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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-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -3.6%, and for the last 12 months is 0.1%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 0.31% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $127,869,630 which includes $2,263,654 cash and excludes $2,951,234 spent on fees and slippage. |
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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 0.35% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $555,374 which includes $3,462 cash and excludes $763 spent on fees and slippage. |
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iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 8.7%. Over the same period the benchmark E60B40 performance was 7.2% and 16.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.11% at a time when SPY gained 0.77%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $161,197 which includes $1,259 cash and excludes $3,876 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 4.8%, and for the last 12 months is 9.6%. Over the same period the benchmark E60B40 performance was 7.2% and 16.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.11% at a time when SPY gained 0.77%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $167,955 which includes $1,231 cash and excludes $4,076 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 5.5%, and for the last 12 months is 10.5%. Over the same period the benchmark E60B40 performance was 7.2% and 16.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.11% at a time when SPY gained 0.77%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $174,658 which includes $1,381 cash and excludes $4,268 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 585.90% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.26% at a time when SPY gained 1.49%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $171,162 which includes $1,842 cash and excludes $2,352 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 445.58% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.22% at a time when SPY gained 1.49%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $129,946 which includes -$6,650 cash and excludes $1,560 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 975.14% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.78% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,075,144 which includes $2,205 cash and excludes $11,627 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 190.21% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -2.65% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $290,213 which includes $2,170 cash and excludes $13,278 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 387.88% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.12% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $487,881 which includes $786 cash and excludes $6,601 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 690.93% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.75% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $790,932 which includes $2,573 cash and excludes $2,212 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 233.56% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.67% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $333,564 which includes $115 cash and excludes $2,200 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 344.26% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.70% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $444,263 which includes $1,647 cash and excludes $13,225 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 137.20% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -3.07% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $237,205 which includes $2,141 cash and excludes $13,783 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 296.91% while the benchmark SPY gained 203.47% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.80% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $396,914 which includes $2,353 cash and excludes $6,504 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 68.43% while the benchmark SPY gained 57.53% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.56% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $168,428 which includes $410 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 4.9%, and for the last 12 months is 17.2%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.50% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $460,673 which includes $1,989 cash and excludes $11,730 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 1.0%, and for the last 12 months is -15.0%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.81% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $7,628 which includes $129,707 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 8.9%, and for the last 12 months is 10.7%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.40% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $292,146 which includes $3,508 cash and excludes $1,547 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 13.1%, and for the last 12 months is 7.0%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.49% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $65,199 which includes -$151 cash and excludes $2,553 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 7.7%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.25% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $196,584 which includes $2,622 cash and excludes $8,234 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 4.0%, and for the last 12 months is 14.1%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Since inception, on 7/1/2014, the model gained 225.89% while the benchmark SPY gained 225.76% and VDIGX gained 157.98% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.09% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $325,890 which includes $522 cash and excludes $4,868 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.8%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.62% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $258,424 which includes $3,593 cash and excludes $3,348 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 10.1%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Since inception, on 6/30/2014, the model gained 203.64% while the benchmark SPY gained 225.76% and the ETF USMV gained 169.26% 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 1.49%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $303,637 which includes $118 cash and excludes $8,180 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 8.0%, and for the last 12 months is 25.7%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Since inception, on 1/3/2013, the model gained 822.19% while the benchmark SPY gained 349.69% and the ETF USMV gained 349.69% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.05% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $922,192 which includes $1,635 cash and excludes $11,227 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 -0.7%, and for the last 12 months is 0.3%. Over the same period the benchmark BND performance was -1.2% and 2.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.40% at a time when BND gained -0.29%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,372 which includes $1,328 cash and excludes $2,613 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 10.7%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.40% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $292,146 which includes $3,508 cash and excludes $1,547 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 7.5%, and for the last 12 months is 9.0%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.24% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $162,281 which includes $98 cash and excludes $4,617 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 1.2%, and for the last 12 months is 6.8%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.62% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,036 which includes $327 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 5.5%, and for the last 12 months is 7.0%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.40% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $198,932 which includes $1,653 cash and excludes $6,532 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 11.7%, and for the last 12 months is 17.4%. Over the same period the benchmark SPY performance was 13.0% and 26.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.70% at a time when SPY gained 1.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $217,328 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 6/11/2024
Posted in pmp SPY-SH
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