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iM-Best Reports – 12/16/2019

Performance-wk-12-17-2019 Performance-mth-12-17-2019 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
30-im-fs-6040-12-17-2019
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 14.8%, and for the last 12 months is 14.7%. Over the same period the benchmark E60B40 performance was 21.1% and 19.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.05% at a time when SPY gained 1.06%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $128,442 which includes $74 cash and excludes $1,278 spent on fees and slippage.
31-im-fs-7030-12-17-2019
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 15.3%, and for the last 12 months is 15.3%. Over the same period the benchmark E60B40 performance was 21.1% and 19.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.22% at a time when SPY gained 1.06%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $131,421 which includes -$82 cash and excludes $1,408 spent on fees and slippage.
32-im-fs-8020-12-17-2019
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 15.9%, and for the last 12 months is 15.9%. Over the same period the benchmark E60B40 performance was 21.1% and 19.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.39% at a time when SPY gained 1.06%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $134,394 which includes -$101 cash and excludes $1,531 spent on fees and slippage.
1-SPY-SH-12-17-2019
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 16.4%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.80% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $700,115 which includes -$5,021 cash and excludes $22,629 spent on fees and slippage.
2-Combo3-12-17-2019
 iM-Combo3.R1: The model’s out of sample performance YTD is 13.3%, and for the last 12 months is 11.7%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.06% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $175,640 which includes $4,506 cash and excludes $5,516 spent on fees and slippage.
15-Combo5-12-17-2019
 iM-Combo5: The model’s out of sample performance YTD is 19.6%, and for the last 12 months is 18.3%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of iM-Combo5 gained 1.57% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $152,279 which includes $2,169 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-17-20198-1.VDIGXtrade-12-17-2019
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 32.4%, and for the last 12 months is 26.7%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Since inception, on 7/1/2014, the model gained 142.89% while the benchmark SPY gained 81.00% and VDIGX gained 82.96% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.00% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $242,889 which includes $996 cash and excludes $2,727 spent on fees and slippage.
29-im6-cap-strg-12-17-2019
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 16.6%, and for the last 12 months is 11.9%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.53% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $175,720 which includes $1,992 cash and excludes $1,118 spent on fees and slippage.
7-USMVtrade-12-17-20197-1.USMVtrade-12-17-2019
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 36.0%, and for the last 12 months is 30.3%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Since inception, on 6/30/2014, the model gained 133.16% while the benchmark SPY gained 81.00% and the ETF USMV gained 95.03% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.32% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $233,161 which includes $454 cash and excludes $6,015 spent on fees and slippage.
13-MinVolUSMVInv-12-17-2019 13-1.MinVolUSMVInv-12-17-2019
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 25.7%, and for the last 12 months is 23.7%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Since inception, on 1/3/2013, the model gained 261.28% while the benchmark SPY gained 149.85% and the ETF USMV gained 153.22% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.61% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $361,280 which includes $2,297 cash and excludes $2,291 spent on fees and slippage.
5-bnd-mkt-trdr-12-17-2019
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 11.7%, and for the last 12 months is 3.2%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.07% at a time when BND gained -0.04%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $148,468 which includes $4,903 cash and excludes $1,985 spent on fees and slippage.
3-Short-12-17-2019
 iM-Best(Short): The model’s out of sample performance YTD is -8.6%, and for the last 12 months is -6.7%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of iM-Best(Short) gained -0.08% at a time when SPY gained 1.79%. Over the period 1/2/2009 to 12/16/2019 the starting capital of $100,000 would have grown to $81,377 which includes $113,861 cash and excludes $26,806 spent on fees and slippage.
25-Best2MCsETF-12-17-2019
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 17.5%, and for the last 12 months is 9.4%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.64% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $124,610 which includes $434 cash and excludes $674 spent on fees and slippage.
26-Best4MCsVang-12-17-2019
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 18.2%, and for the last 12 months is 12.9%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.33% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $127,701 which includes $848 cash and excludes $00 spent on fees and slippage.
21-imc-sh-rsp-12-17-2019
 iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 26.2%, and for the last 12 months is 21.3%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 1.53% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $151,566 which includes $6,395 cash and excludes $513 spent on fees and slippage.
20-imc-spy-ief-12-17-2019
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 14.3%, and for the last 12 months is 21.7%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.77% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $161,400 which includes $1,970 cash and excludes $3,393 spent on fees and slippage.
12-vix-zif-12-17-2019
 iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 0.9%, and for the last 12 months is -5.8%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 2.37% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,435 which includes $327 cash and excludes $7,434 spent on fees and slippage.
22-imc-gld-stk-bnd-12-17-2019
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 17.6%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.05% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,026 which includes -$674 cash and excludes $4,251 spent on fees and slippage.
23-iM-lo-turn-over-12-17-2019
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 15.9%, and for the last 12 months is 13.2%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.99% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $111,654 which includes $405 cash and excludes $1,542 spent on fees and slippage.
27-im-5etf-trader-12-17-2019
 iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 11.7%, and for the last 12 months is 3.2%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 0.86% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $154,650 which includes $1,117 cash and excludes $3,569 spent on fees and slippage.
24-im-std-5etf-trader-12-17-2019
 iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 14.1%, and for the last 12 months is 8.8%. Over the same period the benchmark SPY performance was 29.6% and 25.1% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.97% at a time when SPY gained 1.79%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $133,811 which includes $1,018 cash and excludes $3,330 spent on fees and slippage.
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