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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 16.0%, and for the last 12 months is 28.8%. Over the same period the benchmark E60B40 performance was 13.3% and 23.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.39% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $160,101 which includes $558 cash and excludes $1,786 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 17.9%, and for the last 12 months is 32.6%. Over the same period the benchmark E60B40 performance was 13.3% and 23.9% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.54% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $165,272 which includes $55 cash and excludes $1,921 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 19.7%, and for the last 12 months is 36.4%. Over the same period the benchmark E60B40 performance was 13.3% and 23.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.69% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $170,316 which includes $1,601 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 486.50% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.37% at a time when SPY gained 0.99%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $146,626 which includes $912 cash and excludes $1,511 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 446.29% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.81% at a time when SPY gained 0.99%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $136,477 which includes $367 cash and excludes $903 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 526.81% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 2.33% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $626,814 which includes $191 cash and excludes $8,335 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 122.39% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.26% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $222,387 which includes $266 cash and excludes $6,721 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 275.06% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -2.77% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $375,060 which includes $6,640 cash and excludes $3,955 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 490.71% while the benchmark SPY gained 150.96% 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 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $590,707 which includes $1,833 cash and excludes $1,638 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 185.40% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.09% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $285,403 which includes $1,929 cash and excludes $1,393 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 362.59% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.25% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $462,589 which includes $189 cash and excludes $5,691 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 107.31% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.58% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $207,307 which includes $422 cash and excludes $7,883 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 247.20% while the benchmark SPY gained 150.96% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.10% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $347,198 which includes $56 cash and excludes $3,209 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 22.11% while the benchmark SPY gained 30.28% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -1.07% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $122,105 which includes $1,331 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 14.8%, and for the last 12 months is 33.9%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -4.44% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $388,769 which includes $755 cash and excludes $7,106 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 1.5%, and for the last 12 months is 35.7%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -5.27% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $06 which includes $73,732 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 13.0%, and for the last 12 months is 29.9%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.45% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $292,450 which includes $4,038 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 24.0%, and for the last 12 months is 42.6%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.97% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $821,602 which includes $10,552 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 17.6%, and for the last 12 months is 34.0%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.47% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $201,875 which includes $3,258 cash and excludes $7,171 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 24.6%, and for the last 12 months is 47.5%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of iM-Combo5 gained 2.09% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $221,376 which includes $1,951 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 12.8%, and for the last 12 months is 26.5%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Since inception, on 7/1/2014, the model gained 205.34% while the benchmark SPY gained 169.40% and VDIGX gained 149.39% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.19% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $305,345 which includes $222 cash and excludes $4,139 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 8.8%, and for the last 12 months is 23.1%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -2.80% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $204,673 which includes $729 cash and excludes $1,899 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 13.3%, and for the last 12 months is 29.0%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Since inception, on 6/30/2014, the model gained 154.22% while the benchmark SPY gained 169.40% and the ETF USMV gained 139.90% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.23% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $254,220 which includes -$38 cash and excludes $7,381 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 25.3%, and for the last 12 months is 49.1%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Since inception, on 1/3/2013, the model gained 465.33% while the benchmark SPY gained 271.88% and the ETF USMV gained 271.88% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.40% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $565,331 which includes $326 cash and excludes $4,916 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 1.6%, and for the last 12 months is 6.9%. Over the same period the benchmark BND performance was -1.8% 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 0.46% at a time when BND gained 0.38%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $151,044 which includes $309 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 13.0%, and for the last 12 months is 29.9%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.45% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $292,450 which includes $4,038 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 11.3%, and for the last 12 months is 22.3%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.03% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,113 which includes $3,479 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 18.4%, and for the last 12 months is 30.6%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.07% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,078 which includes $4,954 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 23.9%, and for the last 12 months is 42.4%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.97% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $194,335 which includes $2,958 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 0.6%, and for the last 12 months is 17.7%. Over the same period the benchmark SPY performance was 24.2% and 42.9% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.84% at a time when SPY gained 0.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $167,308 which includes $475 cash and excludes $7,877 spent on fees and slippage. |
iM-Best Reports – 11/1/21
Posted in pmp SPY-SH
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