Blog Archives
iM-Best Reports – 4/2/2018
Posted in pmp SPY-SH
iM-Best Reports – 3/19/2018
  |
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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 1.8%, and for the last 12 months is 16.7%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of Best(SPY-SH) gained -2.49% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $572,856 which includes -$42 cash and excludes $15,368 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 2.7%, and for the last 12 months is 22.0%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.87% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $161,879 which includes -$2,678 cash and excludes $3,557 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 27.5%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of iM-Combo5 gained -3.15% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $133,633 which includes -$1,764 cash and excludes $665 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 0.9%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Since inception, on 7/1/2014, the model gained 79.87% while the benchmark SPY gained 48.90% and VDIGX gained 41.07% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.57% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $179,362 which includes $416 cash and excludes $2,067 spent on fees and slippage. |
 |
iM-BESTOGA-3: The model’s out of sample performance YTD is -1.0%, and for the last 12 months is 3.8%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -2.33% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $228,664 which includes $563 cash and excludes $2,158 spent on fees and slippage. |
 |
iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 0.2%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -2.22% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $112,997 which includes $20 cash and excludes $1,673 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.5%, and for the last 12 months is 27.4%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.88% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $152,013 which includes $1,253 cash and excludes $630 spent on fees and slippage. |
 |
iM-BestogaX5-System: The model’s out of sample performance YTD is 6.8%, and for the last 12 months is 14.8%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of iM-BestogaX5-System gained -3.01% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $119,399 which includes $4,973 cash and excludes $966 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 14.7%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Since inception, on 6/30/2014, the model gained 74.55% while the benchmark SPY gained 48.90% and the ETF USMV gained 52.42% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.20% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $174,200 which includes $49 cash and excludes $4,118 spent on fees and slippage. |
  |
iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 23.0%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Since inception, on 1/5/2015, the model gained 68.77% while the benchmark SPY gained 43.09% and the ETF USMV gained 39.98% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.91% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $168,167 which includes -$9 cash and excludes $1,064 spent on fees and slippage. |
  |
iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 3.5%, and for the last 12 months is 14.3%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Since inception, on 3/30/2015, the model gained 40.41% while the benchmark SPY gained 37.99% and the ETF USMV gained 35.20% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained -0.62% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $140,212 which includes $508 cash and excludes $893 spent on fees and slippage. |
  |
iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 0.4%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Since inception, on 7/1/2014, the model gained 78.42% while the benchmark SPY gained 48.90% and the ETF USMV gained 52.42% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained -1.62% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $178,117 which includes $840 cash and excludes $1,359 spent on fees and slippage. |
  |
iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 82.58% while the benchmark SPY gained 46.65% and the ETF USMV gained 50.32% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained -0.35% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $182,519 which includes -$725 cash and excludes $1,255 spent on fees and slippage. |
 |
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 42.16% over SPY. (see iM-USMV Investor Portfolio) |
 |
iM-Best(Short): The model’s out of sample performance YTD is 2.0%, and for the last 12 months is -3.7%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of iM-Best(Short) gained 0.00% at a time when SPY gained -2.49%. Over the period 1/2/2009 to 3/19/2018 the starting capital of $100,000 would have grown to $93,060 which includes $93,060 cash and excludes $23,817 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -3.4%, and for the last 12 months is 5.2%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.90% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $108,268 which includes $743 cash and excludes $115 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -4.6%, and for the last 12 months is 1.8%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.79% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $105,482 which includes $3,320 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 0.7%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained -1.95% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,304 which includes $2,172 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 1.7%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -2.46% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $135,122 which includes $1,500 cash and excludes $1,390 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 6.5%, and for the last 12 months is 57.5%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained -4.54% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,455 which includes -$1,015 cash and excludes $1,288 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is 12.7%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.50% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,018 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -0.2%, and since inception 6.9%. Over the same period the benchmark SPY performance was 1.8% and 17.9% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.77% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $106,895 which includes $1,612 cash and excludes $74 spent on fees and slippage. |
