  |
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 |
|
|
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -6.2%, and for the last 12 months is -5.4%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -2.26% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $124,478,732 which includes $503,023 cash and excludes $3,077,473 spent on fees and slippage. |
|
|
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 0.38% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $554,605 which includes $6,701 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 5.6%, and for the last 12 months is 11.0%. Over the same period the benchmark E60B40 performance was 10.4% and 18.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.14% at a time when SPY gained 1.63%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $163,620 which includes $1,925 cash and excludes $3,876 spent on fees and slippage. |
|
|
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 6.3%, and for the last 12 months is 11.9%. Over the same period the benchmark E60B40 performance was 10.4% and 18.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.14% at a time when SPY gained 1.63%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $170,481 which includes $1,926 cash and excludes $4,076 spent on fees and slippage. |
|
|
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 7.0%, and for the last 12 months is 12.8%. Over the same period the benchmark E60B40 performance was 10.4% and 18.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.14% at a time when SPY gained 1.63%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $177,283 which includes $2,103 cash and excludes $4,268 spent on fees and slippage. |
|
|
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 609.78% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.71% at a time when SPY gained 1.82%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $177,444 which includes $1,700 cash and excludes $2,364 spent on fees and slippage. |
|
|
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 507.84% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 4.82% at a time when SPY gained 1.82%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $151,960 which includes -$148 cash and excludes $1,560 spent on fees and slippage. |
|
|
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 995.69% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.52% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,095,688 which includes $4,024 cash and excludes $11,627 spent on fees and slippage. |
|
|
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 176.12% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.14% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $276,120 which includes -$774 cash and excludes $13,589 spent on fees and slippage. |
|
|
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 376.52% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.15% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $476,521 which includes $1,341 cash and excludes $6,601 spent on fees and slippage. |
|
|
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 697.76% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.37% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $797,756 which includes $4,552 cash and excludes $2,212 spent on fees and slippage. |
|
|
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 228.83% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.21% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $328,833 which includes $937 cash and excludes $2,200 spent on fees and slippage. |
|
|
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 339.41% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.13% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $439,412 which includes $339 cash and excludes $13,415 spent on fees and slippage. |
|
|
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 128.62% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.04% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $228,618 which includes $1,041 cash and excludes $14,001 spent on fees and slippage. |
|
|
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 274.68% while the benchmark SPY gained 215.60% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.01% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $374,676 which includes $774 cash and excludes $6,524 spent on fees and slippage. |
|
|
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 67.54% while the benchmark SPY gained 63.83% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.53% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $167,537 which includes $1,178 cash and excludes $00 spent on fees and slippage. |
|
|
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is 15.7%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.25% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $458,233 which includes $3,511 cash and excludes $11,858 spent on fees and slippage. |
|
|
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 22.2%, and for the last 12 months is 24.2%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 12.45% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $14,423 which includes $133,116 cash and excludes Gain to date spent on fees and slippage. |
|
|
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 10.9%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.62% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $297,515 which includes $4,396 cash and excludes $1,547 spent on fees and slippage. |
|
|
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 17.6%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $67,807 which includes $63 cash and excludes $2,553 spent on fees and slippage. |
|
|
iM-Combo3.R1: The model’s out of sample performance YTD is 12.9%, and for the last 12 months is 18.1%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.09% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $206,139 which includes $3,600 cash and excludes $8,239 spent on fees and slippage. |
|
|
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 5.2%, and for the last 12 months is 14.0%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Since inception, on 7/1/2014, the model gained 229.48% while the benchmark SPY gained 238.79% and VDIGX gained 154.44% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.73% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $329,480 which includes $538 cash and excludes $5,075 spent on fees and slippage. |
|
|
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -0.7%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.75% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $254,521 which includes $4,976 cash and excludes $3,348 spent on fees and slippage. |
|
|
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 6.6%, and for the last 12 months is 11.3%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Since inception, on 6/30/2014, the model gained 209.23% while the benchmark SPY gained 238.79% and the ETF USMV gained 173.16% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.06% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $309,226 which includes $2,096 cash and excludes $8,180 spent on fees and slippage. |
|
|
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 4.9%, and for the last 12 months is 18.5%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Since inception, on 1/3/2013, the model gained 795.75% while the benchmark SPY gained 367.67% and the ETF USMV gained 367.67% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -2.36% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $895,755 which includes $279 cash and excludes $11,301 spent on fees and slippage. |
|
|
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 1.2%, and for the last 12 months is 4.4%. Over the same period the benchmark BND performance was 0.2% and 4.8% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.62% at a time when BND gained 1.33%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $138,884 which includes $1,744 cash and excludes $2,613 spent on fees and slippage. |
|
|
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 10.9%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.62% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $297,515 which includes $4,396 cash and excludes $1,547 spent on fees and slippage. |
|
|
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 9.3%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.43% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $165,054 which includes $82 cash and excludes $4,620 spent on fees and slippage. |
|
|
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.39% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $165,393 which includes $1,343 cash and excludes $00 spent on fees and slippage. |
|
|
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.62% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $202,601 which includes $2,259 cash and excludes $6,532 spent on fees and slippage. |
|
|
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 14.2%, and for the last 12 months is 22.2%. Over the same period the benchmark SPY performance was 17.6% and 28.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.22% at a time when SPY gained 1.82%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $222,109 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
