Blog Archives

iM-MCGrader Table of dates

(Updated to 09/08/2015)
1 1/3/2000 3 NNP 15
2 4/17/2000 1 PPP 11
3 7/3/2000 2 NPP 1
4 7/10/2000 3 NNP 17
5 11/6/2000 4 NNN 9
6 1/2/2001 3 NNP 9
7 3/5/2001 4 NNN 13
8 5/29/2001 3 NNP 7
9 7/16/2001 4 NNN 14
10 10/22/2001 2 NPP 6
11 12/3/2001 3 NNP 1
12 12/10/2001 4 NNN 1
13 12/17/2001 3 NNP 22
14 5/20/2002 4 NNN 16
15 9/3/2002 2 NPP 7
16 10/21/2002 3 NNP 1
17 10/28/2002 4 NNN 6
18 12/9/2002 3 NNP 4
19 1/6/2003 4 NNN 1
20 1/13/2003 3 NNP 2
21 1/27/2003 2 NPP 1
22 2/3/2003 3 NNP 4
23 3/3/2003 2 NPP 1
24 3/10/2003 3 NNP 2
25 3/24/2003 2 NPP 6
26 5/5/2003 3 NNP 1
27 5/12/2003 1 PPP 7
28 6/30/2003 2 NPP 1
29 7/7/2003 1 PPP 6
30 8/18/2003 2 NPP 1
31 8/25/2003 1 PPP 5
32 9/29/2003 2 NPP 26
33 3/29/2004 1 PPP 3
34 4/19/2004 2 NPP 4
35 5/17/2004 3 NNP 13
36 8/16/2004 1 PPP 4
37 9/13/2004 2 NPP 2
38 9/27/2004 3 NNP 1
39 10/4/2004 1 PPP 2
40 10/18/2004 2 NPP 1
41 10/25/2004 1 PPP 11
42 1/10/2005 2 NPP 4
43 2/7/2005 1 PPP 3
44 2/28/2005 2 NPP 2
45 3/14/2005 1 PPP 2
46 3/28/2005 2 NPP 1
47 4/4/2005 3 NNP 1
48 4/11/2005 2 NPP 2
49 4/25/2005 1 PPP 4
50 5/23/2005 2 NPP 2
51 5/31/2005 1 PPP 20
52 10/17/2005 2 NPP 1
53 10/24/2005 1 PPP 11
54 1/3/2006 2 NPP 6
55 2/13/2006 1 PPP 9
56 4/17/2006 2 NPP 5
57 5/22/2006 3 NNP 4
58 6/19/2006 2 NPP 6
59 7/31/2006 3 NNP 2
60 8/14/2006 2 NPP 5
61 9/18/2006 1 PPP 16
62 1/8/2007 2 NPP 9
63 3/12/2007 1 PPP 13
64 6/11/2007 2 NPP 6
65 7/23/2007 3 NNP 3
66 8/13/2007 2 NPP 5
67 9/17/2007 1 PPP 1
68 9/24/2007 2 NPP 5
69 10/29/2007 1 PPP 2
70 11/12/2007 2 NPP 6
71 12/24/2007 3 NNP 3
72 1/14/2008 4 NNN 4
73 2/11/2008 2 NPP 6
74 3/24/2008 3 NNP 2
75 4/7/2008 2 NPP 6
76 5/19/2008 1 PPP 2
77 5/27/2008 2 NPP 4
78 6/23/2008 3 NNP 2
79 7/7/2008 4 NNN 24
80 12/22/2008 2 NPP 6
81 2/2/2009 3 NNP 1
82 2/9/2009 4 NNN 7
83 3/30/2009 2 NPP 5
84 5/4/2009 1 PPP 1
85 5/11/2009 2 NPP 3
86 5/26/2009 1 PPP 6
87 7/6/2009 2 NPP 1
88 7/13/2009 1 PPP 28
89 1/25/2010 2 NPP 1
90 2/1/2010 1 PPP 13
91 5/3/2010 2 NPP 6
92 6/14/2010 1 PPP 5
93 7/19/2010 2 NPP 1
94 7/26/2010 3 NNP 1
95 8/2/2010 2 NPP 2
96 8/16/2010 3 NNP 1
97 8/23/2010 2 NPP 3
98 9/13/2010 3 NNP 1
99 9/20/2010 2 NPP 1
100 9/27/2010 1 PPP 8
101 11/22/2010 2 NPP 1
102 11/29/2010 1 PPP 25
103 5/23/2011 2 NPP 2
104 5/31/2011 1 PPP 8
105 7/25/2011 2 NPP 4
106 8/22/2011 3 NNP 1
107 8/29/2011 4 NNN 4
108 9/26/2011 2 NPP 6
109 11/7/2011 3 NNP 2
110 11/21/2011 2 NPP 2
111 12/5/2011 1 PPP 4
112 12/27/2011 2 NPP 1
113 1/3/2012 1 PPP 15
114 4/16/2012 2 NPP 1
115 4/23/2012 1 PPP 7
116 6/11/2012 2 NPP 1
117 6/18/2012 1 PPP 6
118 7/30/2012 2 NPP 2
119 8/13/2012 1 PPP 7
120 10/1/2012 2 NPP 6
121 11/12/2012 1 PPP 7
122 12/31/2012 2 NPP 1
123 1/7/2013 1 PPP 15
124 4/22/2013 2 NPP 1
125 4/29/2013 1 PPP 33
126 12/16/2013 2 NPP 1
127 12/23/2013 1 PPP 32
128 8/4/2014 2 NPP 1
129 8/11/2014 1 PPP 7
130 9/29/2014 2 NPP 4
131 10/27/2014 1 PPP 26
132 4/27/2015 2 NPP 6
133 6/8/2015 3 NNP 14
134 9/8/2015 1 PPP

