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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. |
Blog Archives
iM-Best Reports – 9/18/2017
Posted in pmp SPY-SH
iM-Best Reports – 8/28/2017
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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 11.1%, and for the last 12 months is 14.8%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.68% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $513,359 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 10.3%, and for the last 12 months is 13.3%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.13% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $138,607 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 13.4%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of iM-Combo5 gained 1.17% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $111,871 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 11.5%, and for the last 12 months is 22.3%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Since inception, on 7/1/2014, the model gained 62.49% while the benchmark SPY gained 32.76% and VDIGX gained 28.48% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.12% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $162,494 which includes $7,125 cash and excludes $1,588 spent on fees and slippage. |
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iM-BESTOGA-3: The model’s out of sample performance YTD is 9.0%, and for the last 12 months is 7.2%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 0.05% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $220,611 which includes $75,144 cash and excludes $1,731 spent on fees and slippage. |
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iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 8.2%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.74% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $111,137 which includes $232 cash and excludes $1,128 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 23.0%, and since inception 30.1%. Over the same period the benchmark SPY performance was 10.4% and 16.8% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.06% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $130,055 which includes $1,377 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 5.7%, and for the last 12 months is 10.5%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained -0.60% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $104,136 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 12.1%, and for the last 12 months is 10.2%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Since inception, on 6/30/2014, the model gained 56.79% while the benchmark SPY gained 32.76% and the ETF USMV gained 42.77% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.76% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $156,787 which includes $56 cash and excludes $3,362 spent on fees and slippage. |
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iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 17.6%, and for the last 12 months is 20.2%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Since inception, on 1/5/2015, the model gained 47.97% while the benchmark SPY gained 27.58% and the ETF USMV gained 31.11% 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 0.69%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $147,968 which includes $340 cash and excludes $800 spent on fees and slippage. |
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iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 11.9%, and for the last 12 months is 12.9%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Since inception, on 3/30/2015, the model gained 28.72% while the benchmark SPY gained 23.02% and the ETF USMV gained 26.64% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 0.91% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $128,716 which includes $233 cash and excludes $660 spent on fees and slippage. |
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iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 12.2%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Since inception, on 7/1/2014, the model gained 64.03% while the benchmark SPY gained 32.76% and the ETF USMV gained 42.77% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 0.48% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $164,026 which includes $234 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 61.92% while the benchmark SPY gained 30.75% and the ETF USMV gained 40.80% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 1.18% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $161,918 which includes $269 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 36.72% over SPY. (see iM-USMV Investor Portfolio) |
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iM-Best(Short): The model’s out of sample performance YTD is 4.4%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of iM-Best(Short) gained 0.00% at a time when SPY gained 0.69%. Over the period 1/2/2009 to 8/28/2017 the starting capital of $100,000 would have grown to $101,084 which includes $101,084 cash and excludes $22,437 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 9.1%, and for the last 12 months is 7.0%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.63% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $105,773 which includes $735 cash and excludes $107 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 7.7%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.17% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,896 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 7.3%, and for the last 12 months is 15.0%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.75% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $117,897 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 12.5%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.69% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $121,041 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 24.9%, and for the last 12 months is 28.8%. Over the same period the benchmark SPY performance was 10.4% and 14.8% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.55% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,719 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 3.8%. The benchmark SPY performance over the same period is 5.1%. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.96% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $103,770 which includes $645 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 3.5%. The benchmark SPY performance over the same period is 4.7%. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.31% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $103,490 which includes $1,123 cash and excludes $83 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 10.7%, and since inception 13.8%. Over the same period the benchmark SPY performance was 10.4% and 16.8% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 1.79% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $135,254 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 10.7%, and since inception 13.8%. Over the same period the benchmark SPY performance was 10.4% and 16.8% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.63% at a time when SPY gained 0.69%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $113,840 which includes $863 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 8/7/2017
