Since inception, on 7/1/2014, the model gained 255.47% while the benchmark SPY gained 243.40% and VDIGX gained 178.46% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.76% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $355,466 which includes $518 cash and excludes $5,149 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 1.3%, and for the last 12 months is 4.8%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.35% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $259,470 which includes $3,002 cash and excludes $3,570 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 16.3%, and for the last 12 months is 17.6%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Since inception, on 6/30/2014, the model gained 237.18% while the benchmark SPY gained 243.40% and the ETF USMV gained 197.94% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.25% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $337,181 which includes $4,301 cash and excludes $8,260 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 18.0%, and for the last 12 months is 24.7%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Since inception, on 1/3/2013, the model gained 907.55% while the benchmark SPY gained 374.03% and the ETF USMV gained 374.03% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.57% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,007,550 which includes $3,610 cash and excludes $11,301 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 7.0%, and for the last 12 months is 11.6%. Over the same period the benchmark BND performance was 5.3% and 10.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.64% at a time when BND gained 0.65%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $146,932 which includes $2,584 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 17.3%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.64% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $314,716 which includes $6,192 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 22.2%, and for the last 12 months is 22.5%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.34% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $184,440 which includes $511 cash and excludes $4,627 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 14.2%, and for the last 12 months is 20.7%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.21% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $185,162 which includes $259 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 13.6%, and for the last 12 months is 19.2%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.64% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $214,358 which includes $3,487 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 24.9%, and for the last 12 months is 33.9%. Over the same period the benchmark SPY performance was 19.2% and 28.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 3.02% at a time when SPY gained 3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $242,908 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 9/16/2024
Posted in pmp SPY-SH
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