Using the simulated investment periods determined with the iM-Best(SPY-SH) Market Timing System, we calculated performance figures resulting from the model switching between the ETFs SSO and SDS, instead of SPY and SH. This alternative system would have produced an average annual return of about 55.6% from January 2000 to the end of August 2013, versus 2.6% for a buy-and-hold investment of SPY over the same period.