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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 2.5%, and for the last 12 months is 5.8%. Over the same period the benchmark E60B40 performance was 1.2% and 13.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.27% at a time when SPY gained -1.00%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $141,437 which includes $983 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 3.1%, and for the last 12 months is 5.4%. Over the same period the benchmark E60B40 performance was 1.2% and 13.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.33% at a time when SPY gained -1.00%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $144,502 which includes $881 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 3.7%, and for the last 12 months is 4.9%. Over the same period the benchmark E60B40 performance was 1.2% and 13.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.39% at a time when SPY gained -1.00%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $147,478 which includes $1,068 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 427.35% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -2.41% at a time when SPY gained -1.34%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $131,837 which includes $1,411 cash and excludes $1,321 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 391.69% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -4.93% at a time when SPY gained -1.34%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $122,944 which includes $185 cash and excludes $740 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 445.06% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.38% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $545,057 which includes $2,082 cash and excludes $6,231 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 90.63% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.38% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $190,627 which includes $249 cash and excludes $5,514 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 225.21% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.38% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $325,215 which includes $760 cash and excludes $3,273 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 406.08% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.38% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $506,077 which includes $2,355 cash and excludes $1,573 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 154.43% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.42% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $254,427 which includes $314 cash and excludes $1,242 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 278.97% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.38% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $378,973 which includes $2,311 cash and excludes $5,042 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 82.61% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.38% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $182,609 which includes $874 cash and excludes $6,701 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 185.17% while the benchmark SPY gained 109.09% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.38% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $285,166 which includes $1,250 cash and excludes $2,742 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 7.42% while the benchmark SPY gained 8.54% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.62% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $107,424 which includes $1,921 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 8.7%, and for the last 12 months is 49.1%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.13% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $368,160 which includes $279 cash and excludes $6,198 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 22.2%, and for the last 12 months is 68.2%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 2.97% at a time when SPY gained -1.34%. 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. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 3.5%, and for the last 12 months is 29.3%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.33% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $267,753 which includes $2,250 cash and excludes $773 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 3.5%, and for the last 12 months is -6.6%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of Best(SPY-SH) gained -1.34% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $685,689 which includes $3,355 cash and excludes $25,118 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 1.3%, and for the last 12 months is -6.3%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.78% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $173,989 which includes $6,355 cash and excludes $6,793 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 3.5%, and for the last 12 months is 13.5%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of iM-Combo5 gained -1.35% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $183,828 which includes $40,167 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 -1.6%, and for the last 12 months is 7.4%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Since inception, on 7/1/2014, the model gained 166.22% while the benchmark SPY gained 124.45% and VDIGX gained 68.70% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.51% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $266,222 which includes $482 cash and excludes $3,817 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 1.9%, and for the last 12 months is 12.2%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.83% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $191,615 which includes $133 cash and excludes $1,637 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is -4.7%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Since inception, on 6/30/2014, the model gained 129.09% while the benchmark SPY gained 124.45% and the ETF USMV gained 104.69% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.57% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $229,093 which includes $265 cash and excludes $7,197 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 4.8%, and for the last 12 months is 25.1%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Since inception, on 1/3/2013, the model gained 372.92% while the benchmark SPY gained 209.83% and the ETF USMV gained 165.96% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.49% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $472,916 which includes $385 cash and excludes $3,649 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 0.3%, and for the last 12 months is -2.9%. Over the same period the benchmark BND performance was -2.3% and 2.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.45% at a time when BND gained -0.47%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $149,128 which includes $4,587 cash and excludes $2,087 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 3.5%, and for the last 12 months is 29.3%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.33% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $267,753 which includes $2,250 cash and excludes $773 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -2.6%, and for the last 12 months is -2.3%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.97% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $127,874 which includes $1,546 cash and excludes $1,386 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 2.3%, and for the last 12 months is 2.4%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.34% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $137,468 which includes $2,385 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 3.5%, and for the last 12 months is -4.1%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -1.33% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $162,265 which includes $1,260 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 -4.5%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was 3.5% and 18.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.69% at a time when SPY gained -1.34%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $158,692 which includes $13,893 cash and excludes $5,950 spent on fees and slippage. |
iM-Best Reports – 2/22/21
Posted in pmp SPY-SH
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