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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 -10.1%, and for the last 12 months is -0.7%. Over the same period the benchmark E60B40 performance was -13.3% and -5.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.48% at a time when SPY gained -0.44%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $146,401 which includes $1,611 cash and excludes $2,097 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 -10.5%, and for the last 12 months is -0.4%. Over the same period the benchmark E60B40 performance was -13.3% and -5.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.48% at a time when SPY gained -0.44%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $150,507 which includes $1,759 cash and excludes $2,238 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 -10.9%, and for the last 12 months is -0.3%. Over the same period the benchmark E60B40 performance was -13.3% and -5.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.48% at a time when SPY gained -0.44%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $154,436 which includes $1,846 cash and excludes $2,374 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 304.39% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.49% at a time when SPY gained -0.79%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $101,099 which includes $979 cash and excludes $1,733 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 183.02% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.68% at a time when SPY gained -0.79%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $70,754 which includes -$248 cash and excludes $1,109 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 459.22% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.50% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $559,220 which includes -$5,740 cash and excludes $8,673 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 187.18% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.06% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $287,182 which includes $3,823 cash and excludes $8,257 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 259.40% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.42% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $359,401 which includes $1,997 cash and excludes $4,981 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 418.59% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.43% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $518,587 which includes $3,047 cash and excludes $1,706 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 177.60% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.86% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $277,605 which includes $769 cash and excludes $1,550 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 366.73% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.09% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $466,734 which includes $327 cash and excludes $7,019 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 135.15% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.48% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $235,146 which includes $753 cash and excludes $9,443 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 134.99% while the benchmark SPY gained 117.97% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -11.70% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $234,987 which includes -$7,486 cash and excludes $4,403 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 21.58% while the benchmark SPY gained 13.15% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.34% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $121,577 which includes $8 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 -9.5%, and for the last 12 months is -10.9%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -3.23% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $364,239 which includes $2,215 cash and excludes $7,957 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 0.1%, and for the last 12 months is -3.9%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 2.97% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $30,728 which includes $104,216 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 -10.8%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.79% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $256,674 which includes $264 cash and excludes $950 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -16.0%, and for the last 12 months is -3.1%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.79% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $714,429 which includes $370 cash and excludes $25,134 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -12.4%, and for the last 12 months is 2.9%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.22% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $184,469 which includes -$821 cash and excludes $7,776 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is -25.4%, and for the last 12 months is -11.7%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of iM-Combo5 gained -1.00% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $169,433 which includes $335 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 -14.2%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Since inception, on 7/1/2014, the model gained 174.80% while the benchmark SPY gained 133.98% and VDIGX gained 133.22% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.26% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $274,805 which includes $1,019 cash and excludes $4,336 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is 1.8%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -3.60% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $219,562 which includes $2,187 cash and excludes $2,349 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -2.2%, and for the last 12 months is 1.4%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Since inception, on 6/30/2014, the model gained 156.51% while the benchmark SPY gained 133.98% and the ETF USMV gained 122.49% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.45% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $256,510 which includes $1,877 cash and excludes $7,509 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 6.9%, and for the last 12 months is 10.1%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Since inception, on 1/3/2013, the model gained 513.92% while the benchmark SPY gained 222.98% and the ETF USMV gained 222.98% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.44% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $613,924 which includes $915 cash and excludes $6,473 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 -10.0%, and for the last 12 months is -9.1%. Over the same period the benchmark BND performance was -9.6% and -8.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.08% at a time when BND gained -0.01%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,700 which includes -$10 cash and excludes $2,263 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 -10.8%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.79% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $256,674 which includes $264 cash and excludes $950 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -8.6%, and for the last 12 months is 1.8%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -4.02% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $142,223 which includes $344 cash and excludes $1,394 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -8.1%, and for the last 12 months is 2.7%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.13% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,845 which includes $404 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 -11.8%, and for the last 12 months is 1.8%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.16% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $177,563 which includes $1,693 cash and excludes $4,331 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -0.4%, and for the last 12 months is -0.2%. Over the same period the benchmark SPY performance was -16.2% and -3.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.46% at a time when SPY gained -0.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $177,818 which includes $63 cash and excludes $8,560 spent on fees and slippage. |
iM-Best Reports – 5/23/2022
Posted in pmp SPY-SH
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