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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 -1.8%, and for the last 12 months is 0.3%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 1.82% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $130,202,451 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 -0.33% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $553,552 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 5.2%, and for the last 12 months is 9.1%. Over the same period the benchmark E60B40 performance was 9.0% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.06% at a time when SPY gained 1.72%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $162,901 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 5.9%, and for the last 12 months is 10.0%. Over the same period the benchmark E60B40 performance was 9.0% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.06% at a time when SPY gained 1.72%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $169,732 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 6.6%, and for the last 12 months is 10.9%. Over the same period the benchmark E60B40 performance was 9.0% and 16.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.06% at a time when SPY gained 1.72%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $176,505 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 591.70% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.85% at a time when SPY gained 2.14%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $172,612 which includes $1,850 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 479.33% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 6.19% at a time when SPY gained 2.14%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $138,384 which includes -$6,639 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 1016.37% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.83% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,116,368 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 185.57% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.60% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $285,575 which includes $352 cash and excludes $13,400 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 387.02% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.18% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $487,020 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 697.65% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.85% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $797,651 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 230.84% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.82% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $330,836 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 340.29% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.90% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $440,286 which includes $2,683 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 131.20% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -2.53% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $231,197 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 305.42% while the benchmark SPY gained 209.95% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.14% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $405,421 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 69.02% while the benchmark SPY gained 60.90% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.35% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $169,019 which includes $221 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 5.7%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.76% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $464,185 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 0.1%, and for the last 12 months is -15.7%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.94% at a time when SPY gained 2.14%. 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 10.5%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.50% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $296,534 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 15.5%, and for the last 12 months is 11.9%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of Best(SPY-SH) gained 2.14% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $66,595 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 11.5%, and for the last 12 months is 15.7%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained 3.55% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $203,573 which includes $3,070 cash and excludes $8,239 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 4.9%, and for the last 12 months is 11.8%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Since inception, on 7/1/2014, the model gained 228.48% while the benchmark SPY gained 232.72% and VDIGX gained 158.24% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.80% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $328,484 which includes $774 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 -2.0%, and for the last 12 months is 8.0%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -2.86% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $251,033 which includes $4,586 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 4.4%, and for the last 12 months is 5.3%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Since inception, on 6/30/2014, the model gained 202.62% while the benchmark SPY gained 232.72% and the ETF USMV gained 171.01% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.33% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $302,623 which includes $1,402 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 6.8%, and for the last 12 months is 21.5%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Since inception, on 1/3/2013, the model gained 811.23% while the benchmark SPY gained 359.29% and the ETF USMV gained 359.29% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.19% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $911,228 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 0.8%, and for the last 12 months is 1.8%. Over the same period the benchmark BND performance was -0.1% and 3.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.51% at a time when BND gained 1.09%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $138,425 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 10.5%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.50% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $296,534 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 8.1%, and for the last 12 months is 7.5%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.57% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,204 which includes $87 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 1.6%, and for the last 12 months is 6.0%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.47% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,814 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 7.1%, and for the last 12 months is 8.7%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.51% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $201,931 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 12.3%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was 15.5% and 25.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.50% at a time when SPY gained 2.14%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $218,420 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 6/18/2024
Posted in pmp SPY-SH
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