Reply To: Historical Performance of ITM Strategy

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Heather Cullen

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#20510
Jimbert
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Thanks for that data, George!

I put it into a spreadsheet and calculated 1, 3, 5, and 10 year moving averages of the ITM yields. I tried to copy & paste it in here, but text mode totally messed up the formatting and columns. And a picture mode paste did nothing. But in summary, the average 1,3,5, and 10 year moving averages for ITM were, respectively, 22.61% 48.80% 77.00% 777.27% 383.97%. Yeah, average of a moving average. Not sure if that’s a thing, but there it is for what it’s worth. Oh, the average 1 year moving average (there it is again 😉 ) for SPY was 11.37%; 1/2 of ITM’s. I didn’t calculate the other durations for SPY. It’s amazing that ITM’s final account balance was over 10X SPY’s. A couple early near doublings helped a lot with that, when SPY never even got close to that happening.

If you know of a way to copy & paste a spreadsheet table here, I’m open to suggestions. I don’t have a web page to paste a link to, which looks like is supported.

Heather Cullen

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