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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 -14.2%, and for the last 12 months is -14.1%. Over the same period the benchmark E60B40 performance was -14.7% and -13.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.81% at a time when SPY gained 3.35%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $139,821 which includes $1,023 cash and excludes $2,673 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 -14.5%, and for the last 12 months is -14.4%. Over the same period the benchmark E60B40 performance was -14.7% and -13.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.81% at a time when SPY gained 3.35%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $143,782 which includes $1,143 cash and excludes $2,831 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 -14.8%, and for the last 12 months is -14.7%. Over the same period the benchmark E60B40 performance was -14.7% and -13.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.80% at a time when SPY gained 3.35%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $147,587 which includes $1,302 cash and excludes $2,982 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 288.16% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 6.85% at a time when SPY gained 3.99%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $97,041 which includes -$1,004 cash and excludes $1,788 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 167.23% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 7.17% at a time when SPY gained 3.99%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $66,807 which includes $80 cash and excludes $1,157 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 491.15% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 10.81% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $591,148 which includes $1,238 cash and excludes $9,478 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 170.63% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 8.48% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $270,633 which includes $1,490 cash and excludes $9,012 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 281.85% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.06% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $381,852 which includes $417 cash and excludes $5,390 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 425.91% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 4.92% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $525,912 which includes $4,937 cash and excludes $1,738 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 156.90% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 4.80% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $256,904 which includes $1,378 cash and excludes $1,714 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 392.37% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 5.15% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $492,371 which includes $1,477 cash and excludes $8,865 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 119.41% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.34% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $219,405 which includes $446 cash and excludes $10,607 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 177.14% while the benchmark SPY gained 118.81% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 3.70% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $277,144 which includes -$1,072 cash and excludes $5,248 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 21.47% while the benchmark SPY gained 13.59% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 4.64% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $121,466 which includes $1,212 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 -8.9%, and for the last 12 months is -7.3%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 6.55% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $366,948 which includes $1,581 cash and excludes $8,665 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 -31.0%, and for the last 12 months is -30.4%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 20.65% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $120,794 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 -14.6%, and for the last 12 months is -14.2%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 2.81% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $251,017 which includes $543 cash and excludes $1,196 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -27.1%, and for the last 12 months is -25.6%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of Best(SPY-SH) gained -4.01% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,719 which includes $0 cash and excludes $2,437 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -14.2%, and for the last 12 months is -12.9%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.94% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $180,644 which includes $60,750 cash and excludes $8,054 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is -33.5%, and for the last 12 months is -33.6%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of iM-Combo5 gained 0.15% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $150,996 which includes $28,099 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 -12.7%, and for the last 12 months is -9.9%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Since inception, on 7/1/2014, the model gained 179.57% while the benchmark SPY gained 134.88% and VDIGX gained 136.76% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 3.13% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $279,567 which includes $543 cash and excludes $4,435 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.2%, and for the last 12 months is 5.5%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 4.62% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $217,868 which includes $1,283 cash and excludes $2,551 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -3.4%, and for the last 12 months is -0.7%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Since inception, on 6/30/2014, the model gained 153.32% while the benchmark SPY gained 134.88% and the ETF USMV gained 126.01% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.72% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $253,322 which includes $1,008 cash and excludes $7,596 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 24.9%, and for the last 12 months is 27.0%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Since inception, on 1/3/2013, the model gained 617.43% while the benchmark SPY gained 224.24% and the ETF USMV gained 224.24% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 4.45% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $717,430 which includes $997 cash and excludes $6,959 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 -12.9%, and for the last 12 months is -12.5%. Over the same period the benchmark BND performance was -14.2% and -14.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 2.81% at a time when BND gained 2.34%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $132,298 which includes $314 cash and excludes $2,495 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -14.6%, and for the last 12 months is -14.2%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 2.81% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $251,017 which includes $543 cash and excludes $1,196 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -10.1%, and for the last 12 months is -5.6%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 4.77% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $139,891 which includes $173 cash and excludes $2,087 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -12.2%, and for the last 12 months is -8.0%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.45% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,808 which includes $1,229 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 -15.9%, and for the last 12 months is -14.2%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 2.80% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $169,237 which includes $596 cash and excludes $5,043 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -6.1%, and for the last 12 months is -3.7%. Over the same period the benchmark SPY performance was -15.8% and -14.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 5.85% at a time when SPY gained 3.99%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $167,714 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 11/14/2022
Posted in pmp SPY-SH
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