
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 10year annualized returns are shown in the second table 

iMFlipSaver 60:40  20:80 – 2017: The model’s out of sample performance YTD is 9.5%, and for the last 12 months is 1.7%. Over the same period the benchmark E60B40 performance was 15.8% and 7.0% respectively. Over the previous week the market value of iMFlipSaver 80:20  20:80 gained 0.23% at a time when SPY gained 0.20%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $122,585 which includes $61 cash and excludes $1,278 spent on fees and slippage. 

iMFlipSaver 70:30  20:80 – 2017: The model’s out of sample performance YTD is 9.3%, and for the last 12 months is 0.7%. Over the same period the benchmark E60B40 performance was 15.8% and 7.0% respectively. Over the previous week the market value of iMFlipSaver 70:30  20:80 gained 0.23% at a time when SPY gained 0.20%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $124,573 which includes $185 cash and excludes $1,408 spent on fees and slippage. 

iMFlipSaver 80:20  20:80 – 2017: The model’s out of sample performance YTD is 9.1%, and for the last 12 months is 0.2%. Over the same period the benchmark E60B40 performance was 15.8% and 7.0% respectively. Over the previous week the market value of iMFlipSaver 80:20  20:80 gained 0.24% at a time when SPY gained 0.20%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $126,536 which includes $171 cash and excludes $1,531 spent on fees and slippage. 

iMBest(SPYSH).R1: The model’s out of sample performance YTD is 8.1%, and for the last 12 months is 4.6%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of Best(SPYSH) gained 0.49% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $649,950 which includes $5,021 cash and excludes $22,629 spent on fees and slippage. 

iMCombo3.R1: The model’s out of sample performance YTD is 11.3%, and for the last 12 months is 1.5%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of iMCombo3.R1 gained 0.09% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $172,590 which includes $2,098 cash and excludes $5,514 spent on fees and slippage. 

iMCombo5: The model’s out of sample performance YTD is 13.7%, and for the last 12 months is 0.5%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of iMCombo5 gained 0.53% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $144,792 which includes $1,354 cash and excludes $0 spent on fees and slippage. 

iMBest10(VDIGX)Trader: The model’s out of sample performance YTD is 20.6%, and for the last 12 months is 12.3%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Since inception, on 7/1/2014, the model gained 121.16% while the benchmark SPY gained 68.12% and VDIGX gained 76.51% over the same period. Over the previous week the market value of iMBest10(VDIGX) gained 0.75% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $221,161 which includes $313 cash and excludes $2,656 spent on fees and slippage. 

iMBest7(HiDLoV): The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 6.4%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of iMBest7(HiDLoV) gained 0.27% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $124,425 which includes $87,270 cash and excludes $3,407 spent on fees and slippage. 

iM 6Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 4.4%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iM 6Stock Capital Strength Portfolio gained 0.18% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $156,893 which includes $1,811 cash and excludes $1,037 spent on fees and slippage. 

iMBest12(USMV)Trader: The model’s out of sample performance YTD is 21.4%, and for the last 12 months is 2.2%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Since inception, on 6/30/2014, the model gained 108.15% while the benchmark SPY gained 68.12% and the ETF USMV gained 91.41% over the same period. Over the previous week the market value of iMBest12(USMV)Trader gained 0.19% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $208,153 which includes $902 cash and excludes $5,761 spent on fees and slippage. 

iM Min Volatility (USMV) Investor: The model’s out of sample performance YTD is 25.9%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Since inception, on 1/3/2013, the model gained 261.91% while the benchmark SPY gained 132.08% and the ETF USMV gained 148.51% over the same period. Over the previous week the market value of iM Min Volatility (USMV) Investor gained 0.34% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $361,909 which includes $2,194 cash and excludes $2,156 spent on fees and slippage. 

iMBest(Short): The model’s out of sample performance YTD is 5.2%, and for the last 12 months is 0.2%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of iMBest(Short) gained 1.49% at a time when SPY gained 0.48%. Over the period 1/2/2009 to 9/30/2019 the starting capital of $100,000 would have grown to $84,408 which includes $118,696 cash and excludes $26,345 spent on fees and slippage. 

iMBest2 MCScore ETF System: The model’s out of sample performance YTD is 14.9%, and for the last 12 months is 5.4%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMBest2 MCScore ETF System gained 0.74% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $121,883 which includes $698 cash and excludes $673 spent on fees and slippage. 

iMBest4 MCScore Vanguard System: The model’s out of sample performance YTD is 17.9%, and for the last 12 months is 13.7%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMBest4 MCScore Vanguard System gained 0.66% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $127,439 which includes $1,911 cash and excludes $00 spent on fees and slippage. 

iMComposite (SHRSP) Timer: The model’s out of sample performance YTD is 19.1%, and for the last 12 months is 3.0%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMComposite (SHRSP) Timer gained 0.35% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $143,116 which includes $6,395 cash and excludes $513 spent on fees and slippage. 

iMComposite (SPYIEF) Timer: The model’s out of sample performance YTD is 6.2%, and for the last 12 months is 2.1%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMComposite (SPYIEF) Timer gained 0.48% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $150,058 which includes $1,970 cash and excludes $3,393 spent on fees and slippage. 

iMVIX Timer with ZIV: The model’s out of sample performance YTD is 8.5%, and for the last 12 months is 32.1%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMVIX Timer with ZIV gained 0.38% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $165,362 which includes $327 cash and excludes $7,434 spent on fees and slippage. 

iMComposite(GoldStocksBond) Timer: The model’s out of sample performance YTD is 14.6%, and for the last 12 months is 7.0%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMComposite(GoldStocksBond) Timer gained 0.34% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,687 which includes $195 cash and excludes $3,516 spent on fees and slippage. 

iMLow Turnover Composite Timer Combo: The model’s out of sample performance YTD is 12.7%, and for the last 12 months is 3.6%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMLow Turnover Composite Timer Combo gained 0.02% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $108,545 which includes $80 cash and excludes $1,320 spent on fees and slippage. 

iMMin Drawdown Combo: The model’s out of sample performance YTD is 14.6%, and for the last 12 months is 5.9%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMMin Drawdown Combo gained 0.03% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $116,849 which includes $28,914 cash and excludes $1,375 spent on fees and slippage. 

iM5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 5.5%, and for the last 12 months is 24.3%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iM5ETF Trader (includes leveraged ETFs) gained 1.09% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $146,049 which includes $737 cash and excludes $3,569 spent on fees and slippage. 

iMStandard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 8.5%, and for the last 12 months is 6.8%. Over the same period the benchmark SPY performance was 20.4% and 4.1% respectively. Over the previous week the market value of the iMStandard 5ETF Trader (excludes leveraged ETFs) gained 0.44% at a time when SPY gained 0.48%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $127,218 which includes $760 cash and excludes $3,330 spent on fees and slippage. 
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