 
Read more >

Posted in extra

Latest iM-Best Update


Performance-wk-3-19-2024 Performance-mth-3-19-2024 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
RequireGold
iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is 0.4%, and for the last 12 months is 6.9%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.38% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $133,138,220 which includes $44,178 cash and excludes $2,824,738 spent on fees and slippage.
RequireGold
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 -0.06% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $546,846 which includes $1,558 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 3.0%, and for the last 12 months is 13.1%. Over the same period the benchmark E60B40 performance was 4.2% and 19.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.91% at a time when SPY gained -0.12%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $159,619 which includes -$165 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 3.7%, and for the last 12 months is 15.0%. Over the same period the benchmark E60B40 performance was 4.2% and 19.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.91% at a time when SPY gained -0.12%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $166,310 which includes -$254 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 4.4%, and for the last 12 months is 16.9%. Over the same period the benchmark E60B40 performance was 4.2% and 19.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.91% at a time when SPY gained -0.12%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $172,949 which includes -$162 cash and excludes $4,268 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-3-19-2024
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 544.49% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.25% at a time when SPY gained 0.62%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $161,123 which includes $4,953 cash and excludes $2,285 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-3-19-2024
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 395.82% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 2.74% at a time when SPY gained 0.62%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $123,955 which includes $76 cash and excludes $1,456 spent on fees and slippage.
RequireGold38-1.iM-Top5QQQSelect-3-19-2024
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 884.98% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.40% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $984,976 which includes $1,268 cash and excludes $11,552 spent on fees and slippage.
RequireSilver37-1.iM-Top5XLBSelect-3-19-2024
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 207.29% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.39% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $307,290 which includes $1,234 cash and excludes $12,380 spent on fees and slippage.
RequireSilver35-1.iM-Top5XLISelect-3-19-2024
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 396.55% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.82% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $496,546 which includes $1,192 cash and excludes $6,567 spent on fees and slippage.
RequireSilver27-1.iM-Top5XLKSelect-3-19-2024
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 615.50% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.39% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $715,500 which includes $1,156 cash and excludes $2,149 spent on fees and slippage.
RequireSilver28-1.iM-Top5XLPSelect-3-19-2024
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 215.76% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.49% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $315,761 which includes $2,253 cash and excludes $2,179 spent on fees and slippage.
RequireSilver33-1.iM-Top5XLVSelect-3-19-2024
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 338.30% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.15% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $438,302 which includes $5,874 cash and excludes $12,656 spent on fees and slippage.
RequireSilver34-1.iM-Top5XLUSelect-3-19-2024
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 127.61% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.99% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $227,610 which includes $1,336 cash and excludes $13,339 spent on fees and slippage.
RequireSilver36-1.iM-Top5XLYSelect-3-19-2024
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 283.90% while the benchmark SPY gained 190.56% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.56% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $383,898 which includes $1,146 cash and excludes $6,175 spent on fees and slippage.
RequireGold
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 61.66% while the benchmark SPY gained 50.83% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.15% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $161,663 which includes $3,127 cash and excludes $00 spent on fees and slippage.
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 6.4%, and for the last 12 months is 24.1%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 2.06% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $467,042 which includes $2,053 cash and excludes $11,129 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -16.3%, and for the last 12 months is -17.6%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -2.31% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $7,560 which includes $129,694 cash and excludes Gain to date spent on fees and slippage.
