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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 17.9%, and for the last 12 months is 23.6%. Over the same period the benchmark E60B40 performance was 14.2% and 17.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.18% at a time when SPY gained -0.57%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $162,737 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 19.8%, and for the last 12 months is 26.1%. Over the same period the benchmark E60B40 performance was 14.2% and 17.9% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.24% at a time when SPY gained -0.57%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $167,954 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 21.6%, and for the last 12 months is 28.5%. Over the same period the benchmark E60B40 performance was 14.2% and 17.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.30% at a time when SPY gained -0.57%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $173,003 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 492.51% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.05% at a time when SPY gained -0.32%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $148,127 which includes $925 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 426.05% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 0.09% at a time when SPY gained -0.32%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $131,512 which includes $1,024 cash and excludes $911 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 567.57% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.77% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $667,574 which includes $783 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 137.01% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.81% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $237,011 which includes $5,300 cash and excludes $6,932 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 291.01% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.18% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $391,013 which includes $759 cash and excludes $4,141 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 503.44% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.99% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $603,439 which includes $2,031 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 193.86% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 3.00% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $293,862 which includes $991 cash and excludes $1,512 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 370.05% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.88% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $470,054 which includes $1,857 cash and excludes $5,880 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 109.33% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.96% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $209,329 which includes -$982 cash and excludes $8,159 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 257.21% while the benchmark SPY gained 155.00% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.70% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $357,206 which includes $305 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 26.77% while the benchmark SPY gained 32.37% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.42% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $126,767 which includes $1,868 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 16.6%, and for the last 12 months is 27.0%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.34% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $394,932 which includes $2,022 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 15.3%, and for the last 12 months is 37.2%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 12.16% at a time when SPY gained -0.32%. 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 12.7%, and for the last 12 months is 18.1%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.89% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,518 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 26.0%, and for the last 12 months is 32.1%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.32% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $834,631 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 20.8%, and for the last 12 months is 29.7%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.51% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $207,401 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 27.8%, and for the last 12 months is 38.9%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of iM-Combo5 gained -0.84% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $227,036 which includes $1,465 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 14.3%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Since inception, on 7/1/2014, the model gained 209.26% while the benchmark SPY gained 173.73% and VDIGX gained 152.72% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.19% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $309,264 which includes $386 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 10.6%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.40% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $208,103 which includes $1,023 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 14.1%, and for the last 12 months is 19.3%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Since inception, on 6/30/2014, the model gained 155.92% while the benchmark SPY gained 173.73% and the ETF USMV gained 142.23% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.15% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $256,000 which includes $180 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 25.9%, and for the last 12 months is 30.4%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Since inception, on 1/3/2013, the model gained 468.45% while the benchmark SPY gained 277.86% and the ETF USMV gained 277.86% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.11% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $568,633 which includes $1,958 cash and excludes $5,028 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 1.2%, and for the last 12 months is 4.2%. Over the same period the benchmark BND performance was -2.2% and -1.3% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.90% at a time when BND gained -0.96%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,557 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 12.7%, and for the last 12 months is 18.1%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.89% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,518 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 13.2%, and for the last 12 months is 14.5%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.73% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,588 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 20.3%, and for the last 12 months is 21.4%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.98% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $161,606 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 25.9%, and for the last 12 months is 32.0%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.32% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $197,409 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 4.6%, and for the last 12 months is 5.3%. Over the same period the benchmark SPY performance was 26.2% and 32.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.17% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $173,927 which includes $475 cash and excludes $7,877 spent on fees and slippage. |
iM-Best Reports – 11/7/21
Posted in pmp SPY-SH
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