Home › pmp › pmp SPY-SH › iM-Best Reports – 5/2/2022

iM-Best Reports – 5/2/2022

Performance-wk-5-3-2022 Performance-mth-5-3-2022 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-6040-5-3-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -9.5%, and for the last 12 months is -0.5%. Over the same period the benchmark E60B40 performance was -11.3% and -3.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.70% at a time when SPY gained -2.45%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $147,358 which includes $1,611 cash and excludes $2,097 spent on fees and slippage.
31-im-fs-7030-5-3-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -9.9%, and for the last 12 months is -0.4%. Over the same period the benchmark E60B40 performance was -11.3% and -3.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.70% at a time when SPY gained -2.45%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $151,489 which includes $1,759 cash and excludes $2,238 spent on fees and slippage.
32-im-fs-8020-5-3-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -10.3%, and for the last 12 months is -0.3%. Over the same period the benchmark E60B40 performance was -11.3% and -3.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.70% at a time when SPY gained -2.45%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $155,443 which includes $1,846 cash and excludes $2,374 spent on fees and slippage.
18-5HedgeFundSelect-5-3-2022 18-1.5HedgeFundSelect-5-3-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 351.55% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -3.63% at a time when SPY gained -3.27%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $112,887 which includes -$3,797 cash and excludes $1,644 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-5-3-2022 10-1.iM-10LargeHedgeFundSelect-5-3-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 226.19% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.74% at a time when SPY gained -3.27%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $79,814 which includes -$1,475 cash and excludes $1,059 spent on fees and slippage.
38-iM-Top5QQQSelect-5-3-202238-1.iM-Top5QQQSelect-5-3-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 468.17% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.00% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $568,166 which includes $143 cash and excludes $8,445 spent on fees and slippage.
37-iM-Top5XLBSelect-5-3-202237-1.iM-Top5XLBSelect-5-3-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 194.53% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.83% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $294,533 which includes $628 cash and excludes $8,001 spent on fees and slippage.
35-iM-Top5XLISelect-5-3-202235-1.iM-Top5XLISelect-5-3-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 261.94% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -6.11% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $361,938 which includes $1,210 cash and excludes $4,981 spent on fees and slippage.
27-iM-Top5XLKSelect-5-3-202227-1.iM-Top5XLKSelect-5-3-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 444.36% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.73% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $544,359 which includes $2,838 cash and excludes $1,706 spent on fees and slippage.
28-iM-Top5XLPSelect-5-3-202228-1.iM-Top5XLPSelect-5-3-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 175.96% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -4.34% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $275,959 which includes $769 cash and excludes $1,550 spent on fees and slippage.
33-iM-Top5XLVSelect-5-3-202233-1.iM-Top5XLVSelect-5-3-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 357.60% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.69% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $457,598 which includes -$6,442 cash and excludes $6,856 spent on fees and slippage.
34-iM-Top5XLUSelect-5-3-202234-1.iM-Top5XLUSelect-5-3-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 127.63% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -4.84% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $227,632 which includes $1,428 cash and excludes $9,119 spent on fees and slippage.
36-iM-Top5XLYSelect-5-3-202236-1.iM-Top5XLYSelect-5-3-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 187.00% while the benchmark SPY gained 127.61% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.90% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $286,996 which includes -$415 cash and excludes $4,315 spent on fees and slippage.
39-Top5SeasonalCombo-5-3-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 22.50% while the benchmark SPY gained 18.15% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -2.98% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $122,499 which includes $497 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-5-3-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -3.6%, and for the last 12 months is -2.1%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.87% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $388,206 which includes $156 cash and excludes $7,957 spent on fees and slippage.
16-GoldMomentum-5-3-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 10.9%, and for the last 12 months is 3.9%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.52% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $25,116 which includes $100,120 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-5-3-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -8.9%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -3.27% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $268,018 which includes $264 cash and excludes $950 spent on fees and slippage.
1-SPY-SH-5-3-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -12.3%, and for the last 12 months is 0.6%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.26% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $746,019 which includes $370 cash and excludes $25,134 spent on fees and slippage.
2-Combo3-5-3-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -12.0%, and for the last 12 months is 1.9%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained -2.82% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $185,356 which includes $61,828 cash and excludes $7,776 spent on fees and slippage.
15-Combo5-5-3-2022
 iM-Combo5: The model’s out of sample performance YTD is -21.7%, and for the last 12 months is -9.5%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of iM-Combo5 gained -3.89% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $177,770 which includes $36,818 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-5-3-20228-1.VDIGXtrade-5-3-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -12.4%, and for the last 12 months is -4.0%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Since inception, on 7/1/2014, the model gained 180.50% while the benchmark SPY gained 144.33% and VDIGX gained 139.69% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.22% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $280,499 which includes $211 cash and excludes $4,336 spent on fees and slippage.
29-im6-cap-strg-5-3-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.0%, and for the last 12 months is 7.0%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -2.08% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $226,071 which includes $1,808 cash and excludes $2,349 spent on fees and slippage.
7-USMVtrade-5-3-20227-1.USMVtrade-5-3-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -0.1%, and for the last 12 months is 3.6%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Since inception, on 6/30/2014, the model gained 161.93% while the benchmark SPY gained 144.33% and the ETF USMV gained 128.25% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -3.19% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $261,927 which includes $1,661 cash and excludes $7,509 spent on fees and slippage.
13-MinVolUSMVInv-5-3-2022 13-1.MinVolUSMVInv-5-3-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 5.7%, and for the last 12 months is 12.0%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Since inception, on 1/3/2013, the model gained 506.96% while the benchmark SPY gained 237.28% and the ETF USMV gained 237.28% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.15% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $606,961 which includes $118 cash and excludes $6,305 spent on fees and slippage.
5-bnd-mkt-trdr-5-3-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -8.2%, and for the last 12 months is -7.4%. Over the same period the benchmark BND performance was -10.0% and -9.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.90% at a time when BND gained -1.28%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $139,388 which includes $1,075 cash and excludes $2,203 spent on fees and slippage.
4-ModSumYieldCurve-5-3-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -8.9%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -3.27% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $268,018 which includes $264 cash and excludes $950 spent on fees and slippage.
25-Best2MCsETF-5-3-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -4.6%, and for the last 12 months is 7.8%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -3.80% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,491 which includes $344 cash and excludes $1,394 spent on fees and slippage.
26-Best4MCsVang-5-3-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -6.0%, and for the last 12 months is 5.2%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -4.52% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $158,279 which includes $404 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-5-3-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -12.9%, and for the last 12 months is 0.0%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -3.89% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $175,365 which includes $1,693 cash and excludes $4,331 spent on fees and slippage.
22-imc-gld-stk-bnd-5-3-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 0.0%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was -12.5% and 0.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.94% at a time when SPY gained -3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $178,630 which includes -$1,992 cash and excludes $8,558 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