 |
iM-Min Drawdown Combo: The model’s out of sample performance YTD is 0.1%, and since inception 8.0%. Over the same period the benchmark SPY performance was 1.8% and 17.4% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained -1.60% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $107,691 which includes $889 cash and excludes $215 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 3.8%, and for the last 12 months is 35.7%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -4.69% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $168,907 which includes $1,064 cash and excludes $1,030 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 1.2%, and for the last 12 months is 16.4%. Over the same period the benchmark SPY performance was 1.8% and 16.3% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -2.20% at a time when SPY gained -2.49%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $127,101 which includes $2,002 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 3/12/2018
  |
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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is 19.3%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of Best(SPY-SH) gained 2.33% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $589,864 which includes -$42 cash and excludes $15,368 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 4.6%, and for the last 12 months is 24.3%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.04% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $165,354 which includes -$2,678 cash and excludes $3,557 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 8.1%, and for the last 12 months is 31.8%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of iM-Combo5 gained 3.13% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $138,285 which includes -$1,764 cash and excludes $665 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 19.4%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Since inception, on 7/1/2014, the model gained 84.62% while the benchmark SPY gained 52.71% and VDIGX gained 43.67% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.09% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $184,114 which includes $416 cash and excludes $2,067 spent on fees and slippage. |
 |
iM-BESTOGA-3: The model’s out of sample performance YTD is 1.4%, and for the last 12 months is 6.8%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 5.21% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $234,754 which includes $340 cash and excludes $2,158 spent on fees and slippage. |
 |
iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 2.4%, and for the last 12 months is 9.2%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 2.31% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $115,691 which includes $136 cash and excludes $1,673 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 2.5%, and for the last 12 months is 29.3%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.16% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $154,935 which includes $998 cash and excludes $630 spent on fees and slippage. |
 |
iM-BestogaX5-System: The model’s out of sample performance YTD is 10.1%, and for the last 12 months is 18.9%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of iM-BestogaX5-System gained 1.97% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $123,352 which includes $4,973 cash and excludes $966 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.8%, and for the last 12 months is 14.4%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Since inception, on 6/30/2014, the model gained 74.20% while the benchmark SPY gained 52.71% and the ETF USMV gained 54.18% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.39% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $174,022 which includes -$8 cash and excludes $4,093 spent on fees and slippage. |
  |
iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 5.5%, and for the last 12 months is 25.1%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Since inception, on 1/5/2015, the model gained 70.32% while the benchmark SPY gained 46.76% and the ETF USMV gained 41.59% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.18% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $170,117 which includes -$62 cash and excludes $1,064 spent on fees and slippage. |
  |
iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 4.2%, and for the last 12 months is 14.8%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Since inception, on 3/30/2015, the model gained 41.29% while the benchmark SPY gained 41.51% and the ETF USMV gained 36.76% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 2.23% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $141,078 which includes $460 cash and excludes $893 spent on fees and slippage. |
  |
iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 9.5%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Since inception, on 7/1/2014, the model gained 81.35% while the benchmark SPY gained 52.71% and the ETF USMV gained 54.18% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 0.98% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $181,154 which includes $828 cash and excludes $1,359 spent on fees and slippage. |
  |
iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 83.15% while the benchmark SPY gained 50.40% and the ETF USMV gained 52.05% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 1.36% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $183,080 which includes $265 cash and excludes $1,227 spent on fees and slippage. |
 |
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 40.92% over SPY. (see iM-USMV Investor Portfolio) |
 |
