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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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 17.8%, and for the last 12 months is 21.7%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.20% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $544,548 which includes $7,222 cash and excludes $15,358 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 20.8%, and for the last 12 months is 26.5%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.28% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $151,733 which includes -$544 cash and excludes $3,437 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 25.1%, and for the last 12 months is 27.8%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of iM-Combo5 gained -0.19% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $123,409 which includes $409 cash and excludes $603 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 12.8%, and for the last 12 months is 18.7%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Since inception, on 7/1/2014, the model gained 64.34% while the benchmark SPY gained 40.92% and VDIGX gained 34.95% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.06% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $164,209 which includes $305 cash and excludes $1,881 spent on fees and slippage. |
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iM-BESTOGA-3: The model’s out of sample performance YTD is 9.7%, and for the last 12 months is 12.9%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 3.53% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $221,947 which includes $1,003 cash and excludes $1,818 spent on fees and slippage. |
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iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 8.3%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 2.17% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,808 which includes -$58 cash and excludes $1,254 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 33.6%, and for the last 12 months is 38.4%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.97% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $141,084 which includes $728 cash and excludes $559 spent on fees and slippage. |
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iM-BestogaX5-System: The model’s out of sample performance YTD is 7.3%, and for the last 12 months is 11.1%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained 1.28% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $105,468 which includes $684 cash and excludes $881 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 17.2%, and for the last 12 months is 20.6%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Since inception, on 6/30/2014, the model gained 63.86% while the benchmark SPY gained 40.92% and the ETF USMV gained 158.33% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.21% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $163,859 which includes $231 cash and excludes $3,601 spent on fees and slippage. |
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iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 23.6%, and for the last 12 months is 28.3%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Since inception, on 1/5/2015, the model gained 55.57% while the benchmark SPY gained 35.42% and the ETF USMV gained 35.41% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.11% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $155,493 which includes $56 cash and excludes $821 spent on fees and slippage. |
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iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 15.2%, and for the last 12 months is 20.3%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Since inception, on 3/30/2015, the model gained 32.54% while the benchmark SPY gained 30.59% and the ETF USMV gained 30.59% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.83% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $132,467 which includes $44 cash and excludes $724 spent on fees and slippage. |
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iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 9.6%, and for the last 12 months is 14.9%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Since inception, on 7/1/2014, the model gained 69.96% while the benchmark SPY gained 40.92% and the ETF USMV gained 158.33% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained -0.23% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $169,705 which includes -$268 cash and excludes $1,128 spent on fees and slippage. |
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iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 64.96% while the benchmark SPY gained 38.79% and the ETF USMV gained 39.04% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained -1.58% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $164,959 which includes -$223 cash and excludes $1,022 spent on fees and slippage. |
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Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 36.90% over SPY. (see iM-USMV Investor Portfolio) |
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iM-Best(Short): The model’s out of sample performance YTD is -5.3%, and for the last 12 months is -2.9%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of iM-Best(Short) gained 0.56% at a time when SPY gained -0.20%. Over the period 1/2/2009 to 11/13/2017 the starting capital of $100,000 would have grown to $92,003 which includes $109,897 cash and excludes $23,113 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 11.7%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 2.29% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $108,330 which includes $70 cash and excludes $115 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 10.3%, and for the last 12 months is 16.4%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.70% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $109,728 which includes $2,356 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 17.5%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained -0.08% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $124,361 which includes $1,593 cash and excludes $513 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 19.3%, and for the last 12 months is 23.3%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.20% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $128,448 which includes $833 cash and excludes $1,390 spent on fees and slippage. |
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iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 57.6%, and since inception 57.6%. Over the same period the benchmark SPY performance was 17.2% and 17.2% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained -0.62% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,546 which includes $587 cash and excludes $578 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 21.6%, and for the last 12 months is 23.6%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.26% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,315 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
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iM-Low Turnover Composite Timer Combo: The model’s out of sample performance from inception is 4.2%. The benchmark SPY performance over the same period is 11.6%. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.21% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $104,170 which includes $974 cash and excludes $69 spent on fees and slippage. |
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iM-Min Drawdown Combo: The model’s out of sample performance from inception is 3.7%. The benchmark SPY performance over the same period is 11.1%. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.53% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $103,694 which includes $1,644 cash and excludes $113 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 34.8%, and for the last 12 months is 46.6%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -0.81% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $152,107 which includes $757 cash and excludes $1,030 spent on fees and slippage. |
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iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 17.0%, and for the last 12 months is 20.4%. Over the same period the benchmark SPY performance was 17.2% and 21.8% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -0.11% at a time when SPY gained -0.20%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $120,301 which includes $1,385 cash and excludes $880 spent on fees and slippage. |
Blog Archives
iM-Best Reports – 11/13/2017
Posted in pmp SPY-SH
iM-Best Reports – 9/25/2017
