iM-Best Reports – 9/23/2024

Performance-wk-9-24-2024 Performance-mth-9-24-2024 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
23-enh-inflation-timer-9-24-2024
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -10.9%, and for the last 12 months is -13.3%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 1.59% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $118,161,185 which includes $1,086,016 cash and excludes $3,555,973 spent on fees and slippage.
12-CB-LEIg-9-24-2024
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 0.69% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $600,386 which includes $7,730 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 10.6%, and for the last 12 months is 17.1%. Over the same period the benchmark E60B40 performance was 14.4% and 24.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.14% at a time when SPY gained 0.71%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $171,356 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 11.4%, and for the last 12 months is 18.1%. Over the same period the benchmark E60B40 performance was 14.4% and 24.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.14% at a time when SPY gained 0.71%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $178,548 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 12.1%, and for the last 12 months is 19.1%. Over the same period the benchmark E60B40 performance was 14.4% and 24.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.15% at a time when SPY gained 0.71%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $185,665 which includes $2,916 cash and excludes $4,268 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-9-24-2024
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 631.09% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.29% at a time when SPY gained 1.52%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $179,947 which includes $5,559 cash and excludes $2,442 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-9-24-2024
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 500.78% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.73% at a time when SPY gained 1.52%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $150,196 which includes $915 cash and excludes $1,611 spent on fees and slippage.
38-iM-Top5QQQSelect-9-24-202438-1.iM-Top5QQQSelect-9-24-2024
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 966.33% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 2.22% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,066,326 which includes $1,247 cash and excludes $14,389 spent on fees and slippage.
37-iM-Top5XLBSelect-9-24-202437-1.iM-Top5XLBSelect-9-24-2024
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 202.14% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.75% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,138 which includes $3,373 cash and excludes $14,322 spent on fees and slippage.
35-iM-Top5XLISelect-9-24-202435-1.iM-Top5XLISelect-9-24-2024
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 415.50% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.15% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $515,499 which includes $2,507 cash and excludes $6,633 spent on fees and slippage.
27-iM-Top5XLKSelect-9-24-202427-1.iM-Top5XLKSelect-9-24-2024
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 702.95% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 1.28% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $802,953 which includes $6,324 cash and excludes $2,212 spent on fees and slippage.
28-iM-Top5XLPSelect-9-24-202428-1.iM-Top5XLPSelect-9-24-2024
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 265.81% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.53% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $365,812 which includes $333 cash and excludes $2,276 spent on fees and slippage.
33-iM-Top5XLVSelect-9-24-202433-1.iM-Top5XLVSelect-9-24-2024
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 419.32% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.47% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $519,320 which includes $1,168 cash and excludes $13,938 spent on fees and slippage.
34-iM-Top5XLUSelect-9-24-202434-1.iM-Top5XLUSelect-9-24-2024
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 179.17% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.25% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $279,174 which includes $400 cash and excludes $14,620 spent on fees and slippage.
36-iM-Top5XLYSelect-9-24-202436-1.iM-Top5XLYSelect-9-24-2024
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 308.49% while the benchmark SPY gained 224.78% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.84% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $408,490 which includes $1,088 cash and excludes $6,693 spent on fees and slippage.
39-Top5SeasonalCombo-9-24-2024
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 80.62% while the benchmark SPY gained 68.59% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.04% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $180,619 which includes $785 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-9-24-2024
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 12.4%, and for the last 12 months is 28.7%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 3.36% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $493,443 which includes $1,730 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 31.2%, and for the last 12 months is 52.4%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 2.53% at a time when SPY gained 1.52%. 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.
4-ModSumYieldCurve-9-24-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 16.4%, and for the last 12 months is 23.2%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.77% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $312,289 which includes $6,192 cash and excludes $1,547 spent on fees and slippage.
1-SPY-SH-9-24-2024
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 21.1%, and for the last 12 months is 12.6%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.52% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $69,776 which includes $276 cash and excludes $2,553 spent on fees and slippage.
2-Combo3-9-24-2024
iM-Combo3.R1: The model’s out of sample performance YTD is 14.1%, and for the last 12 months is 20.0%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.71% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $208,367 which includes $3,024 cash and excludes $8,264 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-9-24-2024
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 13.5%, and for the last 12 months is 24.4%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Since inception, on 7/1/2014, the model gained 255.49% while the benchmark SPY gained 248.63% and VDIGX gained 177.86% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.01% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $355,494 which includes $518 cash and excludes $5,149 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 11.0%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.77% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $266,668 which includes $3,002 cash and excludes $3,570 spent on fees and slippage.
RequireGold7-1.USMVtrade-9-24-2024
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 16.8%, and for the last 12 months is 19.9%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Since inception, on 6/30/2014, the model gained 238.73% while the benchmark SPY gained 248.63% and the ETF USMV gained 197.42% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.46% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $338,730 which includes $4,301 cash and excludes $8,260 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-9-24-2024
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 17.9%, and for the last 12 months is 23.7%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Since inception, on 1/3/2013, the model gained 906.33% while the benchmark SPY gained 381.25% and the ETF USMV gained 381.25% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.12% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,006,325 which includes $3,610 cash and excludes $11,301 spent on fees and slippage.
RequireGold
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 6.2%, and for the last 12 months is 11.5%. Over the same period the benchmark BND performance was 4.8% and 10.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.77% at a time when BND gained -0.52%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $145,796 which includes $2,584 cash and excludes $2,613 spent on fees and slippage.
4-ModSumYieldCurve-9-24-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 16.4%, and for the last 12 months is 23.2%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.77% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $312,289 which includes $6,192 cash and excludes $1,547 spent on fees and slippage.
25-Best2MCsETF-9-24-2024
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 21.8%, and for the last 12 months is 26.0%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.28% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $183,925 which includes $511 cash and excludes $4,627 spent on fees and slippage.
26-Best4MCsVang-9-24-2024
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 24.1%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.22% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $185,576 which includes $259 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-9-24-2024
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 12.8%, and for the last 12 months is 19.1%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.77% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $212,699 which includes $3,487 cash and excludes $6,532 spent on fees and slippage.
22-imc-gld-stk-bnd-9-24-2024
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 27.0%, and for the last 12 months is 35.9%. Over the same period the benchmark SPY performance was 21.0% and 34.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.69% at a time when SPY gained 1.52%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $247,020 which includes $36 cash and excludes $9,190 spent on fees and slippage.
Posted in pmp SPY-SH

Leave a Reply

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer