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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 9.1%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained -0.05% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $167,050,672 which includes $3,098,198 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 -1.01% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $760,875 which includes $6,308 cash and excludes $769 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 8.2%, and for the last 12 months is 8.8%. Over the same period the benchmark E60B40 performance was 6.7% and 9.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.23% at a time when SPY gained -1.16%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $194,004 which includes $64 cash and excludes $5,614 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 9.5%, and for the last 12 months is 10.2%. Over the same period the benchmark E60B40 performance was 6.7% and 9.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.26% at a time when SPY gained -1.16%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $204,642 which includes $453 cash and excludes $5,886 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 10.9%, and for the last 12 months is 11.6%. Over the same period the benchmark E60B40 performance was 6.7% and 9.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.27% at a time when SPY gained -1.16%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $215,400 which includes $2,109 cash and excludes $6,148 spent on fees and slippage. |
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iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 968.24% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -3.15% at a time when SPY gained -1.21%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $267,060 which includes $2,222 cash and excludes $3,481 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 716.58% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -2.61% at a time when SPY gained -1.21%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $193,695 which includes -$10,235 cash and excludes $2,030 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 1976.80% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.31% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $2,076,799 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 299.51% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -3.42% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $399,506 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 439.57% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -2.22% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $539,565 which includes $2,932 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 1049.55% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.33% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,149,546 which includes $3,728 cash and excludes $3,886 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 243.94% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.02% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $343,936 which includes $2,488 cash and excludes $3,557 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 395.67% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -3.15% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $495,674 which includes -$10,939 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 202.27% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -2.32% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,274 which includes $2,174 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 350.87% while the benchmark SPY gained 342.70% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -3.06% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $450,875 which includes -$2,918 cash and excludes $8,820 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 152.02% while the benchmark SPY gained 129.81% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -1.31% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $252,023 which includes -$565 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 31.1%, and for the last 12 months is 30.6%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.75% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $698,285 which includes $2,868 cash and excludes $16,076 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 -3.7%, and for the last 12 months is 59.2%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -7.99% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$36,319 which includes $291,235 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 8.6%, and for the last 12 months is 9.1%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.21% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $416,072 which includes -$891 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 -2.4%, and for the last 12 months is 0.0%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Since inception, on 7/1/2014, the model gained 263.60% while the benchmark SPY gained 375.21% and VDIGX gained -100.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.75% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $363,602 which includes $825 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 29.5%, and for the last 12 months is 28.2%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.98% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $332,566 which includes $2,093 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 22.4%, and for the last 12 months is 26.5%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Since inception, on 6/30/2014, the model gained 422.87% while the benchmark SPY gained 375.21% and the ETF USMV gained -100.00% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.98% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $522,869 which includes $1,554 cash and excludes $9,199 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 21.1%, and for the last 12 months is 24.6%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Since inception, on 1/3/2013, the model gained 1341.34% while the benchmark SPY gained 555.99% and the ETF USMV gained -100.00% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.63% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,441,341 which includes -$340 cash and excludes $18,062 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 -1.7%, and for the last 12 months is -1.3%. Over the same period the benchmark BND performance was -1.3% and -0.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.41% at a time when BND gained -1.08%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $146,582 which includes $2,004 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 8.6%, and for the last 12 months is 9.1%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.21% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $416,072 which includes -$891 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 8.7%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.39% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $204,512 which includes $2,002 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 3.9%, and for the last 12 months is 3.5%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.56% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $190,070 which includes $7,671 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 13.5%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -1.20% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $245,792 which includes $1,550 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 -5.8%, and for the last 12 months is 11.3%. Over the same period the benchmark SPY performance was 12.2% and 17.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -3.42% at a time when SPY gained -1.21%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $380,480 which includes $110 cash and excludes $10,872 spent on fees and slippage. |
