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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 8.5%, and for the last 12 months is 22.6%. Over the same period the benchmark E60B40 performance was 6.8% and 19.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.34% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $149,714 which includes $350 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 9.7%, and for the last 12 months is 25.3%. Over the same period the benchmark E60B40 performance was 6.8% and 19.7% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.42% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $153,738 which includes $25 cash and excludes $1,919 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 10.8%, and for the last 12 months is 28.0%. Over the same period the benchmark E60B40 performance was 6.8% and 19.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.49% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $157,666 which includes $113 cash and excludes $2,047 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 424.30% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.27% at a time when SPY gained 0.60%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $131,076 which includes -$853 cash and excludes $1,403 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 387.76% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.66% at a time when SPY gained 0.60%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $121,939 which includes $722 cash and excludes $812 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 508.98% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.52% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $608,984 which includes $3,049 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 141.17% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -2.11% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $241,167 which includes $1,947 cash and excludes $6,209 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 287.70% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.83% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $387,702 which includes $2,369 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 504.85% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 2.37% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $605,449 which includes $4,852 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 191.15% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.81% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $291,152 which includes -$419 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 293.77% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.84% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $393,769 which includes $8 cash and excludes $5,263 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 96.77% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.75% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $196,772 which includes $978 cash and excludes $7,311 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 214.09% while the benchmark SPY gained 128.83% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.78% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $314,095 which includes $752 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 22.13% while the benchmark SPY gained 18.79% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.14% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $122,163 which includes $1,181 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 22.0%, and for the last 12 months is 53.5%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.09% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $412,979 which includes $781 cash and excludes $6,681 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 29.0%, and for the last 12 months is 69.5%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -1.90% at a time when SPY gained 0.60%. 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 12.8%, and for the last 12 months is 43.9%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.33% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,808 which includes $3,044 cash and excludes $862 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 34.5%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.60% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $749,929 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 7.1%, and for the last 12 months is 34.6%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.13% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $183,930 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 11.4%, and for the last 12 months is 47.4%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of iM-Combo5 gained 1.25% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $197,811 which includes $663 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 10.4%, and for the last 12 months is 17.8%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Since inception, on 7/1/2014, the model gained 198.83% while the benchmark SPY gained 145.64% and VDIGX gained 132.19% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.22% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $298,834 which includes $1,463 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 16.5%, and for the last 12 months is 50.4%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.26% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $219,106 which includes $37,866 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 13.8%, and for the last 12 months is 16.5%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Since inception, on 6/30/2014, the model gained 155.22% while the benchmark SPY gained 145.64% and the ETF USMV gained 124.12% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.27% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $255,217 which includes $2,023 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 23.4%, and for the last 12 months is 48.4%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Since inception, on 1/3/2013, the model gained 457.11% while the benchmark SPY gained 239.08% and the ETF USMV gained 239.08% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.58% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $557,108 which includes $2,091 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 1.7%, and for the last 12 months is 8.0%. Over the same period the benchmark BND performance was -2.4% and -0.1% 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 0.25%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $151,207 which includes $6,551 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 12.8%, and for the last 12 months is 43.9%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.33% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,808 which includes $3,044 cash and excludes $862 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 7.0%, and for the last 12 months is 20.4%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.06% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $140,422 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 14.5%, and for the last 12 months is 27.5%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.03% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $153,821 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 13.2%, and for the last 12 months is 28.4%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.59% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $177,423 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 8.2%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was 13.3% and 34.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.03% at a time when SPY gained 0.60%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $179,889 which includes $133 cash and excludes $6,883 spent on fees and slippage. |
iM-Best Reports – 6/8/21
Posted in pmp SPY-SH
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