Home › pmp › pmp SPY-SH › iM-Best Reports – 12/12/2022

iM-Best Reports – 12/12/2022

Performance-wk-12-13-2022 Performance-mth-12-13-2022 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-6040-12-13-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -11.9%, and for the last 12 months is -10.9%. Over the same period the benchmark E60B40 performance was -13.2% and -12.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.05% at a time when SPY gained 0.04%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $143,543 which includes $1,433 cash and excludes $2,673 spent on fees and slippage.
31-im-fs-7030-12-13-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -12.2%, and for the last 12 months is -11.2%. Over the same period the benchmark E60B40 performance was -13.2% and -12.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.05% at a time when SPY gained 0.04%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $147,605 which includes $1,564 cash and excludes $2,831 spent on fees and slippage.
32-im-fs-8020-12-13-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -12.6%, and for the last 12 months is -11.6%. Over the same period the benchmark E60B40 performance was -13.2% and -12.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.05% at a time when SPY gained 0.04%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $151,508 which includes $1,734 cash and excludes $2,982 spent on fees and slippage.
18-5HedgeFundSelect-12-13-2022 18-1.5HedgeFundSelect-12-13-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 290.85% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.64% at a time when SPY gained -0.16%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $97,714 which includes $1,958 cash and excludes $1,835 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-12-13-2022 10-1.iM-10LargeHedgeFundSelect-12-13-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 164.13% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.69% at a time when SPY gained -0.16%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $66,033 which includes $311 cash and excludes $1,181 spent on fees and slippage.
38-iM-Top5QQQSelect-12-13-202238-1.iM-Top5QQQSelect-12-13-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 498.27% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.38% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $598,267 which includes $2,687 cash and excludes $9,478 spent on fees and slippage.
37-iM-Top5XLBSelect-12-13-202237-1.iM-Top5XLBSelect-12-13-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 172.57% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.48% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $272,574 which includes $2,468 cash and excludes $9,012 spent on fees and slippage.
35-iM-Top5XLISelect-12-13-202235-1.iM-Top5XLISelect-12-13-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 286.38% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.52% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $386,378 which includes $1,930 cash and excludes $5,390 spent on fees and slippage.
27-iM-Top5XLKSelect-12-13-202227-1.iM-Top5XLKSelect-12-13-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 426.05% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.37% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $526,046 which includes $5,865 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-12-13-202228-1.iM-Top5XLPSelect-12-13-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 180.19% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.29% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $280,191 which includes $1,671 cash and excludes $1,714 spent on fees and slippage.
33-iM-Top5XLVSelect-12-13-202233-1.iM-Top5XLVSelect-12-13-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 413.25% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.27% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $513,252 which includes $1,477 cash and excludes $8,865 spent on fees and slippage.
34-iM-Top5XLUSelect-12-13-202234-1.iM-Top5XLUSelect-12-13-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 131.24% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.35% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $231,242 which includes $1,394 cash and excludes $10,924 spent on fees and slippage.
36-iM-Top5XLYSelect-12-13-202236-1.iM-Top5XLYSelect-12-13-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 206.85% while the benchmark SPY gained 120.93% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.68% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $306,854 which includes $1,498 cash and excludes $5,274 spent on fees and slippage.
39-Top5SeasonalCombo-12-13-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 26.56% while the benchmark SPY gained 14.69% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.10% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $126,560 which includes $3,235 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-12-13-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -6.0%, and for the last 12 months is -4.0%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.30% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $378,399 which includes $1,899 cash and excludes $8,857 spent on fees and slippage.
16-GoldMomentum-12-13-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -28.5%, and for the last 12 months is -21.7%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 0.92% at a time when SPY gained -0.16%. 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.
4-ModSumYieldCurve-12-13-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -12.7%, and for the last 12 months is -12.9%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.03% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $256,758 which includes $1,051 cash and excludes $1,196 spent on fees and slippage.
1-SPY-SH-12-13-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -27.5%, and for the last 12 months is -26.7%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.26% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,303 which includes $0 cash and excludes $2,437 spent on fees and slippage.
2-Combo3-12-13-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -13.5%, and for the last 12 months is -13.3%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.18% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $182,214 which includes $7 cash and excludes $8,054 spent on fees and slippage.
15-Combo5-12-13-2022
 iM-Combo5: The model’s out of sample performance YTD is -32.9%, and for the last 12 months is -32.5%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of iM-Combo5 gained 0.12% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $152,482 which includes -$964 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-13-20228-1.VDIGXtrade-12-13-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -7.8%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Since inception, on 7/1/2014, the model gained 195.25% while the benchmark SPY gained 137.16% and VDIGX gained 146.70% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.89% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $295,250 which includes $504 cash and excludes $4,445 spent on fees and slippage.
29-im6-cap-strg-12-13-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 7.4%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.20% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $221,678 which includes $2,021 cash and excludes $2,551 spent on fees and slippage.
7-USMVtrade-12-13-20227-1.USMVtrade-12-13-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 5.1%, and for the last 12 months is 6.7%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Since inception, on 6/30/2014, the model gained 175.66% while the benchmark SPY gained 137.16% and the ETF USMV gained 135.10% 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 -0.16%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $275,655 which includes $188 cash and excludes $7,623 spent on fees and slippage.
13-MinVolUSMVInv-12-13-2022 13-1.MinVolUSMVInv-12-13-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 27.9%, and for the last 12 months is 32.9%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Since inception, on 1/3/2013, the model gained 634.49% while the benchmark SPY gained 227.38% and the ETF USMV gained 227.38% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.04% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $734,488 which includes $1,884 cash and excludes $6,959 spent on fees and slippage.
5-bnd-mkt-trdr-12-13-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -10.9%, and for the last 12 months is -11.1%. Over the same period the benchmark BND performance was -11.7% and -11.8% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.03% at a time when BND gained 0.33%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $135,323 which includes $581 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-12-13-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -12.7%, and for the last 12 months is -12.9%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.03% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $256,758 which includes $1,051 cash and excludes $1,196 spent on fees and slippage.
25-Best2MCsETF-12-13-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -8.0%, and for the last 12 months is -4.6%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.46% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $143,161 which includes $79 cash and excludes $2,232 spent on fees and slippage.
26-Best4MCsVang-12-13-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -9.7%, and for the last 12 months is -6.2%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.30% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,008 which includes $1,631 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-12-13-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -14.0%, and for the last 12 months is -12.9%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.03% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $173,103 which includes $938 cash and excludes $5,043 spent on fees and slippage.
22-imc-gld-stk-bnd-12-13-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -5.7%, and for the last 12 months is 1.2%. Over the same period the benchmark SPY performance was -15.0% and -14.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.77% at a time when SPY gained -0.16%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $168,399 which includes $36 cash and excludes $9,190 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