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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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 13.0%, and for the last 12 months is 17.6%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.31% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $522,428 which includes $4,654 cash and excludes $15,358 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 12.7%, and for the last 12 months is 15.9%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.77% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $141,617 which includes -$826 cash and excludes $3,437 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 15.5%, and for the last 12 months is 15.2%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of iM-Combo5 gained -1.32% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $113,891 which includes $66 cash and excludes $599 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 15.6%, and for the last 12 months is 28.3%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Since inception, on 7/1/2014, the model gained 68.48% while the benchmark SPY gained 35.79% and VDIGX gained 33.11% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.36% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $168,476 which includes $368 cash and excludes $1,694 spent on fees and slippage. |
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iM-BESTOGA-3: The model’s out of sample performance YTD is 7.3%, and for the last 12 months is 4.1%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.51% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $217,245 which includes $207 cash and excludes $1,818 spent on fees and slippage. |
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iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 8.3%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.94% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $111,231 which includes $51 cash and excludes $1,211 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 30.4%, and since inception 37.9%. Over the same period the benchmark SPY performance was 12.9% and 19.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.42% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $134,657 which includes -$1,343 cash and excludes $440 spent on fees and slippage. |
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iM-BestogaX5-System: The model’s out of sample performance YTD is 6.3%, and for the last 12 months is 11.3%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained -0.62% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $104,807 which includes $146 cash and excludes $786 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 16.1%, and for the last 12 months is 15.2%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Since inception, on 6/30/2014, the model gained 62.39% while the benchmark SPY gained 35.79% and the ETF USMV gained 43.97% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.15% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $162,392 which includes -$368 cash and excludes $3,443 spent on fees and slippage. |
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iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 18.8%, and for the last 12 months is 22.2%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Since inception, on 1/5/2015, the model gained 49.46% while the benchmark SPY gained 30.49% and the ETF USMV gained 32.22% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.57% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $149,464 which includes -$201 cash and excludes $821 spent on fees and slippage. |
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iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 15.2%, and for the last 12 months is 18.3%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Since inception, on 3/30/2015, the model gained 32.57% while the benchmark SPY gained 25.83% and the ETF USMV gained 27.70% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained -0.01% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $132,570 which includes -$189 cash and excludes $704 spent on fees and slippage. |
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iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 8.6%, and for the last 12 months is 16.9%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Since inception, on 7/1/2014, the model gained 68.43% while the benchmark SPY gained 35.79% and the ETF USMV gained 43.97% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 0.36% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $168,432 which includes $492 cash and excludes $1,066 spent on fees and slippage. |
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iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 67.78% while the benchmark SPY gained 33.74% and the ETF USMV gained 41.98% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 0.55% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $167,775 which includes $302 cash and excludes $869 spent on fees and slippage. |
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Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 37.76% over SPY. (see iM-USMV Investor Portfolio) |
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iM-Best(Short): The model’s out of sample performance YTD is -2.8%, and for the last 12 months is -3.5%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of iM-Best(Short) gained -5.56% at a time when SPY gained -0.32%. Over the period 1/2/2009 to 9/25/2017 the starting capital of $100,000 would have grown to $94,109 which includes $94,109 cash and excludes $22,777 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 9.7%, and for the last 12 months is 8.5%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.95% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,346 which includes $399 cash and excludes $111 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 7.5%, and for the last 12 months is 7.2%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.11% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,998 which includes $1,729 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 10.0%, and for the last 12 months is 17.9%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.15% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $120,819 which includes $1,074 cash and excludes $513 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 18.8%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.32% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $123,194 which includes $223 cash and excludes $1,390 spent on fees and slippage. |
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iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 42.4%, and since inception 42.4%. Over the same period the benchmark SPY performance was 12.9% and 12.9% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained -0.40% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 12/30/2016 would have grown to $142,412 which includes $293 cash and excludes $578 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 24.8%, and for the last 12 months is 27.0%. Over the same period the benchmark SPY performance was 12.9% and 17.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.19% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,635 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
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iM-Low Turnover Composite Timer Combo: The model’s out of sample performance from inception is 4.6%. The benchmark SPY performance over the same period is 7.5%. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.08% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $104,628 which includes $847 cash and excludes $69 spent on fees and slippage. |
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iM-Min Drawdown Combo: The model’s out of sample performance from inception is 4.3%. The benchmark SPY performance over the same period is 7.1%. Over the previous week the market value of the iM-Min Drawdown Combo gained -0.29% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $104,319 which includes $919 cash and excludes $103 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 25.1%, and since inception 41.2%. Over the same period the benchmark SPY performance was 12.9% and 19.5% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -0.68% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $141,193 which includes $672 cash and excludes $1,030 spent on fees and slippage. |
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iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 13.4%, and since inception 16.6%. Over the same period the benchmark SPY performance was 12.9% and 19.5% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -0.15% at a time when SPY gained -0.32%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $116,546 which includes $1,073 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 9/18/2017
