Home › pmp › pmp SPY-SH › iM-Best Reports – 12/21/2020

iM-Best Reports – 12/21/2020

Performance-wk-12-22-2020 Performance-mth-12-22-2020 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
30-im-fs-6040-12-22-2020
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 5.5%, and for the last 12 months is 5.7%. Over the same period the benchmark E60B40 performance was 14.2% and 14.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.13% at a time when SPY gained 0.76%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $136,646 which includes $638 cash and excludes $1,783 spent on fees and slippage.
31-im-fs-7030-12-22-2020
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 4.6%, and for the last 12 months is 4.7%. Over the same period the benchmark E60B40 performance was 14.2% and 14.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.28% at a time when SPY gained 0.76%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $138,698 which includes $477 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-12-22-2020
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 3.8%. Over the same period the benchmark E60B40 performance was 14.2% and 14.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.43% at a time when SPY gained 0.76%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $140,658 which includes $605 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-12-22-2020 18-1.5HedgeFundSelect-12-22-2020
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 398.47% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.52% at a time when SPY gained 1.31%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $124,617 which includes $11,468 cash and excludes $1,203 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-12-22-2020 10-1.iM-10LargeHedgeFundSelect-12-22-2020
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 371.07% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.90% at a time when SPY gained 1.31%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $117,767 which includes $115 cash and excludes $707 spent on fees and slippage.
38-iM-Top5QQQSelect-12-22-202038-1.iM-Top5QQQSelect-12-22-2020
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 374.08% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $474,076 which includes $1,099 cash and excludes $6,189 spent on fees and slippage.
37-iM-Top5XLBSelect-12-22-202037-1.iM-Top5XLBSelect-12-22-2020
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 80.29% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $180,288 which includes $1,013 cash and excludes $5,227 spent on fees and slippage.
35-iM-Top5XLISelect-12-22-202035-1.iM-Top5XLISelect-12-22-2020
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 204.79% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $304,787 which includes $1,930 cash and excludes $3,242 spent on fees and slippage.
27-iM-Top5XLKSelect-12-22-202027-1.iM-Top5XLKSelect-12-22-2020
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 379.55% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $479,552 which includes $900 cash and excludes $1,539 spent on fees and slippage.
28-iM-Top5XLPSelect-12-22-202028-1.iM-Top5XLPSelect-12-22-2020
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 161.18% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.46% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $261,902 which includes $1,165 cash and excludes $1,132 spent on fees and slippage.
33-iM-Top5XLVSelect-12-22-202033-1.iM-Top5XLVSelect-12-22-2020
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 261.08% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $361,080 which includes $1,448 cash and excludes $5,042 spent on fees and slippage.
34-iM-Top5XLUSelect-12-22-202034-1.iM-Top5XLUSelect-12-22-2020
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 90.69% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $190,689 which includes $2,358 cash and excludes $6,620 spent on fees and slippage.
36-iM-Top5XLYSelect-12-22-202036-1.iM-Top5XLYSelect-12-22-2020
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 158.17% while the benchmark SPY gained 98.73% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.26% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $258,171 which includes $924 cash and excludes $2,742 spent on fees and slippage.
39-Top5SeasonalCombo-12-22-2020
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 0.50% while the benchmark SPY gained 3.16% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.19% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $100,496 which includes $631 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-12-22-2020
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 33.5%, and for the last 12 months is 32.9%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.44% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $336,886 which includes $3,102 cash and excludes $5,896 spent on fees and slippage.
16-GoldMomentum-12-22-2020
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 68.9%, and for the last 12 months is 83.5%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 10.88% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $66,006 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-12-22-2020
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -8.0%, and for the last 12 months is -7.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.31% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $651,893 which includes $3,355 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-12-22-2020
 iM-Combo3.R1: The model’s out of sample performance YTD is -5.0%, and for the last 12 months is -4.9%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.23% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $168,184 which includes $3,457 cash and excludes $6,679 spent on fees and slippage.
15-Combo5-12-22-2020
 iM-Combo5: The model’s out of sample performance YTD is 12.8%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Combo5 gained 2.38% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $173,800 which includes $1,497 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-22-20208-1.VDIGXtrade-12-22-2020
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 9.6%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Since inception, on 7/1/2014, the model gained 168.36% while the benchmark SPY gained 113.33% and VDIGX gained 103.80% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.21% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $268,363 which includes $1,480 cash and excludes $3,800 spent on fees and slippage.
29-im6-cap-strg-12-22-2020
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 5.4%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.64% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $187,354 which includes $31,622 cash and excludes $1,592 spent on fees and slippage.
7-USMVtrade-12-22-20207-1.USMVtrade-12-22-2020
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -5.9%, and for the last 12 months is -5.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Since inception, on 6/30/2014, the model gained 120.96% while the benchmark SPY gained 113.33% and the ETF USMV gained 105.55% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.40% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $221,240 which includes $1,320 cash and excludes $7,158 spent on fees and slippage.
13-MinVolUSMVInv-12-22-2020 13-1.MinVolUSMVInv-12-22-2020
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 21.3%, and for the last 12 months is 21.0%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Since inception, on 1/3/2013, the model gained 341.86% while the benchmark SPY gained 194.48% and the ETF USMV gained 167.08% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.50% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $441,856 which includes $2,394 cash and excludes $3,529 spent on fees and slippage.
5-bnd-mkt-trdr-12-22-2020
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -36.6%, and for the last 12 months is -32.3%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.03% at a time when BND gained -0.05%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $147,175 which includes $4,060 cash and excludes $2,087 spent on fees and slippage.
3-Short-12-22-2020
 iM-Best(Short): The model’s out of sample performance YTD is -17.8%, and for the last 12 months is -18.0%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of iM-Best(Short) gained -1.50% at a time when SPY gained 1.31%. Over the period 1/2/2009 to 12/21/2020 the starting capital of $100,000 would have grown to $66,118 which includes $117,305 cash and excludes $29,692 spent on fees and slippage.
25-Best2MCsETF-12-22-2020
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 3.1%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.66% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,716 which includes $1,546 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-12-22-2020
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 1.6%, and for the last 12 months is 2.0%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.23% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,767 which includes $1,662 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-12-22-2020
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -5.6%, and for the last 12 months is -5.2%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.31% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,290 which includes $1,260 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-12-22-2020
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 26.1%, and for the last 12 months is 25.7%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.33% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,186 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
23-iM-lo-turn-over-12-22-2020
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -3.0%, and for the last 12 months is -2.8%. Over the same period the benchmark SPY performance was 16.4% and 16.8% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 1.10% at a time when SPY gained 1.31%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $109,259 which includes $2,368 cash and excludes $2,292 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