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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 12.5%, and for the last 12 months is 15.9%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.44% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $520,223 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 11.9%, and for the last 12 months is 14.8%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.89% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $140,661 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 15.5%, and for the last 12 months is 15.0%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of iM-Combo5 gained 1.00% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $113,911 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 13.6%, and for the last 12 months is 24.1%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Since inception, on 7/1/2014, the model gained 65.51% while the benchmark SPY gained 34.55% and VDIGX gained 30.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.56% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $164,586 which includes $5,958 cash and excludes $1,588 spent on fees and slippage. |
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iM-BESTOGA-3: The model’s out of sample performance YTD is 8.5%, and for the last 12 months is 7.5%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 0.88% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $219,494 which includes -$38 cash and excludes $1,641 spent on fees and slippage. |
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iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 0.97% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $111,928 which includes $766 cash and excludes $979 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 27.9%, and since inception 35.3%. Over the same period the benchmark SPY performance was 11.9% and 18.4% 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 0.45%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $135,277 which includes $1,377 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 9.8%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained 0.74% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $108,223 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 12.8%, and for the last 12 months is 6.3%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Since inception, on 6/30/2014, the model gained 57.79% while the benchmark SPY gained 34.55% and the ETF USMV gained 42.71% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.96% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $157,789 which includes $570 cash and excludes $3,261 spent on fees and slippage. |
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iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 16.1%, and for the last 12 months is 15.4%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Since inception, on 1/5/2015, the model gained 46.11% while the benchmark SPY gained 29.30% and the ETF USMV gained 31.06% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.10% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $146,114 which includes $66 cash and excludes $773 spent on fees and slippage. |
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iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 7.1%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Since inception, on 3/30/2015, the model gained 28.42% while the benchmark SPY gained 24.68% and the ETF USMV gained 26.58% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained -0.08% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $128,416 which includes $200 cash and excludes $660 spent on fees and slippage. |
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iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 6.5%, and for the last 12 months is 10.1%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Since inception, on 7/1/2014, the model gained 65.14% while the benchmark SPY gained 34.55% and the ETF USMV gained 42.71% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 0.62% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $165,136 which includes $261 cash and excludes $1,017 spent on fees and slippage. |
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iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 61.06% while the benchmark SPY gained 32.51% and the ETF USMV gained 40.74% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained -0.14% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $161,056 which includes $269 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 35.02% over SPY. (see iM-USMV Investor Portfolio) |
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iM-Best(Short): The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 4.7%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of iM-Best(Short) gained 0.04% at a time when SPY gained 0.45%. Over the period 1/2/2009 to 8/7/2017 the starting capital of $100,000 would have grown to $100,270 which includes $139,680 cash and excludes $22,396 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 10.0%, and for the last 12 months is 6.7%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.10% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,619 which includes $735 cash and excludes $107 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 8.0%, and for the last 12 months is 6.8%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.25% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $107,445 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 9.2%, and for the last 12 months is 17.4%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained -0.21% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $119,933 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 14.0%, and for the last 12 months is 18.1%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.44% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $122,671 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 19.8%, and for the last 12 months is 24.2%. Over the same period the benchmark SPY performance was 11.9% and 15.9% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.00% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $124,452 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 2.8%. The benchmark SPY performance over the same period is 6.5%. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.18% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $102,815 which includes $645 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 3.5%. The benchmark SPY performance over the same period is 6.1%. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.23% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $103,451 which includes $750 cash and excludes $44 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 12.4%, and since inception 15.6%. Over the same period the benchmark SPY performance was 11.9% and 18.4% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 0.67% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $139,347 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 12.4%, and since inception 15.6%. Over the same period the benchmark SPY performance was 11.9% and 18.4% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.33% at a time when SPY gained 0.45%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $115,572 which includes $863 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
iM-Best Reports – 7/24/2017
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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 11.5%, and for the last 12 months is 16.0%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.52% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $515,578 which includes $2,193 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 11.3%, and for the last 12 months is 14.3%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.78% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $139,814 which includes $338 cash and excludes $3,345 spent on fees and slippage. |
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iM-Combo5: The model’s out of sample performance YTD is 15.0%, and for the last 12 months is 14.5%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of iM-Combo5 gained 1.31% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $113,404 which includes $762 cash and excludes $555 spent on fees and slippage. |