iM-Best(Short): The model’s out of sample performance YTD is 2.0%, and for the last 12 months is -3.0%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of iM-Best(Short) gained -0.91% at a time when SPY gained 2.33%. Over the period 1/2/2009 to 3/12/2018 the starting capital of $100,000 would have grown to $93,060 which includes $93,060 cash and excludes $23,817 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -1.5%, and for the last 12 months is 7.6%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.10% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $110,673 which includes $743 cash and excludes $115 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -3.8%, and for the last 12 months is 3.9%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.05% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,614 which includes $3,320 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 2.7%, and for the last 12 months is 15.8%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 2.09% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $133,454 which includes $2,172 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 20.8%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 2.30% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $139,089 which includes $1,500 cash and excludes $1,390 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 66.2%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 2.49% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $196,379 which includes -$1,015 cash and excludes $1,288 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 1.5%, and for the last 12 months is 15.5%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.30% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,675 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 0.6%, and since inception 7.7%. Over the same period the benchmark SPY performance was 4.4% and 20.9% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.69% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $107,728 which includes $1,612 cash and excludes $74 spent on fees and slippage. |
 |
iM-Min Drawdown Combo: The model’s out of sample performance YTD is 1.7%, and since inception 9.8%. Over the same period the benchmark SPY performance was 4.4% and 20.4% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained 1.55% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $109,632 which includes $866 cash and excludes $215 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 44.4%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 4.81% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $177,218 which includes $1,064 cash and excludes $1,030 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 3.5%, and for the last 12 months is 20.2%. Over the same period the benchmark SPY performance was 4.4% and 19.5% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 2.17% at a time when SPY gained 2.33%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $130,067 which includes $2,002 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 3/5/2018
  |
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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of Best(SPY-SH) gained -2.05% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $576,457 which includes -$42 cash and excludes $15,368 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is 21.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.24% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $161,957 which includes -$5,595 cash and excludes $3,554 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 4.8%, and for the last 12 months is 27.9%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iM-Combo5 gained -1.75% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $134,046 which includes -$1,809 cash and excludes $665 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 2.4%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 7/1/2014, the model gained 82.63% while the benchmark SPY gained 49.24% and VDIGX gained 41.02% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.12% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $182,136 which includes -$378 cash and excludes $2,034 spent on fees and slippage. |
 |
iM-BESTOGA-3: The model’s out of sample performance YTD is -3.6%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -1.65% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $223,350 which includes $340 cash and excludes $2,158 spent on fees and slippage. |
 |
iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 0.1%, and for the last 12 months is 4.7%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -1.36% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $113,434 which includes $13 cash and excludes $1,627 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 3.1%, and for the last 12 months is 30.5%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.47% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $156,128 which includes $785 cash and excludes $630 spent on fees and slippage. |
 |
iM-BestogaX5-System: The model’s out of sample performance YTD is 7.9%, and for the last 12 months is 16.7%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iM-BestogaX5-System gained 0.80% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $120,864 which includes $4,871 cash and excludes $966 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.4%, and for the last 12 months is 13.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 6/30/2014, the model gained 73.53% while the benchmark SPY gained 49.24% and the ETF USMV gained 51.64% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.98% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $173,303 which includes $627 cash and excludes $4,039 spent on fees and slippage. |
  |
iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 5.7%, and for the last 12 months is 25.0%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 1/5/2015, the model gained 70.63% while the benchmark SPY gained 43.42% and the ETF USMV gained 39.26% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.81% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $170,490 which includes -$116 cash and excludes $1,017 spent on fees and slippage. |
  |
iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 1.9%, and for the last 12 months is 11.3%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 3/30/2015, the model gained 38.20% while the benchmark SPY gained 38.29% and the ETF USMV gained 34.50% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained -1.78% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $138,040 which includes $1,062 cash and excludes $874 spent on fees and slippage. |
  |
iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 7.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 7/1/2014, the model gained 79.59% while the benchmark SPY gained 49.24% and the ETF USMV gained 51.64% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained -1.06% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $179,442 which includes $828 cash and excludes $1,359 spent on fees and slippage. |
  |
iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 80.63% while the benchmark SPY gained 46.99% and the ETF USMV gained 49.55% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained -0.68% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $180,551 which includes $692 cash and excludes $1,197 spent on fees and slippage. |
 |
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 42.25% over SPY. (see iM-USMV Investor Portfolio) |
 |
iM-Best(Short): The model’s out of sample performance YTD is 2.9%, and for the last 12 months is -1.9%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iM-Best(Short) gained 1.97% at a time when SPY gained -2.05%. Over the period 1/2/2009 to 3/5/2018 the starting capital of $100,000 would have grown to $93,914 which includes $113,054 cash and excludes $23,796 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -2.6%, and for the last 12 months is 6.2%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.15% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $109,471 which includes $743 cash and excludes $115 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -4.8%, and for the last 12 months is 1.1%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.93% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $105,511 which includes $3,320 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained -1.58% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,722 which includes $2,172 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 17.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -2.03% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $135,962 which includes $1,500 cash and excludes $1,390 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 60.3%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained -3.22% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $191,605 which includes -$1,015 cash and excludes $1,288 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 1.2%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.01% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,282 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -0.1%, and since inception 7.0%. Over the same period the benchmark SPY performance was 2.0% and 18.1% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.74% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $106,987 which includes $1,612 cash and excludes $74 spent on fees and slippage. |
 |
iM-Min Drawdown Combo: The model’s out of sample performance YTD is 0.2%, and since inception 8.1%. Over the same period the benchmark SPY performance was 2.0% and 17.7% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained -1.25% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $108,063 which includes $1,097 cash and excludes $205 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 3.9%, and for the last 12 months is 35.2%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -3.41% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $169,086 which includes $1,064 cash and excludes $1,030 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 1.3%, and for the last 12 months is 15.6%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -1.79% at a time when SPY gained -2.05%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $127,299 which includes $2,002 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 2/26/2018
  |
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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 19.5%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of Best(SPY-SH) gained 2.40% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $588,551 which includes -$42 cash and excludes $15,368 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 3.8%, and for the last 12 months is 23.2%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.00% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $164,076 which includes -$5,595 cash and excludes $3,554 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 6.7%, and for the last 12 months is 30.6%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of iM-Combo5 gained 2.97% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $136,483 which includes -$1,809 cash and excludes $665 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 19.8%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Since inception, on 7/1/2014, the model gained 86.59% while the benchmark SPY gained 52.37% and VDIGX gained 44.46% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.98% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $176,767 which includes -$7,732 cash and excludes $1,956 spent on fees and slippage. |
 |
iM-BESTOGA-3: The model’s out of sample performance YTD is -2.0%, and for the last 12 months is 3.2%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 1.30% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $227,099 which includes $340 cash and excludes $2,158 spent on fees and slippage. |
 |
iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 1.5%, and for the last 12 months is 4.7%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.36% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $115,065 which includes $153 cash and excludes $1,627 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 3.1%, and for the last 12 months is 30.5%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.47% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $156,128 which includes $785 cash and excludes $630 spent on fees and slippage. |
 |
iM-BestogaX5-System: The model’s out of sample performance YTD is 7.1%, and for the last 12 months is 15.4%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of iM-BestogaX5-System gained 2.30% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $119,904 which includes $4,871 cash and excludes $966 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 4.6%, and for the last 12 months is 17.3%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Since inception, on 6/30/2014, the model gained 78.86% while the benchmark SPY gained 52.37% and the ETF USMV gained 53.86% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.44% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $178,758 which includes $410 cash and excludes $3,990 spent on fees and slippage. |
  |
iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 7.7%, and for the last 12 months is 27.1%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Since inception, on 1/5/2015, the model gained 73.78% while the benchmark SPY gained 46.43% and the ETF USMV gained 41.30% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.77% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $173,735 which includes -$116 cash and excludes $1,017 spent on fees and slippage. |
  |
iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 3.7%, and for the last 12 months is 13.6%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Since inception, on 3/30/2015, the model gained 40.71% while the benchmark SPY gained 41.20% and the ETF USMV gained 36.47% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.81% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $140,706 which includes $1,062 cash and excludes $874 spent on fees and slippage. |
