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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 7.1%, and for the last 12 months is 23.3%. Over the same period the benchmark E60B40 performance was 5.6% and 26.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.28% at a time when SPY gained -0.42%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $147,783 which includes $69 cash and excludes $1,784 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 8.0%, and for the last 12 months is 25.8%. Over the same period the benchmark E60B40 performance was 5.6% and 26.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.34% at a time when SPY gained -0.42%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $151,456 which includes $1,475 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 9.0%, and for the last 12 months is 28.3%. Over the same period the benchmark E60B40 performance was 5.6% and 26.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.40% at a time when SPY gained -0.42%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $155,030 which includes $1,631 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 393.89% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.94% at a time when SPY gained -0.58%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $123,473 which includes -$4,762 cash and excludes $1,331 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 361.83% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.48% at a time when SPY gained -0.58%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $115,458 which includes $686 cash and excludes $768 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 471.84% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 4.42% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $571,837 which includes $2,836 cash and excludes $7,782 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 144.84% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 4.42% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $244,841 which includes $262 cash and excludes $6,104 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 285.36% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 4.42% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $385,364 which includes $1,205 cash and excludes $3,426 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 474.75% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 4.42% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $574,754 which includes $4,256 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 194.38% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.24% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $294,380 which includes -$646 cash and excludes $1,391 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 298.81% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 4.42% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $398,814 which includes $8,981 cash and excludes $5,252 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 96.90% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 4.42% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $196,901 which includes $806 cash and excludes $7,220 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 217.16% while the benchmark SPY gained 125.22% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 4.42% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $317,156 which includes $73 cash and excludes $2,760 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 19.05% while the benchmark SPY gained 16.91% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.16% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $119,047 which includes $1,357 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 22.8%, and for the last 12 months is 84.5%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.55% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $415,641 which includes $2,180 cash and excludes $6,667 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 26.6%, and for the last 12 months is 39.9%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 1.26% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $01 which includes $66,124 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 11.4%, and for the last 12 months is 41.2%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.57% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $288,174 which includes $3,127 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 11.4%, and for the last 12 months is 39.3%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.57% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $738,170 which includes $5,608 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 4.2%, and for the last 12 months is 32.5%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.77% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $178,991 which includes $3,021 cash and excludes $6,914 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 7.7%, and for the last 12 months is 49.5%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of iM-Combo5 gained -0.75% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $191,289 which includes -$869 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 10.5%, and for the last 12 months is 33.8%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Since inception, on 7/1/2014, the model gained 198.97% while the benchmark SPY gained 141.76% and VDIGX gained 133.01% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.34% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $298,969 which includes $470 cash and excludes $3,880 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 16.0%, and for the last 12 months is 70.8%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.85% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $218,146 which includes $37,625 cash and excludes $1,764 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 13.1%, and for the last 12 months is 34.8%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Since inception, on 6/30/2014, the model gained 153.64% while the benchmark SPY gained 141.76% and the ETF USMV gained 122.56% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.60% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $253,638 which includes $1,776 cash and excludes $7,285 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 22.9%, and for the last 12 months is 78.4%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Since inception, on 1/3/2013, the model gained 454.81% while the benchmark SPY gained 233.73% and the ETF USMV gained 233.73% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.86% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $554,990 which includes $629 cash and excludes $4,708 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 1.1%, and for the last 12 months is 15.7%. Over the same period the benchmark BND performance was -3.0% and -0.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.09% at a time when BND gained -0.21%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,311 which includes $6,069 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 11.4%, and for the last 12 months is 41.2%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.57% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $288,174 which includes $3,127 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 6.2%, and for the last 12 months is 21.1%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.72% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $139,367 which includes $2,151 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 12.0%, and for the last 12 months is 40.1%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.02% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $150,532 which includes $3,152 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 11.4%, and for the last 12 months is 24.1%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.57% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $174,648 which includes $1,792 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 6.3%, and for the last 12 months is 31.4%. Over the same period the benchmark SPY performance was 11.5% and 47.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.49% at a time when SPY gained -0.58%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $176,743 which includes $734 cash and excludes $6,875 spent on fees and slippage. |
iM-Best Reports – 5/17/21
Posted in pmp SPY-SH
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