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The iM-Best8(S&P500 Min Vol)Tax-Efficient The model’s out of sample performance YTD is 6.2%, and for the last 12 months is -6.6%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained -0.24% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $417,751 which includes $566 cash and excludes $8,444 spent on fees and slippage. |
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iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 12.3%, and for the last 12 months is 23.8%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Since inception, on 7/1/2014, the model gained 63.75% while the benchmark SPY gained 33.98% and VDIGX gained 29.24% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.96% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $163,751 which includes $6,687 cash and excludes $1,588 spent on fees and slippage. |
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iM-BESTOGA-3: The model’s out of sample performance YTD is 11.3%, and for the last 12 months is 7.8%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of iM-BESTOGA-3 gained -0.26% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $225,274 which includes $224 cash and excludes $1,298 spent on fees and slippage. |
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iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 5.7%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of iM-BESTOGA-3 gained 1.23% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $107,582 which includes $437 cash and excludes $979 spent on fees and slippage. |
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iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 23.1%, and since inception 30.2%. Over the same period the benchmark SPY performance was 11.4% and 17.9% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.04% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $130,180 which includes $1,885 cash and excludes $210 spent on fees and slippage. |
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iM-BestogaX5-System: The model’s out of sample performance YTD is 13.1%, and for the last 12 months is 15.1%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of iM-Best8(S&P 500)Tax-Eff. gained 0.64% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $111,496 which includes $21 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 10.6%, and for the last 12 months is 4.9%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Since inception, on 6/30/2014, the model gained 54.69% while the benchmark SPY gained 33.98% and the ETF USMV gained 41.74% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.02% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $154,689 which includes $320 cash and excludes $3,210 spent on fees and slippage. |
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iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 15.2%, and for the last 12 months is 17.5%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Since inception, on 1/5/2015, the model gained 44.98% while the benchmark SPY gained 28.75% and the ETF USMV gained 30.17% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.14% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $144,980 which includes $9 cash and excludes $773 spent on fees and slippage. |
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iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 10.1%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Since inception, on 3/30/2015, the model gained 26.66% while the benchmark SPY gained 24.16% and the ETF USMV gained 25.72% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained -0.11% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $126,660 which includes $57 cash and excludes $660 spent on fees and slippage. |
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iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 3.7%, and for the last 12 months is 9.2%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Since inception, on 7/1/2014, the model gained 60.78% while the benchmark SPY gained 33.98% and the ETF USMV gained 41.74% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained -0.27% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $160,780 which includes $190 cash and excludes $995 spent on fees and slippage. |
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iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 58.51% while the benchmark SPY gained 31.95% and the ETF USMV gained 39.78% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 0.00% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $158,505 which includes -$23 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 33.28% over SPY. (see iM-USMV Investor Portfolio) |
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iM-Best(Short): The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 2.3%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of iM-Best(Short) gained 0.00% at a time when SPY gained 0.53%. Over the period 1/2/2009 to 7/24/2017 the starting capital of $100,000 would have grown to $100,231 which includes $100,231 cash and excludes $22,354 spent on fees and slippage. |
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iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 9.1%, and for the last 12 months is 4.4%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.41% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $105,754 which includes $735 cash and excludes $107 spent on fees and slippage. |
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iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 7.2%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.48% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $106,627 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 9.5%, and for the last 12 months is 17.2%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.39% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $120,288 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 13.0%, and for the last 12 months is 18.0%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.52% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $121,572 which includes $137 cash and excludes $1,389 spent on fees and slippage. |
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iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 19.6%, and for the last 12 months is 23.7%. Over the same period the benchmark SPY performance was 11.4% and 15.9% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.78% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $124,246 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 2.6%. The benchmark SPY performance over the same period is 6.1%. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.27% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $102,619 which includes $595 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 1.9%. The benchmark SPY performance over the same period is 5.6%. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.67% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $101,923 which includes $541 cash and excludes $44 spent on fees and slippage. |
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iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 12.2%, and since inception 15.3%. Over the same period the benchmark SPY performance was 11.4% and 17.9% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 1.08% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $138,761 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 12.2%, and since inception 15.3%. Over the same period the benchmark SPY performance was 11.4% and 17.9% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.35% at a time when SPY gained 0.53%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $115,311 which includes $863 cash and excludes $880 spent on fees and slippage. |
Posted in pmp SPY-SH
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