  |
iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 2.2%, and for the last 12 months is 8.9%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Since inception, on 7/1/2014, the model gained 81.51% while the benchmark SPY gained 52.37% and the ETF USMV gained 53.86% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 1.18% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $181,377 which includes $691 cash and excludes $1,359 spent on fees and slippage. |
  |
iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 81.79% while the benchmark SPY gained 50.07% and the ETF USMV gained 51.74% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 1.11% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $181,794 which includes $692 cash and excludes $1,197 spent on fees and slippage. |
 |
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 40.59% over SPY. (see iM-USMV Investor Portfolio) |
 |
iM-Best(Short): The model’s out of sample performance YTD is 1.0%, and for the last 12 months is -4.1%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of iM-Best(Short) gained 0.03% at a time when SPY gained 2.39%. Over the period 1/2/2009 to 2/26/2018 the starting capital of $100,000 would have grown to $92,096 which includes $147,403 cash and excludes $23,721 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -1.4%, and for the last 12 months is 7.4%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.17% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $110,749 which includes $743 cash and excludes $115 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -3.9%, and for the last 12 months is 1.7%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.03% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,500 which includes $3,320 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 2.2%, and for the last 12 months is 14.6%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 1.69% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $132,822 which includes $2,172 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 21.0%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 2.37% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $138,783 which includes $1,500 cash and excludes $1,390 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 67.5%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 6.18% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $197,983 which includes -$145 cash and excludes $912 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 2.3%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.16% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,611 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 0.7%, and since inception 7.8%. Over the same period the benchmark SPY performance was 4.1% and 20.6% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.61% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $107,789 which includes $1,612 cash and excludes $74 spent on fees and slippage. |
 |
iM-Min Drawdown Combo: The model’s out of sample performance YTD is 1.4%, and since inception 9.5%. Over the same period the benchmark SPY performance was 4.1% and 20.1% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.69% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $109,451 which includes $1,097 cash and excludes $205 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 7.6%, and for the last 12 months is 40.8%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 4.53% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $175,054 which includes $1,064 cash and excludes $1,030 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 18.0%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 2.06% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $129,623 which includes $2,002 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 2/20/2018
  |
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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 1.7%, and for the last 12 months is 17.5%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of Best(SPY-SH) gained 2.28% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $574,784 which includes -$42 cash and excludes $15,368 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 1.8%, and for the last 12 months is 21.7%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.99% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $160,855 which includes -$5,595 cash and excludes $3,554 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 27.7%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of iM-Combo5 gained 3.30% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $132,544 which includes -$2,175 cash and excludes $661 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 1.6%, and for the last 12 months is 17.6%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Since inception, on 7/1/2014, the model gained 81.19% while the benchmark SPY gained 48.81% and VDIGX gained 40.97% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.50% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $176,767 which includes -$2,527 cash and excludes $1,956 spent on fees and slippage. |
 |
iM-BESTOGA-3: The model’s out of sample performance YTD is -3.3%, and for the last 12 months is 3.2%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 0.32% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $223,991 which includes $144 cash and excludes $2,158 spent on fees and slippage. |
 |
iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 1.9%, and for the last 12 months is 9.3%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 1.77% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $115,481 which includes $153 cash and excludes $1,627 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 1.6%, and for the last 12 months is 31.7%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.94% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $153,865 which includes $785 cash and excludes $630 spent on fees and slippage. |
 |
iM-BestogaX5-System: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 12.8%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of iM-BestogaX5-System gained 1.55% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $117,197 which includes $4,871 cash and excludes $966 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 16.7%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Since inception, on 6/30/2014, the model gained 76.57% while the benchmark SPY gained 48.81% and the ETF USMV gained 51.27% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 3.91% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $176,464 which includes -$80 cash and excludes $3,904 spent on fees and slippage. |