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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-Best(SPY-SH).R1: The model’s out of sample performance YTD is 13.4%, and for the last 12 months is 19.4%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.20% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $524,071 which includes $4,654 cash and excludes $15,358 spent on fees and slippage. |
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iM-Combo3.R1: The model’s out of sample performance YTD is 13.6%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.52% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $142,716 which includes -$997 cash and excludes $3,437 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 17.0%, and for the last 12 months is 16.9%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of iM-Combo5 gained 0.35% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $115,412 which includes -$21 cash and excludes $599 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 15.2%, and for the last 12 months is 29.2%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Since inception, on 7/1/2014, the model gained 67.88% while the benchmark SPY gained 36.23% and VDIGX gained 33.26% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.91% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $167,875 which includes $368 cash and excludes $1,694 spent on fees and slippage. |
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iM-BESTOGA-3: The model’s out of sample performance YTD is 7.9%, and for the last 12 months is 7.1%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -2.33% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $218,357 which includes $207 cash and excludes $1,818 spent on fees and slippage. |
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iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 9.3%, and for the last 12 months is 15.0%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 0.29% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $112,288 which includes -$1 cash and excludes $1,211 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 27.3%, and since inception 34.7%. Over the same period the benchmark SPY performance was 13.3% and 19.9% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.95% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $134,657 which includes $1,919 cash and excludes $440 spent on fees and slippage. |
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iM-BestogaX5-System: The model’s out of sample performance YTD is 7.0%, and for the last 12 months is 13.3%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained 0.62% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $105,464 which includes $146 cash and excludes $786 spent on fees and slippage. |
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iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 13.7%, and for the last 12 months is 14.3%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Since inception, on 6/30/2014, the model gained 58.98% while the benchmark SPY gained 36.23% and the ETF USMV gained 45.03% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.09% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $158,978 which includes $1,057 cash and excludes $3,417 spent on fees and slippage. |
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iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 18.1%, and for the last 12 months is 23.9%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Since inception, on 1/5/2015, the model gained 48.62% while the benchmark SPY gained 30.91% and the ETF USMV gained 33.19% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.31% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $148,615 which includes -$242 cash and excludes $821 spent on fees and slippage. |
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iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 15.2%, and for the last 12 months is 20.4%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Since inception, on 3/30/2015, the model gained 32.58% while the benchmark SPY gained 26.24% and the ETF USMV gained 28.64% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.28% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $132,580 which includes -$238 cash and excludes $704 spent on fees and slippage. |
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iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 8.3%, and for the last 12 months is 18.5%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Since inception, on 7/1/2014, the model gained 67.83% while the benchmark SPY gained 36.23% and the ETF USMV gained 45.03% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 0.82% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $167,835 which includes $492 cash and excludes $1,066 spent on fees and slippage. |
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iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 66.86% while the benchmark SPY gained 34.17% and the ETF USMV gained 43.03% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 0.49% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $166,858 which includes $302 cash and excludes $869 spent on fees and slippage. |
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Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 36.82% over SPY. (see iM-USMV Investor Portfolio) |
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iM-Best(Short): The model’s out of sample performance YTD is 3.0%, and for the last 12 months is 3.0%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of iM-Best(Short) gained -0.35% at a time when SPY gained 0.70%. Over the period 1/2/2009 to 9/18/2017 the starting capital of $100,000 would have grown to $99,652 which includes $199,252 cash and excludes $22,669 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 10.7%, and for the last 12 months is 11.2%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.19% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $107,362 which includes $100 cash and excludes $110 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 8.7%, and for the last 12 months is 10.9%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.46% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $108,199 which includes $1,608 cash and excludes $00 spent on fees and slippage. |
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iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 9.8%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.26% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $120,642 which includes $1,074 cash and excludes $513 spent on fees and slippage. |
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iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 14.8%, and for the last 12 months is 19.7%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.20% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $123,585 which includes $223 cash and excludes $1,390 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 24.5%, and for the last 12 months is 29.5%. Over the same period the benchmark SPY performance was 13.3% and 19.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.47% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,393 which includes $53 cash and excludes $1,955 spent on fees and slippage. |
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iM-Low Turnover Composite Timer Combo: The model’s out of sample performance from inception is 4.5%. The benchmark SPY performance over the same period is 7.8%. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.27% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $104,547 which includes $686 cash and excludes $69 spent on fees and slippage. |
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iM-Min Drawdown Combo: The model’s out of sample performance from inception is 4.6%. The benchmark SPY performance over the same period is 7.4%. 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 $104,627 which includes $919 cash and excludes $103 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 13.5%, and since inception 16.7%. Over the same period the benchmark SPY performance was 13.3% and 19.9% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 1.75% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $142,160 which includes $552 cash and excludes $1,030 spent on fees and slippage. |
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iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 13.5%, and since inception 16.7%. Over the same period the benchmark SPY performance was 13.3% and 19.9% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.76% at a time when SPY gained 0.70%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $116,717 which includes $863 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
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