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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 -2.6%, and for the last 12 months is 2.8%. Over the same period the benchmark E60B40 performance was 7.7% and 15.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.46% at a time when SPY gained 0.05%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $126,057 which includes -$17 cash and excludes $1,783 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 -4.5%, and for the last 12 months is 1.6%. Over the same period the benchmark E60B40 performance was 7.7% and 15.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.46% at a time when SPY gained 0.05%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $126,677 which includes -$142 cash and excludes $1,918 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 -6.3%, and for the last 12 months is 0.5%. Over the same period the benchmark E60B40 performance was 7.7% and 15.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.46% at a time when SPY gained 0.05%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $127,212 which includes $25 cash and excludes $2,045 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 332.62% while the benchmark SPY gained 81.05% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.36% at a time when SPY gained 0.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $108,156 which includes $6,387 cash and excludes $1,078 spent on fees and slippage. |
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iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 13.1%, and for the last 12 months is 28.5%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -2.27% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $285,013 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 52.1%, and for the last 12 months is 115.6%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 0.17% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $33,076 which includes $59,206 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 -16.1%, and for the last 12 months is -5.5%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.73% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $594,517 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 -13.5%, and for the last 12 months is -6.9%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.67% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $204,891 which includes -$1,601 cash and excludes $6,561 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 0.0%, and for the last 12 months is 10.4%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of iM-Combo5 gained 1.28% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $217,623 which includes $834 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 4.5%, and for the last 12 months is 17.3%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Since inception, on 7/1/2014, the model gained 155.89% while the benchmark SPY gained 94.35% and VDIGX gained 87.77% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.75% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $255,890 which includes $360 cash and excludes $3,631 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -2.9%, and for the last 12 months is 13.6%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.42% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $172,455 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 -9.6%, and for the last 12 months is 1.5%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Since inception, on 6/30/2014, the model gained 112.40% while the benchmark SPY gained 94.35% and the ETF USMV gained 95.83% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.83% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $212,401 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 5.3%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Since inception, on 1/3/2013, the model gained 283.49% while the benchmark SPY gained 168.28% and the ETF USMV gained 154.42% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.09% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $383,491 which includes $3,253 cash and excludes $3,495 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 -29.0%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.73% at a time when BND gained -0.92%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $141,297 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 -6.0%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of iM-Best(Short) gained -0.09% at a time when SPY gained 0.70%. Over the period 1/2/2009 to 8/17/2020 the starting capital of $100,000 would have grown to $75,633 which includes $120,679 cash and excludes $28,365 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -1.6%, and for the last 12 months is 4.0%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.18% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $123,727 which includes -$207 cash and excludes $1,384 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -4.8%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.31% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $123,459 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 -17.1%, and for the last 12 months is -7.5%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.32% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $127,090 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 -13.9%, and for the last 12 months is -9.2%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.80% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $140,616 which includes $46 cash and excludes $3,984 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 14.1%, and for the last 12 months is 19.1%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.31% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,561 which includes -$46 cash and excludes $5,041 spent on fees and slippage. |
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iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -10.1%, and for the last 12 months is -4.8%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.59% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $101,247 which includes $199 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 -29.0%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -0.11% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $104,284 which includes -$286 cash and excludes $4,455 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 -20.3%, and for the last 12 months is -14.1%. Over the same period the benchmark SPY performance was 6.1% and 19.3% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -0.26% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $108,220 which includes -$180 cash and excludes $4,154 spent on fees and slippage. |
iM-Best Reports – 8/17/2020
Posted in pmp SPY-SH
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