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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 0.0%, and for the last 12 months is 11.0%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 1.35% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $153,076,628 which includes $3,098,197 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 0.14% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $741,279 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 7.6%, and for the last 12 months is 12.8%. Over the same period the benchmark E60B40 performance was 6.0% and 14.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.22% at a time when SPY gained 0.04%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $193,043 which includes $1,855 cash and excludes $5,611 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 8.6%, and for the last 12 months is 14.0%. Over the same period the benchmark E60B40 performance was 6.0% and 14.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.12% at a time when SPY gained 0.04%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $202,828 which includes $1,656 cash and excludes $5,884 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 9.5%, and for the last 12 months is 15.2%. Over the same period the benchmark E60B40 performance was 6.0% and 14.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.02% at a time when SPY gained 0.04%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $212,649 which includes $1,455 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 1004.93% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.37% at a time when SPY gained -0.46%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $276,233 which includes $2,887 cash and excludes $3,440 spent on fees and slippage. |
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iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 672.04% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.76% at a time when SPY gained -0.46%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $182,561 which includes -$11,048 cash and excludes $1,998 spent on fees and slippage. |
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iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 1712.73% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.64% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $1,812,729 which includes $69,864 cash and excludes $31,757 spent on fees and slippage. |
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iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 271.09% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.05% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $371,091 which includes $2,098 cash and excludes $17,890 spent on fees and slippage. |
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iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 467.24% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 3.21% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $567,238 which includes $57,564 cash and excludes $9,414 spent on fees and slippage. |
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iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 894.53% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.77% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $994,532 which includes $4,964 cash and excludes $3,677 spent on fees and slippage. |
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iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 282.78% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 11.77% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $382,776 which includes $2,470 cash and excludes $3,339 spent on fees and slippage. |
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iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 346.46% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 4.07% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $446,455 which includes $3,110 cash and excludes $20,008 spent on fees and slippage. |
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iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 242.48% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.71% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $342,485 which includes $1,292 cash and excludes $18,957 spent on fees and slippage. |
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iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 390.11% while the benchmark SPY gained 331.13% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 3.99% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $490,110 which includes $1,360 cash and excludes $8,404 spent on fees and slippage. |
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iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 148.11% while the benchmark SPY gained 123.80% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 4.31% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $248,109 which includes $5,144 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 14.0%, and for the last 12 months is 21.4%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -3.32% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $607,144 which includes $111,947 cash and excludes $15,265 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 -15.3%, and for the last 12 months is 71.5%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -6.47% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$41,686 which includes $255,870 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 12.3%, and for the last 12 months is 16.9%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.12% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $430,237 which includes $1,897 cash and excludes $2,470 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -10.0%, and for the last 12 months is -8.1%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Since inception, on 7/1/2014, the model gained 235.08% while the benchmark SPY gained 362.80% and VDIGX gained -100.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 4.59% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $335,076 which includes $725 cash and excludes $5,794 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 19.1%, and for the last 12 months is 23.2%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.27% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $305,936 which includes $5,727 cash and excludes $4,594 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 14.9%, and for the last 12 months is 25.2%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Since inception, on 6/30/2014, the model gained 390.75% while the benchmark SPY gained 362.80% and the ETF USMV gained 222.00% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.89% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $490,748 which includes $4,549 cash and excludes $8,963 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 9.7%, and for the last 12 months is 21.6%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Since inception, on 1/3/2013, the model gained 1205.22% while the benchmark SPY gained 538.86% and the ETF USMV gained 538.86% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -2.39% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $1,305,215 which includes -$2,642 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 3.2%. Over the same period the benchmark BND performance was 1.2% and 4.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.12% at a time when BND gained 0.78%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $151,622 which includes $476 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 12.3%, and for the last 12 months is 16.9%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.12% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $430,237 which includes $1,897 cash and excludes $2,470 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 6.4%, and for the last 12 months is 6.0%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.30% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $200,264 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 8.2%, and for the last 12 months is 11.9%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.98% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $197,910 which includes $7,005 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 10.6%, and for the last 12 months is 14.7%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.45% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $239,411 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 -11.6%, and for the last 12 months is 16.3%. Over the same period the benchmark SPY performance was 9.2% and 21.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -4.16% at a time when SPY gained -0.46%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $356,908 which includes $113 cash and excludes $10,872 spent on fees and slippage. |
