Home › pmp › pmp SPY-SH › iM-Best Reports – 1/3/2022

iM-Best Reports – 1/3/2022

Performance-wk-1-4-2022 Performance-mth-1-4-2022 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
30-im-fs-6040-1-4-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 0.2%, and for the last 12 months is 18.3%. Over the same period the benchmark E60B40 performance was 0.1% and 15.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.05% at a time when SPY gained -0.27%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $163,225 which includes $1,351 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-1-4-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 20.3%. Over the same period the benchmark E60B40 performance was 0.1% and 15.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.04% at a time when SPY gained -0.27%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $168,698 which includes $819 cash and excludes $1,921 spent on fees and slippage.
32-im-fs-8020-1-4-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 0.4%, and for the last 12 months is 22.3%. Over the same period the benchmark E60B40 performance was 0.1% and 15.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.02% at a time when SPY gained -0.27%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $174,016 which includes $517 cash and excludes $2,048 spent on fees and slippage.
18-5HedgeFundSelect-1-4-2022 18-1.5HedgeFundSelect-1-4-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 447.68% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.56% at a time when SPY gained 0.09%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $136,920 which includes $3,579 cash and excludes $1,565 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-1-4-2022 10-1.iM-10LargeHedgeFundSelect-1-4-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 368.58% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.55% at a time when SPY gained 0.09%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $117,145 which includes -$2 cash and excludes $985 spent on fees and slippage.
38-iM-Top5QQQSelect-1-4-202238-1.iM-Top5QQQSelect-1-4-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 626.31% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.43% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $726,313 which includes $796 cash and excludes $8,372 spent on fees and slippage.
37-iM-Top5XLBSelect-1-4-202237-1.iM-Top5XLBSelect-1-4-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 137.91% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.13% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $237,915 which includes $3,184 cash and excludes $7,161 spent on fees and slippage.
35-iM-Top5XLISelect-1-4-202235-1.iM-Top5XLISelect-1-4-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 287.84% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.38% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $387,842 which includes $2,616 cash and excludes $4,141 spent on fees and slippage.
27-iM-Top5XLKSelect-1-4-202227-1.iM-Top5XLKSelect-1-4-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 552.81% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.28% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $653,621 which includes $2,401 cash and excludes $1,675 spent on fees and slippage.
28-iM-Top5XLPSelect-1-4-202228-1.iM-Top5XLPSelect-1-4-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 202.20% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.86% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,198 which includes $1,342 cash and excludes $1,529 spent on fees and slippage.
33-iM-Top5XLVSelect-1-4-202233-1.iM-Top5XLVSelect-1-4-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 407.43% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.10% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $507,435 which includes -$2,314 cash and excludes $6,129 spent on fees and slippage.
34-iM-Top5XLUSelect-1-4-202234-1.iM-Top5XLUSelect-1-4-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 119.98% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.22% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $219,979 which includes $351 cash and excludes $8,367 spent on fees and slippage.
36-iM-Top5XLYSelect-1-4-202236-1.iM-Top5XLYSelect-1-4-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 253.55% while the benchmark SPY gained 161.52% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.65% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $353,551 which includes $633 cash and excludes $3,385 spent on fees and slippage.
39-Top5SeasonalCombo-1-4-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 28.47% while the benchmark SPY gained 35.76% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.48% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $128,469 which includes $2,377 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-1-4-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 0.7%, and for the last 12 months is 19.8%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.07% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $405,720 which includes $2,560 cash and excludes $7,395 spent on fees and slippage.
16-GoldMomentum-1-4-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -4.3%, and for the last 12 months is 10.1%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.30% at a time when SPY gained 0.09%. 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.
4-ModSumYieldCurve-1-4-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -0.9%, and for the last 12 months is 12.6%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.22% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,402 which includes $4,526 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-1-4-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 29.2%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.09% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $855,639 which includes $13,437 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-1-4-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is 0.2%, and for the last 12 months is 22.8%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.57% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $210,941 which includes $6,604 cash and excludes $7,312 spent on fees and slippage.
15-Combo5-1-4-2022
 iM-Combo5: The model’s out of sample performance YTD is 0.4%, and for the last 12 months is 28.3%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of iM-Combo5 gained -0.76% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $227,954 which includes $2,597 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-1-4-20228-1.VDIGXtrade-1-4-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -0.6%, and for the last 12 months is 17.6%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Since inception, on 7/1/2014, the model gained 218.34% while the benchmark SPY gained 180.73% and VDIGX gained 150.29% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.40% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $318,337 which includes $1,271 cash and excludes $4,175 spent on fees and slippage.
29-im6-cap-strg-1-4-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -0.1%, and for the last 12 months is 15.4%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.91% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $217,138 which includes $2,496 cash and excludes $1,899 spent on fees and slippage.
7-USMVtrade-1-4-20227-1.USMVtrade-1-4-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Since inception, on 6/30/2014, the model gained 165.08% while the benchmark SPY gained 180.73% and the ETF USMV gained 149.81% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.97% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $265,224 which includes $1,695 cash and excludes $7,422 spent on fees and slippage.
13-MinVolUSMVInv-1-4-2022 13-1.MinVolUSMVInv-1-4-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 0.9%, and for the last 12 months is 28.4%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Since inception, on 1/3/2013, the model gained 479.71% while the benchmark SPY gained 287.52% and the ETF USMV gained 287.52% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.54% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $579,708 which includes $4,031 cash and excludes $5,028 spent on fees and slippage.
5-bnd-mkt-trdr-1-4-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -0.9%, and for the last 12 months is 1.2%. Over the same period the benchmark BND performance was -0.7% and -2.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.24% at a time when BND gained -0.82%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,496 which includes $564 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-1-4-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -0.9%, and for the last 12 months is 12.6%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.22% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,402 which includes $4,526 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-1-4-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -0.3%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.55% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $155,168 which includes $4,209 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-1-4-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -0.4%, and for the last 12 months is 24.8%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.07% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $167,741 which includes $6,089 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-1-4-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 29.1%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.09% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $202,366 which includes $3,639 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-1-4-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 8.1%. Over the same period the benchmark SPY performance was 0.6% and 29.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.24% at a time when SPY gained 0.09%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $179,739 which includes $3,185 cash and excludes $8,212 spent on fees and slippage.
Posted in pmp SPY-SH

Leave a Reply

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer