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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 20.5%, and for the last 12 months is 18.9%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.07% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $149,065,110 which includes -$74,789 cash and excludes $3,953,990 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 0.28% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $651,633 which includes $21,982 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 4.6%, and for the last 12 months is 3.0%. Over the same period the benchmark E60B40 performance was 12.4% and 11.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.54% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $179,165 which includes $1,001 cash and excludes $5,249 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 3.9%, and for the last 12 months is 2.3%. Over the same period the benchmark E60B40 performance was 12.4% and 11.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.54% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $186,610 which includes $1,086 cash and excludes $5,507 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 3.3%, and for the last 12 months is 1.5%. Over the same period the benchmark E60B40 performance was 12.4% and 11.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.54% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $193,968 which includes $1,138 cash and excludes $5,756 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 891.19% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.07% at a time when SPY gained 0.46%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $245,301 which includes $6,099 cash and excludes $2,969 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 667.88% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.38% at a time when SPY gained 0.46%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $191,970 which includes -$642 cash and excludes $1,928 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 1416.70% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.56% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,516,696 which includes $23,666 cash and excludes $21,634 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 208.50% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.03% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $308,503 which includes $37,998 cash and excludes $17,004 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 400.24% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.43% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $500,243 which includes $1,741 cash and excludes $8,409 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 770.72% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.99% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $870,724 which includes $4,971 cash and excludes $3,016 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 222.90% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -5.39% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $322,896 which includes $2,141 cash and excludes $3,015 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 401.76% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.77% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $501,757 which includes $7,609 cash and excludes $19,890 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 204.71% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.30% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $304,706 which includes -$970 cash and excludes $17,964 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 336.54% while the benchmark SPY gained 285.89% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.10% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $436,539 which includes $2,407 cash and excludes $7,590 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 98.98% while the benchmark SPY gained 100.31% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.32% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $198,982 which includes $9,016 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 6.3%, and for the last 12 months is 2.6%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.79% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $514,442 which includes $3,930 cash and excludes $14,300 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 277.9%, and for the last 12 months is 236.1%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 9.82% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $01 which includes $171,911 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 20.1%, and for the last 12 months is 20.2%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.81% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $385,248 which includes $2,215 cash and excludes $2,213 spent on fees and slippage. |
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iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -6.4%, and for the last 12 months is -7.5%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $67,435 which includes $562 cash and excludes $2,818 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is -7.4%, and for the last 12 months is -8.1%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.26% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $195,258 which includes $6,371 cash and excludes $8,520 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 4.2%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Since inception, on 7/1/2014, the model gained 262.22% while the benchmark SPY gained 314.23% and VDIGX gained 68.44% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.70% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $362,219 which includes $1,319 cash and excludes $5,493 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -6.1%, and for the last 12 months is -13.6%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.37% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $251,474 which includes $2,230 cash and excludes $4,323 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 20.0%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Since inception, on 6/30/2014, the model gained 310.40% while the benchmark SPY gained 314.23% and the ETF USMV gained 209.88% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.40% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $410,398 which includes $408 cash and excludes $8,744 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 15.5%, and for the last 12 months is 6.2%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Since inception, on 1/3/2013, the model gained 1016.32% while the benchmark SPY gained 471.80% and the ETF USMV gained 471.80% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.52% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,116,322 which includes $423 cash and excludes $14,948 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 7.0%, and for the last 12 months is 6.4%. Over the same period the benchmark BND performance was 7.2% and 6.9% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.82% at a time when BND gained 0.61%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $149,987 which includes $571 cash and excludes $2,855 spent on fees and slippage. |
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iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 20.1%, and for the last 12 months is 20.2%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.81% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $385,248 which includes $2,215 cash and excludes $2,213 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 5.2%, and for the last 12 months is 1.1%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.10% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $185,643 which includes $85 cash and excludes $5,761 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 7.1%, and for the last 12 months is 1.6%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.29% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $184,043 which includes $2,443 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 1.2%, and for the last 12 months is -0.1%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.81% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $217,838 which includes $1,257 cash and excludes $8,216 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 57.1%, and for the last 12 months is 52.3%. Over the same period the benchmark SPY performance was 15.1% and 13.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.29% at a time when SPY gained 0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $387,311 which includes $36 cash and excludes $9,190 spent on fees and slippage. |
