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iM-Best Reports – 10/19/2020

Performance-wk-10-20-2020 Performance-mth-10-20-2020 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-6040-10-20-2020
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -1.0%, and for the last 12 months is 4.4%. Over the same period the benchmark E60B40 performance was 8.7% and 14.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.76% at a time when SPY gained -1.82%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $128,169 which includes $448 cash and excludes $1,783 spent on fees and slippage.
31-im-fs-7030-10-20-2020
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -2.7%, and for the last 12 months is 3.3%. Over the same period the benchmark E60B40 performance was 8.7% and 14.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -2.01% at a time when SPY gained -1.82%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $129,003 which includes $333 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-10-20-2020
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -4.4%, and for the last 12 months is 2.2%. Over the same period the benchmark E60B40 performance was 8.7% and 14.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -2.25% at a time when SPY gained -1.82%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $129,750 which includes $509 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-10-20-2020 18-1.5HedgeFundSelect-10-20-2020
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 365.38% while the benchmark SPY gained 83.98% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.55% at a time when SPY gained -2.96%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $116,344 which includes $7,543 cash and excludes $1,082 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-10-20-2020 10-1.iM-10LargeHedgeFundSelect-10-20-2020
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 328.12% while the benchmark SPY gained 83.98% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.28% at a time when SPY gained -2.96%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $107,030 which includes $490 cash and excludes $667 spent on fees and slippage.
27-iM-Top5XLKSelect-10-20-2020
 iM-Top5(XLK)Select: Since inception, on 1/8/2016, the model gained 303.42% while the benchmark SPY gained 83.98% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.74% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 1/8/2016 would have grown to $403,422 which includes $1,982 cash and excludes $1,472 spent on fees and slippage.
28-iM-Top5XLPSelect-10-20-2020
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 164.07% while the benchmark SPY gained 83.98% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.20% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $264,069 which includes $294 cash and excludes $1,014 spent on fees and slippage.
33-iM-Top5XLVSelect-10-20-2020
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 220.98% while the benchmark SPY gained 83.98% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.32% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $320,980 which includes $4,265 cash and excludes $4,700 spent on fees and slippage.
35-iM-Top5XLISelect-10-20-2020
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 180.79% while the benchmark SPY gained 83.98% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.74% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $280,793 which includes $129 cash and excludes $2,970 spent on fees and slippage.
17-DividendGrowth-10-20-2020
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 21.2%, and for the last 12 months is 25.8%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.84% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $305,458 which includes $1,391 cash and excludes $5,574 spent on fees and slippage.
16-GoldMomentum-10-20-2020
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 26.3%, and for the last 12 months is 61.8%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -5.02% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $26,793 which includes $65,955 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-10-20-2020
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -14.7%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.08% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $604,558 which includes -$26,793 cash and excludes $25,091 spent on fees and slippage.
2-Combo3-10-20-2020
 iM-Combo3.R1: The model’s out of sample performance YTD is -11.4%, and for the last 12 months is -8.7%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained -2.20% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $156,816 which includes $4,703 cash and excludes $6,570 spent on fees and slippage.
15-Combo5-10-20-2020
 iM-Combo5: The model’s out of sample performance YTD is 2.8%, and for the last 12 months is 9.2%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of iM-Combo5 gained -3.52% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $158,427 which includes $3,215 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-10-20-20208-1.VDIGXtrade-10-20-2020
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 15.1%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Since inception, on 7/1/2014, the model gained 153.51% while the benchmark SPY gained 97.50% and VDIGX gained 95.15% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.70% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $253,514 which includes $1,101 cash and excludes $3,635 spent on fees and slippage.
29-im6-cap-strg-10-20-2020
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -1.1%, and for the last 12 months is 9.8%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.60% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $175,742 which includes $2,111 cash and excludes $1,396 spent on fees and slippage.
7-USMVtrade-10-20-20207-1.USMVtrade-10-20-2020
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -9.4%, and for the last 12 months is -1.7%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Since inception, on 6/30/2014, the model gained 112.90% while the benchmark SPY gained 97.50% and the ETF USMV gained 96.57% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.18% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $212,902 which includes $2,363 cash and excludes $7,084 spent on fees and slippage.
13-MinVolUSMVInv-10-20-2020 13-1.MinVolUSMVInv-10-20-2020
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 6.3%, and for the last 12 months is 8.0%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Since inception, on 1/3/2013, the model gained 287.18% while the benchmark SPY gained 172.63% and the ETF USMV gained 155.41% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -3.39% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $387,178 which includes $4,759 cash and excludes $3,495 spent on fees and slippage.
5-bnd-mkt-trdr-10-20-2020
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -36.6%, and for the last 12 months is -32.3%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.21% at a time when BND gained -0.09%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $142,039 which includes $2,304 cash and excludes $2,087 spent on fees and slippage.
3-Short-10-20-2020
 iM-Best(Short): The model’s out of sample performance YTD is -11.4%, and for the last 12 months is -15.0%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of iM-Best(Short) gained 1.80% at a time when SPY gained -2.96%. Over the period 1/2/2009 to 10/19/2020 the starting capital of $100,000 would have grown to $71,257 which includes $85,038 cash and excludes $28,776 spent on fees and slippage.
25-Best2MCsETF-10-20-2020
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -0.5%, and for the last 12 months is 3.2%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -2.30% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,082 which includes $715 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-10-20-2020
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -3.0%, and for the last 12 months is -0.8%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -2.23% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,848 which includes $1,053 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-10-20-2020
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -12.5%, and for the last 12 months is -5.2%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -2.94% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $142,879 which includes $603 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-10-20-2020
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 16.7%, and for the last 12 months is 21.7%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -4.08% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $151,985 which includes -$662 cash and excludes $5,636 spent on fees and slippage.
23-iM-lo-turn-over-10-20-2020
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -8.6%, and for the last 12 months is -4.9%. Over the same period the benchmark SPY performance was 7.8% and 17.0% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -1.44% at a time when SPY gained -2.96%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $102,968 which includes $1,318 cash and excludes $2,151 spent on fees and slippage.
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