iM-Best Reports – 3/4/2024

Performance-wk-3-5-2024 Performance-mth-3-5-2024 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
23-enh-inflation-timer-3-5-2024
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is 1.2%, and for the last 12 months is -5.3%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 2.23% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $134,197,977 which includes -$234,210 cash and excludes $2,824,738 spent on fees and slippage.
12-CB-LEIg-3-5-2024
iM-Conference Board LEIg Timer: The model’s performance YTD is 14.3%, and for the last 12 months is 7.3%. Over the same period the benchmark SPY performance was 20.1% and 9.4% respectively. Over the previous week the market value of the iM-Conference Board LEIg Timer gained 0.96% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $541,412 which includes $608 cash and excludes $763 spent on fees and slippage.
30-im-fs-6040-3-5-2024
iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 11.9%. Over the same period the benchmark E60B40 performance was 4.1% and 18.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.14% at a time when SPY gained 0.92%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $161,492 which includes $515 cash and excludes $3,553 spent on fees and slippage.
31-im-fs-7030-3-5-2024
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 5.0%, and for the last 12 months is 13.3%. Over the same period the benchmark E60B40 performance was 4.1% and 18.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.20% at a time when SPY gained 0.92%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $168,382 which includes $478 cash and excludes $3,740 spent on fees and slippage.
32-im-fs-8020-3-5-2024
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 14.7%. Over the same period the benchmark E60B40 performance was 4.1% and 18.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.25% at a time when SPY gained 0.92%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $175,227 which includes $448 cash and excludes $3,918 spent on fees and slippage.
18-5HedgeFundSelect-3-5-2024 18-1.5HedgeFundSelect-3-5-2024
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 551.70% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.22% at a time when SPY gained 1.25%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $162,926 which includes $2,791 cash and excludes $2,278 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-3-5-2024 10-1.iM-10LargeHedgeFundSelect-3-5-2024
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 393.87% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.43% at a time when SPY gained 1.25%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $123,466 which includes $2,142 cash and excludes $1,453 spent on fees and slippage.
38-iM-Top5QQQSelect-3-5-202438-1.iM-Top5QQQSelect-3-5-2024
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 896.53% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.10% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $996,531 which includes $20,200 cash and excludes $11,484 spent on fees and slippage.
37-iM-Top5XLBSelect-3-5-202437-1.iM-Top5XLBSelect-3-5-2024
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 198.77% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.98% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $298,772 which includes $1,866 cash and excludes $12,236 spent on fees and slippage.
35-iM-Top5XLISelect-3-5-202435-1.iM-Top5XLISelect-3-5-2024
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 386.21% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.20% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $486,205 which includes $8,803 cash and excludes $6,515 spent on fees and slippage.
27-iM-Top5XLKSelect-3-5-202427-1.iM-Top5XLKSelect-3-5-2024
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 617.72% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 5.31% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $717,724 which includes $1,156 cash and excludes $2,149 spent on fees and slippage.
28-iM-Top5XLPSelect-3-5-202428-1.iM-Top5XLPSelect-3-5-2024
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 214.25% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.18% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $314,250 which includes $2,253 cash and excludes $2,179 spent on fees and slippage.
33-iM-Top5XLVSelect-3-5-202433-1.iM-Top5XLVSelect-3-5-2024
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 327.40% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.22% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $427,399 which includes $5,029 cash and excludes $12,656 spent on fees and slippage.
34-iM-Top5XLUSelect-3-5-202434-1.iM-Top5XLUSelect-3-5-2024
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 123.67% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.20% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $223,675 which includes $436 cash and excludes $13,339 spent on fees and slippage.
36-iM-Top5XLYSelect-3-5-202436-1.iM-Top5XLYSelect-3-5-2024
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 288.90% while the benchmark SPY gained 189.34% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.70% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $388,903 which includes $465 cash and excludes $6,175 spent on fees and slippage.
39-Top5SeasonalCombo-3-5-2024
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 59.27% while the benchmark SPY gained 50.20% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.75% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $159,275 which includes $4,906 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-3-5-2024
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 2.4%, and for the last 12 months is 12.9%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.66% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $449,651 which includes $2,053 cash and excludes $11,129 spent on fees and slippage.
16-GoldMomentum-3-5-2024
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -18.5%, and for the last 12 months is -5.4%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 12.40% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $7,560 which includes $129,694 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-3-5-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 7.8%, and for the last 12 months is 14.9%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.25% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $289,170 which includes $233 cash and excludes $1,452 spent on fees and slippage.
1-SPY-SH-3-5-2024
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 7.8%, and for the last 12 months is -2.7%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.25% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,155 which includes -$346 cash and excludes $2,553 spent on fees and slippage.
2-Combo3-3-5-2024
iM-Combo3.R1: The model’s out of sample performance YTD is 5.2%, and for the last 12 months is 6.5%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.47% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $192,057 which includes -$309 cash and excludes $8,232 spent on fees and slippage.
8-VDIGXtrade-3-5-20248-1.VDIGXtrade-3-5-2024
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 6.6%, and for the last 12 months is 19.9%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Since inception, on 7/1/2014, the model gained 233.93% while the benchmark SPY gained 210.59% and VDIGX gained 160.51% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.33% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $333,932 which includes $437 cash and excludes $4,856 spent on fees and slippage.
29-im6-cap-strg-3-5-2024
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -1.0%, and for the last 12 months is 11.1%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.60% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $253,775 which includes $2,113 cash and excludes $3,128 spent on fees and slippage.
7-USMVtrade-3-5-20247-1.USMVtrade-3-5-2024
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.9%, and for the last 12 months is 11.3%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Since inception, on 6/30/2014, the model gained 195.62% while the benchmark SPY gained 210.59% and the ETF USMV gained 163.63% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.35% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $295,622 which includes $403 cash and excludes $8,004 spent on fees and slippage.
13-MinVolUSMVInv-3-5-2024 13-1.MinVolUSMVInv-3-5-2024
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 9.8%, and for the last 12 months is 31.5%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Since inception, on 1/3/2013, the model gained 836.93% while the benchmark SPY gained 328.74% and the ETF USMV gained 328.74% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 3.37% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $936,929 which includes $4,635 cash and excludes $9,140 spent on fees and slippage.
5-bnd-mkt-trdr-3-5-2024
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 0.8%, and for the last 12 months is 4.3%. Over the same period the benchmark BND performance was -1.3% and 3.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.64% at a time when BND gained 0.42%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $138,319 which includes $2,209 cash and excludes $2,553 spent on fees and slippage.
4-ModSumYieldCurve-3-5-2024
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 7.8%, and for the last 12 months is 14.9%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.25% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $289,170 which includes $233 cash and excludes $1,452 spent on fees and slippage.
25-Best2MCsETF-3-5-2024
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 4.2%, and for the last 12 months is 7.4%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.32% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,317 which includes -$72 cash and excludes $4,298 spent on fees and slippage.
26-Best4MCsVang-3-5-2024
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 0.8%, and for the last 12 months is 5.9%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.84% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,357 which includes $459 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-3-5-2024
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 7.8%, and for the last 12 months is 15.5%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.24% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $203,274 which includes $403 cash and excludes $6,127 spent on fees and slippage.
22-imc-gld-stk-bnd-3-5-2024
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is 13.7%. Over the same period the benchmark SPY performance was 7.8% and 28.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 4.17% at a time when SPY gained 1.25%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $199,494 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