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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 12.1%, and for the last 12 months is 23.1%. Over the same period the benchmark E60B40 performance was 10.3% and 20.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.33% at a time when SPY gained -0.24%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $154,770 which includes $1,313 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 13.4%, and for the last 12 months is 25.8%. Over the same period the benchmark E60B40 performance was 10.3% and 20.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.42% at a time when SPY gained -0.24%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $158,949 which includes $883 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 14.6%, and for the last 12 months is 28.5%. Over the same period the benchmark E60B40 performance was 10.3% and 20.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.50% at a time when SPY gained -0.24%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $163,014 which includes $859 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 456.82% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.03% at a time when SPY gained -0.78%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $139,206 which includes -$608 cash and excludes $1,410 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 431.49% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.25% at a time when SPY gained -0.78%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $132,872 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 541.82% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.86% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $641,823 which includes $3,917 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 124.75% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.79% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $224,748 which includes $282 cash and excludes $6,489 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 275.84% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.99% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $375,841 which includes $578 cash and excludes $3,601 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 495.41% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.28% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $595,412 which includes $2,535 cash and excludes $1,607 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 188.06% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.25% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $288,059 which includes $1,456 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 371.92% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.86% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $471,915 which includes $915 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 101.25% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.02% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $201,248 which includes -$88 cash and excludes $7,589 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 214.75% while the benchmark SPY gained 137.95% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -2.76% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $314,747 which includes $1,075 cash and excludes $2,884 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 23.74% while the benchmark SPY gained 23.52% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.11% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $123,738 which includes $1,605 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 17.7%, and for the last 12 months is 43.9%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.31% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $398,487 which includes $346 cash and excludes $6,710 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 13.2%, and for the last 12 months is 23.5%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 2.81% at a time when SPY gained -0.78%. 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 16.3%, and for the last 12 months is 34.2%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.92% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $300,931 which includes $3,429 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 17.7%, and for the last 12 months is 35.9%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.77% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $779,505 which includes $8,034 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 12.3%, and for the last 12 months is 29.2%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.28% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $192,837 which includes $7,976 cash and excludes $7,039 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 18.0%, and for the last 12 months is 41.0%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of iM-Combo5 gained -0.78% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $209,536 which includes $1,883 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 12.2%, and for the last 12 months is 24.1%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Since inception, on 7/1/2014, the model gained 203.74% while the benchmark SPY gained 155.43% and VDIGX gained 140.88% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.67% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $303,744 which includes $1,166 cash and excludes $3,890 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 30.3%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.08% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $215,299 which includes $1,607 cash and excludes $1,888 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 13.7%, and for the last 12 months is 20.1%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Since inception, on 6/30/2014, the model gained 155.03% while the benchmark SPY gained 155.43% and the ETF USMV gained 134.75% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.62% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $255,031 which includes $2,769 cash and excludes $7,336 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 23.5%, and for the last 12 months is 49.5%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Since inception, on 1/3/2013, the model gained 457.48% while the benchmark SPY gained 252.60% and the ETF USMV gained 252.60% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.07% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $557,481 which includes $33 cash and excludes $4,816 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 4.5%, and for the last 12 months is 9.4%. Over the same period the benchmark BND performance was -0.4% and -0.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.93% at a time when BND gained 0.56%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $155,476 which includes -$10 cash and excludes $2,147 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 16.3%, and for the last 12 months is 34.2%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.92% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $300,931 which includes $3,429 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 9.7%, and for the last 12 months is 16.6%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.22% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $143,960 which includes $2,781 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 14.9%, and for the last 12 months is 26.8%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.32% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,454 which includes $4,061 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 17.6%, and for the last 12 months is 29.7%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.77% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $184,401 which includes $2,364 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 3.2%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 17.8% and 36.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.87% at a time when SPY gained -0.78%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $171,593 which includes $133 cash and excludes $6,883 spent on fees and slippage. |
iM-Best Reports – 8/2/21
Posted in pmp SPY-SH
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