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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 17.4%, and for the last 12 months is 25.0%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 0.49% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $145,189,821 which includes -$476,231 cash and excludes $3,953,990 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 0.68% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $636,706 which includes $18,974 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 3.1%, and for the last 12 months is 4.6%. Over the same period the benchmark E60B40 performance was 8.8% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.46% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $176,693 which includes $822 cash and excludes $4,895 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 2.5%, and for the last 12 months is 4.6%. Over the same period the benchmark E60B40 performance was 8.8% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.47% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $184,056 which includes $934 cash and excludes $5,139 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 1.9%, and for the last 12 months is 4.5%. Over the same period the benchmark E60B40 performance was 8.8% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.47% at a time when SPY gained 0.33%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $191,334 which includes $1,023 cash and excludes $5,373 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 742.84% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.61% at a time when SPY gained 0.40%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $210,710 which includes $953 cash and excludes $2,809 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 664.44% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.68% at a time when SPY gained 0.40%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $191,111 which includes $723 cash and excludes $1,852 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 1156.46% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.12% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,256,463 which includes $345 cash and excludes $20,809 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 222.63% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.01% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $322,488 which includes $437 cash and excludes $16,456 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 410.64% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.95% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $510,640 which includes -$4,099 cash and excludes $7,998 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 828.30% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.52% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $928,239 which includes $1,152 cash and excludes $3,016 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 303.51% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.20% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $403,505 which includes $1,473 cash and excludes $2,976 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 391.74% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.44% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $491,524 which includes -$2,252 cash and excludes $18,748 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 187.10% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.13% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $287,096 which includes -$1,274 cash and excludes $17,411 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 330.23% while the benchmark SPY gained 271.19% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.97% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $430,231 which includes $1,138 cash and excludes $7,590 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 88.05% while the benchmark SPY gained 92.69% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.37% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $188,053 which includes $1,902 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 9.7%, and for the last 12 months is 9.2%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.32% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $530,784 which includes $1,642 cash and excludes $14,246 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 173.8%, and for the last 12 months is 97.9%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 4.61% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$3,623 which includes $160,821 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 18.3%, and for the last 12 months is 23.5%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.40% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $379,715 which includes $1,716 cash and excludes $2,092 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -9.9%, and for the last 12 months is -5.7%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.40% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,884 which includes $379 cash and excludes $2,818 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -8.5%, and for the last 12 months is -6.1%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.24% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $193,017 which includes $4,627 cash and excludes $8,515 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 6.5%, and for the last 12 months is 6.1%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Since inception, on 7/1/2014, the model gained 270.32% while the benchmark SPY gained 298.46% and VDIGX gained 67.09% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.64% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $370,317 which includes $652 cash and excludes $5,481 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -0.5%, and for the last 12 months is 0.1%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.53% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $266,554 which includes $2,028 cash and excludes $4,120 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 18.3%, and for the last 12 months is 20.6%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Since inception, on 6/30/2014, the model gained 304.72% while the benchmark SPY gained 298.46% and the ETF USMV gained 210.83% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.19% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $404,723 which includes $793 cash and excludes $8,600 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 20.1%, and for the last 12 months is 14.4%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Since inception, on 1/3/2013, the model gained 1060.80% while the benchmark SPY gained 450.03% and the ETF USMV gained 450.03% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.15% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,160,798 which includes $831 cash and excludes $14,159 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 5.5%, and for the last 12 months is 3.1%. Over the same period the benchmark BND performance was 5.0% 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 0.21% at a time when BND gained 0.22%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $147,923 which includes $758 cash and excludes $2,792 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 18.3%, and for the last 12 months is 23.5%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.40% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $379,715 which includes $1,716 cash and excludes $2,092 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 7.5%, and for the last 12 months is 6.0%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.14% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $189,738 which includes $157 cash and excludes $5,746 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 5.9%, and for the last 12 months is 1.1%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.00% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $181,946 which includes $1,043 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 -0.1%, and for the last 12 months is 2.7%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.40% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $215,069 which includes $913 cash and excludes $7,786 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 31.4%, and for the last 12 months is 37.6%. Over the same period the benchmark SPY performance was 10.7% and 15.9% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.64% at a time when SPY gained 0.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $323,975 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 9/1/2025
Posted in pmp SPY-SH
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