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iM-Best Reports – 12/23/2019

Performance-wk-12-24-2019 Performance-mth-12-24-2019 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-6040-12-24-2019
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 15.5%, and for the last 12 months is 16.7%. Over the same period the benchmark E60B40 performance was 21.5% and 24.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.66% at a time when SPY gained 0.29%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $129,294 which includes $120 cash and excludes $1,278 spent on fees and slippage.
31-im-fs-7030-12-24-2019
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 16.2%, and for the last 12 months is 17.4%. Over the same period the benchmark E60B40 performance was 21.5% and 24.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.77% at a time when SPY gained 0.29%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $132,438 which includes -$47 cash and excludes $1,408 spent on fees and slippage.
32-im-fs-8020-12-24-2019
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 16.9%, and for the last 12 months is 18.1%. Over the same period the benchmark E60B40 performance was 21.5% and 24.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.88% at a time when SPY gained 0.29%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $135,582 which includes -$78 cash and excludes $1,531 spent on fees and slippage.
1-SPY-SH-12-24-2019
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 17.6%, and for the last 12 months is 22.1%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.04% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $707,376 which includes -$1,556 cash and excludes $22,629 spent on fees and slippage.
2-Combo3-12-24-2019
 iM-Combo3.R1: The model’s out of sample performance YTD is 13.7%, and for the last 12 months is 17.2%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.42% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $176,380 which includes $5,314 cash and excludes $5,516 spent on fees and slippage.
15-Combo5-12-24-2019
 iM-Combo5: The model’s out of sample performance YTD is 20.6%, and for the last 12 months is 23.8%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of iM-Combo5 gained 0.80% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $153,496 which includes $534 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-24-20198-1.VDIGXtrade-12-24-2019
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 33.7%, and for the last 12 months is 38.4%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Since inception, on 7/1/2014, the model gained 145.32% while the benchmark SPY gained 82.87% and VDIGX gained 77.33% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.00% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $245,317 which includes $996 cash and excludes $2,727 spent on fees and slippage.
29-im6-cap-strg-12-24-2019
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 18.5%, and for the last 12 months is 21.2%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.61% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $178,546 which includes $1,992 cash and excludes $1,118 spent on fees and slippage.
7-USMVtrade-12-24-20197-1.USMVtrade-12-24-2019
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 36.6%, and for the last 12 months is 41.8%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Since inception, on 6/30/2014, the model gained 134.22% while the benchmark SPY gained 82.87% and the ETF USMV gained 96.02% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.80% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $234,224 which includes $628 cash and excludes $5,981 spent on fees and slippage.
13-MinVolUSMVInv-12-24-2019 13-1.MinVolUSMVInv-12-24-2019
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 27.1%, and for the last 12 months is 32.8%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Since inception, on 1/3/2013, the model gained 265.52% while the benchmark SPY gained 152.44% and the ETF USMV gained 154.50% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.17% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $365,515 which includes $1,021 cash and excludes $2,319 spent on fees and slippage.
5-bnd-mkt-trdr-12-24-2019
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 18.4%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.56% at a time when BND gained -0.08%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $149,302 which includes $5,460 cash and excludes $1,985 spent on fees and slippage.
3-Short-12-24-2019
 iM-Best(Short): The model’s out of sample performance YTD is -9.2%, and for the last 12 months is -9.2%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of iM-Best(Short) gained -0.69% at a time when SPY gained 1.03%. Over the period 1/2/2009 to 12/23/2019 the starting capital of $100,000 would have grown to $80,818 which includes $128,823 cash and excludes $26,892 spent on fees and slippage.
25-Best2MCsETF-12-24-2019
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 18.1%, and for the last 12 months is 17.6%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.52% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,262 which includes $612 cash and excludes $674 spent on fees and slippage.
26-Best4MCsVang-12-24-2019
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 19.0%, and for the last 12 months is 19.2%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.73% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $128,628 which includes $363 cash and excludes $00 spent on fees and slippage.
21-imc-sh-rsp-12-24-2019
 iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 27.5%, and for the last 12 months is 31.5%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 1.03% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $153,121 which includes $6,988 cash and excludes $513 spent on fees and slippage.
20-imc-spy-ief-12-24-2019
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 15.4%, and for the last 12 months is 21.9%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.02% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,042 which includes $2,753 cash and excludes $3,393 spent on fees and slippage.
12-vix-zif-12-24-2019
 iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 3.1%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 2.21% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $186,462 which includes $327 cash and excludes $7,434 spent on fees and slippage.
22-imc-gld-stk-bnd-12-24-2019
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 18.6%, and for the last 12 months is 18.0%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.81% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,071 which includes $87 cash and excludes $4,251 spent on fees and slippage.
23-iM-lo-turn-over-12-24-2019
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 16.6%, and for the last 12 months is 19.0%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.60% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $112,328 which includes $106 cash and excludes $1,612 spent on fees and slippage.
27-im-5etf-trader-12-24-2019
 iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 18.4%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 1.35% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $156,735 which includes $1,422 cash and excludes $3,569 spent on fees and slippage.
24-im-std-5etf-trader-12-24-2019
 iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 15.2%, and for the last 12 months is 18.0%. Over the same period the benchmark SPY performance was 31.0% and 36.0% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 0.95% at a time when SPY gained 1.03%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $135,078 which includes $1,417 cash and excludes $3,330 spent on fees and slippage.
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