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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 9.2%, and for the last 12 months is 12.7%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 3.28% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $167,285,364 which includes $4,109,301 cash and excludes $4,103,439 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 1.47% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $760,206 which includes $9,534 cash and excludes $769 spent on fees and slippage. |
| iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 9.1%, and for the last 12 months is 9.8%. Over the same period the benchmark E60B40 performance was 7.9% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.34% at a time when SPY gained 0.47%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $195,654 which includes $374 cash and excludes $5,614 spent on fees and slippage. | |
| iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 10.8%, and for the last 12 months is 11.6%. Over the same period the benchmark E60B40 performance was 7.9% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.32% at a time when SPY gained 0.47%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $207,040 which includes $830 cash and excludes $5,886 spent on fees and slippage. | |
| 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 13.4%. Over the same period the benchmark E60B40 performance was 7.9% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.30% at a time when SPY gained 0.47%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $218,621 which includes $60 cash and excludes $6,150 spent on fees and slippage. | |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 978.93% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -3.54% at a time when SPY gained 0.42%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $269,732 which includes $10,739 cash and excludes $3,606 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 728.75% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.23% at a time when SPY gained 0.42%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $196,737 which includes -$9,772 cash and excludes $2,084 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 1896.98% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.09% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,996,983 which includes -$27,079 cash and excludes $35,396 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 276.08% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.95% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $376,082 which includes $3,848 cash and excludes $18,262 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 422.39% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.26% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $522,388 which includes $3,704 cash and excludes $10,212 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 1054.20% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.43% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,154,205 which includes $457 cash and excludes $3,952 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 239.52% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 3.57% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $339,517 which includes -$1,368 cash and excludes $3,653 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 394.82% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 3.40% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $494,818 which includes -$9,969 cash and excludes $20,936 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 201.32% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.24% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $301,325 which includes $3,811 cash and excludes $19,252 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 339.73% while the benchmark SPY gained 353.84% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.40% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $439,729 which includes $450 cash and excludes $8,952 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 148.91% while the benchmark SPY gained 135.59% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 2.56% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $248,911 which includes $676 cash and excludes $00 spent on fees and slippage. |
| iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 27.5%, and for the last 12 months is 30.8%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.90% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $679,128 which includes $1,552 cash and excludes $16,095 spent on fees and slippage. | |
| iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -9.0%, and for the last 12 months is 18.4%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -1.09% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $453 which includes $299,241 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 11.4%, and for the last 12 months is 11.6%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.42% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $426,543 which includes $144 cash and excludes $2,605 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -0.6%, and for the last 12 months is 4.2%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Since inception, on 7/1/2014, the model gained 270.29% while the benchmark SPY gained 387.18% and VDIGX gained -100.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 4.43% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $370,294 which includes $1,163 cash and excludes $5,808 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 25.7%, and for the last 12 months is 29.3%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.85% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $323,011 which includes $2,680 cash and excludes $4,732 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 21.2%, and for the last 12 months is 24.9%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Since inception, on 6/30/2014, the model gained 417.80% while the benchmark SPY gained 387.18% and the ETF USMV gained -100.00% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.89% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $517,796 which includes $1,728 cash and excludes $9,286 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 20.7%, and for the last 12 months is 23.9%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Since inception, on 1/3/2013, the model gained 1336.95% while the benchmark SPY gained 572.50% and the ETF USMV gained -100.00% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.07% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,436,954 which includes -$14,608 cash and excludes $18,439 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 -3.0%, and for the last 12 months is -2.8%. Over the same period the benchmark BND performance was -2.2% and -1.9% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.56% at a time when BND gained 0.53%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $144,686 which includes $2,492 cash and excludes $2,977 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 11.4%, and for the last 12 months is 11.6%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.42% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $426,543 which includes $144 cash and excludes $2,605 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 9.5%, and for the last 12 months is 10.0%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.87% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $206,022 which includes $2,974 cash and excludes $5,779 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 3.3%, and for the last 12 months is 2.9%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.73% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $188,892 which includes $8,854 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 16.3%, and for the last 12 months is 16.5%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.42% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $251,926 which includes $2,156 cash and excludes $8,651 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -8.3%, and for the last 12 months is -1.6%. Over the same period the benchmark SPY performance was 15.0% and 20.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.68% at a time when SPY gained 0.42%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $370,109 which includes $188 cash and excludes $10,872 spent on fees and slippage. |
iM-Best Reports – 10/12/2026
Posted in pmp SPY-SH