  |
iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 26.3%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Since inception, on 1/5/2015, the model gained 70.76% while the benchmark SPY gained 43.00% and the ETF USMV gained 38.92% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.57% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $170,715 which includes $456 cash and excludes $986 spent on fees and slippage. |
  |
iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 2.9%, and for the last 12 months is 14.4%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Since inception, on 3/30/2015, the model gained 39.57% while the benchmark SPY gained 37.90% and the ETF USMV gained 34.18% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 2.31% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $139,571 which includes $1,062 cash and excludes $874 spent on fees and slippage. |
  |
iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is 9.0%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Since inception, on 7/1/2014, the model gained 79.39% while the benchmark SPY gained 48.81% and the ETF USMV gained 51.27% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 2.86% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $179,257 which includes -$23 cash and excludes $1,316 spent on fees and slippage. |
  |
iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 79.80% while the benchmark SPY gained 46.56% and the ETF USMV gained 49.18% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 3.11% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $179,802 which includes $692 cash and excludes $1,197 spent on fees and slippage. |
 |
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 42.27% over SPY. (see iM-USMV Investor Portfolio) |
 |
iM-Best(Short): The model’s out of sample performance YTD is 0.9%, and for the last 12 months is -3.9%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of iM-Best(Short) gained 0.00% at a time when SPY gained 2.28%. Over the period 1/2/2009 to 2/20/2018 the starting capital of $100,000 would have grown to $92,070 which includes $92,070 cash and excludes $23,663 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -2.6%, and for the last 12 months is 7.8%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.90% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $109,467 which includes $743 cash and excludes $115 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -4.9%, and for the last 12 months is 2.5%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.95% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $105,410 which includes $3,320 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 0.5%, and for the last 12 months is 13.4%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 2.18% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,608 which includes $2,172 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 1.7%, and for the last 12 months is 19.1%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 2.26% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $135,572 which includes $1,500 cash and excludes $1,390 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 5.9%, and for the last 12 months is 58.7%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 7.98% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $186,462 which includes -$145 cash and excludes $912 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.70% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,399 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 0.0%, and since inception 7.1%. Over the same period the benchmark SPY performance was 1.7% and 17.8% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.94% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $107,135 which includes $1,612 cash and excludes $74 spent on fees and slippage. |
 |
iM-Min Drawdown Combo: The model’s out of sample performance YTD is 0.7%, and since inception 8.7%. Over the same period the benchmark SPY performance was 1.7% and 17.3% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained 1.46% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $108,700 which includes $1,097 cash and excludes $205 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 2.9%, and for the last 12 months is 36.0%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 4.73% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $167,471 which includes $1,064 cash and excludes $1,030 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 16.6%. Over the same period the benchmark SPY performance was 1.7% and 17.7% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 2.24% at a time when SPY gained 2.28%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $127,009 which includes $2,002 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 1/29/2018
  |
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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 6.6%, and for the last 12 months is 27.2%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.69% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $599,356 which includes $7,222 cash and excludes $15,358 spent on fees and slippage. |
 |
iM-Combo3.R1: The model’s out of sample performance YTD is 9.0%, and for the last 12 months is 33.3%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.73% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $171,946 which includes $2,296 cash and excludes $3,443 spent on fees and slippage. |
 |
iM-Combo5: The model’s out of sample performance YTD is 10.6%, and for the last 12 months is 41.1%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of iM-Combo5 gained 1.06% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $141,292 which includes -$1,645 cash and excludes $606 spent on fees and slippage. |
  |
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 7.8%, and for the last 12 months is 29.0%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Since inception, on 7/1/2014, the model gained 92.19% while the benchmark SPY gained 56.09% and VDIGX gained 49.08% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.92% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $191,954 which includes $1,512 cash and excludes $1,956 spent on fees and slippage. |
 |
iM-BESTOGA-3: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is 14.8%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.70% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $237,898 which includes $2,123 cash and excludes $2,007 spent on fees and slippage. |
 |
iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 4.9%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.51% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $118,891 which includes $155 cash and excludes $1,500 spent on fees and slippage. |
 |
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.0%, and for the last 12 months is 43.6%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.55% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $157,641 which includes $418 cash and excludes $630 spent on fees and slippage. |
 |
iM-BestogaX5-System: The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 21.6%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of iM-BestogaX5-System gained 4.93% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $121,987 which includes $5,886 cash and excludes $933 spent on fees and slippage. |
  |
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 6.0%, and for the last 12 months is 25.3%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Since inception, on 6/30/2014, the model gained 81.38% while the benchmark SPY gained 56.09% and the ETF USMV gained 58.33% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.77% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $181,164 which includes $728 cash and excludes $3,822 spent on fees and slippage. |
  |
iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 8.4%, and for the last 12 months is 33.7%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Since inception, on 1/5/2015, the model gained 74.92% while the benchmark SPY gained 49.99% and the ETF USMV gained 45.40% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.22% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $174,858 which includes $377 cash and excludes $926 spent on fees and slippage. |
  |
iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 6.0%, and for the last 12 months is 21.9%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Since inception, on 3/30/2015, the model gained 43.78% while the benchmark SPY gained 44.65% and the ETF USMV gained 40.44% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.53% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $143,737 which includes $983 cash and excludes $874 spent on fees and slippage. |
  |
iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 5.1%, and for the last 12 months is 18.0%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Since inception, on 7/1/2014, the model gained 86.67% while the benchmark SPY gained 56.09% and the ETF USMV gained 58.33% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 0.94% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $186,613 which includes $660 cash and excludes $1,294 spent on fees and slippage. |
  |
iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 81.58% while the benchmark SPY gained 53.73% and the ETF USMV gained 56.14% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 0.09% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $181,471 which includes $247 cash and excludes $1,197 spent on fees and slippage. |
 |
Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 39.60% over SPY. (see iM-USMV Investor Portfolio) |
 |
iM-Best(Short): The model’s out of sample performance YTD is -1.2%, and for the last 12 months is -6.6%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of iM-Best(Short) gained 0.00% at a time when SPY gained 0.70%. Over the period 1/2/2009 to 1/29/2018 the starting capital of $100,000 would have grown to $90,125 which includes $90,125 cash and excludes $23,591 spent on fees and slippage. |
 |
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 3.4%, and for the last 12 months is 18.3%. Over the same period the benchmark SPY performance was 6.7% and 26.7% 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 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $116,151 which includes $743 cash and excludes $115 spent on fees and slippage. |
 |
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -0.3%, and for the last 12 months is 10.3%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.09% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $110,476 which includes $3,320 cash and excludes $00 spent on fees and slippage. |
 |
iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 5.5%, and for the last 12 months is 21.9%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.44% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $137,097 which includes $2,172 cash and excludes $513 spent on fees and slippage. |
 |
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 6.6%, and for the last 12 months is 28.9%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.70% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $141,465 which includes $833 cash and excludes $1,390 spent on fees and slippage. |
 |
iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 81.4%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 1.65% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $200,298 which includes $886 cash and excludes $578 spent on fees and slippage. |
 |
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 3.0%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.55% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $132,542 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
 |
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 2.3%, and since inception 9.6%. Over the same period the benchmark SPY performance was 6.7% and 23.6% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.20% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $109,591 which includes $1,612 cash and excludes $74 spent on fees and slippage. |
 |
iM-Min Drawdown Combo: The model’s out of sample performance YTD is 3.9%, and since inception 12.1%. Over the same period the benchmark SPY performance was 6.7% and 23.1% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.12% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $111,966 which includes $424 cash and excludes $173 spent on fees and slippage. |
 |
iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 12.1%, and for the last 12 months is 55.1%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 0.96% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $182,426 which includes $1,064 cash and excludes $1,030 spent on fees and slippage. |
 |
iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 6.0%, and for the last 12 months is 25.7%. Over the same period the benchmark SPY performance was 6.7% and 26.7% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.57% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $133,025 which includes $1,878 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
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