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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 -7.6%, and for the last 12 months is -11.5%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 3.44% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $122,514,391 which includes $1,178,800 cash and excludes $3,555,973 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 2.37% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $612,818 which includes $9,955 cash and excludes $763 spent on fees and slippage. |
| iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 11.0%, and for the last 12 months is 18.6%. Over the same period the benchmark E60B40 performance was 15.4% and 25.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.77% at a time when SPY gained 1.65%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $171,931 which includes $717 cash and excludes $4,212 spent on fees and slippage. | |
| iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 20.0%. Over the same period the benchmark E60B40 performance was 15.4% and 25.9% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 2.06% at a time when SPY gained 1.65%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $179,623 which includes $574 cash and excludes $4,426 spent on fees and slippage. | |
| iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 13.1%, and for the last 12 months is 21.3%. Over the same period the benchmark E60B40 performance was 15.4% and 25.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.34% at a time when SPY gained 1.65%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $187,280 which includes $704 cash and excludes $4,632 spent on fees and slippage. | |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 648.40% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 3.87% at a time when SPY gained 2.91%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $184,276 which includes $6,658 cash and excludes $2,447 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 519.01% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 2.66% at a time when SPY gained 2.91%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $154,753 which includes $915 cash and excludes $1,611 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 1037.25% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 4.40% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,137,251 which includes $2,949 cash and excludes $14,835 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 214.37% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.25% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $314,369 which includes $495 cash and excludes $14,326 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 444.47% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 3.75% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $544,472 which includes $3,101 cash and excludes $6,633 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 729.87% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.36% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $829,870 which includes $8,303 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 267.32% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.61% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $367,317 which includes $1,186 cash and excludes $2,276 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 428.96% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.93% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $528,960 which includes $9,603 cash and excludes $14,195 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 177.89% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.03% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $277,886 which includes $405 cash and excludes $14,773 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 310.19% while the benchmark SPY gained 233.13% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.97% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $410,186 which includes $1,088 cash and excludes $6,693 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 85.09% while the benchmark SPY gained 72.93% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 2.87% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $185,091 which includes $1,913 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 14.1%, and for the last 12 months is 31.6%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.94% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $500,952 which includes $2,109 cash and excludes $12,278 spent on fees and slippage. |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 32.0%, and for the last 12 months is 39.8%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 3.47% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $25 which includes $137,198 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 17.3%, and for the last 12 months is 25.4%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 2.90% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $314,642 which includes $1,447 cash and excludes $1,645 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 24.2%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of Best(SPY-SH) gained 2.90% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $71,563 which includes $276 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 16.3%, and for the last 12 months is 21.6%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.39% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $212,321 which includes $2,344 cash and excludes $8,269 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 14.2%, and for the last 12 months is 28.3%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Since inception, on 7/1/2014, the model gained 257.84% while the benchmark SPY gained 257.60% and VDIGX gained 179.60% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.83% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $357,837 which includes $292 cash and excludes $5,224 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 6.0%, and for the last 12 months is 10.8%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.64% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $271,533 which includes $3,002 cash and excludes $3,570 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 18.1%, and for the last 12 months is 19.3%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Since inception, on 6/30/2014, the model gained 242.59% while the benchmark SPY gained 257.60% and the ETF USMV gained 201.88% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.30% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $342,594 which includes $1,694 cash and excludes $8,317 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 22.9%, and for the last 12 months is 31.3%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Since inception, on 1/3/2013, the model gained 949.23% while the benchmark SPY gained 393.63% and the ETF USMV gained 393.63% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.75% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,049,231 which includes $3,140 cash and excludes $11,758 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 4.2%, and for the last 12 months is 10.5%. Over the same period the benchmark BND performance was 3.0% and 10.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.17% at a time when BND gained -0.22%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $143,053 which includes $66 cash and excludes $2,671 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 17.3%, and for the last 12 months is 25.4%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 2.90% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $314,642 which includes $1,447 cash and excludes $1,645 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 21.1%, and for the last 12 months is 27.9%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.20% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,897 which includes $462 cash and excludes $4,987 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 13.1%, and for the last 12 months is 24.6%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.76% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $183,355 which includes -$697 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 13.4%, and for the last 12 months is 21.0%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 2.89% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $213,923 which includes $1,230 cash and excludes $6,946 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 28.3%, and for the last 12 months is 37.1%. Over the same period the benchmark SPY performance was 24.1% and 37.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.36% at a time when SPY gained 2.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $249,481 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
iM-Best Reports – 10/15/2024
Posted in pmp SPY-SH
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