RequireGold
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 8.2%, and for the last 12 months is 10.7%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.62% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $290,385 which includes $1,132 cash and excludes $1,452 spent on fees and slippage.
RequireSilver
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 8.3%, and for the last 12 months is -5.6%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,418 which includes -$151 cash and excludes $2,553 spent on fees and slippage.
RequireSilver
iM-Combo3.R1: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is 1.9%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.34% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $190,626 which includes $1 cash and excludes $8,232 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-3-19-2024
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 23.1%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Since inception, on 7/1/2014, the model gained 236.35% while the benchmark SPY gained 211.90% and VDIGX gained 159.71% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.82% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $336,348 which includes $894 cash and excludes $4,856 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 2.9%, and for the last 12 months is 19.1%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.88% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $263,710 which includes $43,401 cash and excludes $3,173 spent on fees and slippage.
RequireGold7-1.USMVtrade-3-19-2024
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 4.6%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Since inception, on 6/30/2014, the model gained 203.37% while the benchmark SPY gained 211.90% and the ETF USMV gained 165.21% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.12% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $303,367 which includes $1,104 cash and excludes $8,004 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-3-19-2024
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 10.6%, and for the last 12 months is 39.3%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Since inception, on 1/3/2013, the model gained 843.57% while the benchmark SPY gained 330.55% and the ETF USMV gained 330.55% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.11% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $943,570 which includes $717 cash and excludes $9,270 spent on fees and slippage.
RequireGold
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -0.7%, and for the last 12 months is -1.4%. Over the same period the benchmark BND performance was -1.6% and 0.8% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.65% at a time when BND gained -1.24%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,324 which includes $130 cash and excludes $2,613 spent on fees and slippage.
RequireGold
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 8.2%, and for the last 12 months is 10.7%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.62% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $290,385 which includes $1,132 cash and excludes $1,452 spent on fees and slippage.
RequireSilver
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 5.6%, and for the last 12 months is 12.7%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.27% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,364 which includes $511 cash and excludes $4,298 spent on fees and slippage.
RequireSilver
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 0.8%, and for the last 12 months is 10.3%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.78% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,401 which includes $459 cash and excludes $00 spent on fees and slippage.
RequireGold
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 5.4%, and for the last 12 months is 16.6%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -1.65% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $198,861 which includes -$98 cash and excludes $6,532 spent on fees and slippage.
RequireGold
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 4.6%, and for the last 12 months is 8.9%. Over the same period the benchmark SPY performance was 8.2% and 33.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.97% at a time when SPY gained 0.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $203,531 which includes $36 cash and excludes $9,190 spent on fees and slippage.



Read more >

Posted in extra

Evaluating any P123 portfolio hedged with iM-Best(Short) Large-Cap.

Testing your favorite P123 or R2G model hedged with short models such as iM-Best(Short) is unfortunately not possible with the tools provided at P123. The P123 ‘books’ cannot cope with a model intended for hedging. To bridge this gap we designed a MS-excel spreadsheet which you can download here.
Read more >

Posted in extra

Download Best(SSO-TLT) Statistical Analyzer

[php function=4]

The statistical analysis as presented in iM-Best(SSO-TLT) Switching System was done in a MS Excel Workbook. This workbook can be downloaded here for educational purpose and perusal only.
Read more >

Posted in extra

iM-Combo5: Components

Due to the great interest in this large-cap combination model we have decided to reveal all the components of Combo5.
Read more >

Posted in extra
With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer