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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-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -2.2%, and for the last 12 months is 3.0%. Over the same period the benchmark E60B40 performance was 7.6% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.57% at a time when SPY gained 1.24%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $126,637 which includes -$3,057 cash and excludes $1,528 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 -4.0%, and for the last 12 months is 1.7%. Over the same period the benchmark E60B40 performance was 7.6% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.57% at a time when SPY gained 1.24%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $127,260 which includes -$3,904 cash and excludes $1,661 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 -5.9%, and for the last 12 months is 0.4%. Over the same period the benchmark E60B40 performance was 7.6% and 15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.58% at a time when SPY gained 1.24%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $127,800 which includes -$4,707 cash and excludes $1,786 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 322.64% while the benchmark SPY gained 79.80% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.45% at a time when SPY gained 2.06%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $105,661 which includes $7 cash and excludes $975 spent on fees and slippage. |
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iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 15.7%, and for the last 12 months is 26.3%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 4.73% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $291,623 which includes $2,425 cash and excludes $5,390 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 51.9%, and for the last 12 months is 123.7%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.38% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$5,815 which includes $55,778 cash and excludes Gain to date spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -16.7%, and for the last 12 months is -7.1%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of Best(SPY-SH) gained 2.17% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $590,197 which includes -$29,265 cash and excludes $25,091 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -14.1%, and for the last 12 months is -8.1%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.52% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $152,157 which includes $49,126 cash and excludes $6,510 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is -1.3%, and for the last 12 months is 8.0%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of iM-Combo5 gained 1.41% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $152,083 which includes $31,313 cash and excludes $0 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 2.7%, and for the last 12 months is 15.5%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Since inception, on 7/1/2014, the model gained 151.49% while the benchmark SPY gained 93.01% and VDIGX gained 85.82% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.22% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $251,493 which includes $478 cash and excludes $3,626 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -3.3%, and for the last 12 months is 9.3%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 4.17% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $171,743 which includes $914 cash and excludes $1,396 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -7.9%, and for the last 12 months is 1.6%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Since inception, on 6/30/2014, the model gained 116.36% while the benchmark SPY gained 93.01% and the ETF USMV gained 95.07% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.79% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $216,356 which includes $970 cash and excludes $7,084 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 5.4%, and for the last 12 months is 7.9%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Since inception, on 1/3/2013, the model gained 283.84% while the benchmark SPY gained 166.43% and the ETF USMV gained 153.44% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 3.32% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $383,843 which includes $961 cash and excludes $3,481 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 -33.7%, and for the last 12 months is -30.4%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.16% at a time when BND gained 0.01%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $142,341 which includes $1,148 cash and excludes $2,087 spent on fees and slippage. |
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iM-Best(Short): The model’s out of sample performance YTD is -5.9%, and for the last 12 months is -7.3%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of iM-Best(Short) gained 0.47% at a time when SPY gained 2.06%. Over the period 1/2/2009 to 8/10/2020 the starting capital of $100,000 would have grown to $75,705 which includes $105,859 cash and excludes $28,286 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -0.4%, and for the last 12 months is 5.8%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.89% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,208 which includes $298 cash and excludes $1,137 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -4.5%, and for the last 12 months is 1.6%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.96% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $123,848 which includes $547 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is -17.4%, and for the last 12 months is -9.1%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 3.23% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,689 which includes $3,624 cash and excludes $932 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -13.2%, and for the last 12 months is -8.9%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.21% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $141,755 which includes -$11,613 cash and excludes $3,692 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 15.6%, and for the last 12 months is 19.4%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.50% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $150,537 which includes $9,148 cash and excludes $4,898 spent on fees and slippage. |
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iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -9.6%, and for the last 12 months is -5.2%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.02% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $101,845 which includes $24,462 cash and excludes $1,949 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is -33.7%, and for the last 12 months is -30.4%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 1.86% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $104,401 which includes $531 cash and excludes $4,375 spent on fees and slippage. |
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iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is -20.1%, and for the last 12 months is -15.1%. Over the same period the benchmark SPY performance was 5.3% and 17.4% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 1.02% at a time when SPY gained 2.06%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $108,501 which includes $238 cash and excludes $4,069 spent on fees and slippage. |
iM-Best Reports – 8/10/2020
Posted in pmp SPY-SH
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