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iM-Best Reports – 11/9/2020

Performance-wk-11-10-2020 Performance-mth-11-10-2020 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-6040-11-10-2020
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 0.8%, and for the last 12 months is 4.1%. Over the same period the benchmark E60B40 performance was 11.0% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 4.23% at a time when SPY gained 4.41%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $130,553 which includes $575 cash and excludes $1,783 spent on fees and slippage.
31-im-fs-7030-11-10-2020
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -0.5%, and for the last 12 months is 3.1%. Over the same period the benchmark E60B40 performance was 11.0% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 5.04% at a time when SPY gained 4.41%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $131,977 which includes $429 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-11-10-2020
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -1.8%, and for the last 12 months is 2.1%. Over the same period the benchmark E60B40 performance was 11.0% and 14.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 5.84% at a time when SPY gained 4.41%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $133,317 which includes $573 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-11-10-2020 18-1.5HedgeFundSelect-11-10-2020
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 345.47% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 4.97% at a time when SPY gained 7.38%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $111,368 which includes $7,543 cash and excludes $1,082 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-11-10-2020 10-1.iM-10LargeHedgeFundSelect-11-10-2020
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 324.93% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 5.43% at a time when SPY gained 7.38%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $106,231 which includes $250 cash and excludes $683 spent on fees and slippage.
37-iM-Top5XLBSelect-11-10-2020
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 73.77% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 8.59% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $173,768 which includes $131 cash and excludes $4,984 spent on fees and slippage.
35-iM-Top5XLISelect-11-10-2020
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 201.15% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 8.59% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $301,153 which includes $494 cash and excludes $3,101 spent on fees and slippage.
27-iM-Top5XLKSelect-11-10-2020
 iM-Top5(XLK)Select: Since inception, on 1/8/2016, the model gained 317.81% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 8.59% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/8/2016 would have grown to $417,810 which includes $205 cash and excludes $1,492 spent on fees and slippage.
28-iM-Top5XLPSelect-11-10-2020
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 147.17% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.18% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $247,171 which includes $563 cash and excludes $1,014 spent on fees and slippage.
33-iM-Top5XLVSelect-11-10-2020
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 245.41% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 3.65% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $345,413 which includes -$391 cash and excludes $5,024 spent on fees and slippage.
34-iM-Top5XLUSelect-11-10-2020
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 103.82% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.47% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $204,155 which includes $773 cash and excludes $6,431 spent on fees and slippage.
36-iM-Top5XLYSelect-11-10-2020
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 145.20% while the benchmark SPY gained 90.74% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -2.51% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $245,200 which includes -$69 cash and excludes $2,742 spent on fees and slippage.
17-DividendGrowth-11-10-2020
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 20.4%, and for the last 12 months is 20.9%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 2.31% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $303,327 which includes $2,434 cash and excludes $5,720 spent on fees and slippage.
16-GoldMomentum-11-10-2020
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 43.8%, and for the last 12 months is 80.8%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 7.36% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$1,187 which includes $66,004 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-11-10-2020
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -11.7%, and for the last 12 months is -7.6%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of Best(SPY-SH) gained 7.37% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $625,659 which includes $570 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-11-10-2020
 iM-Combo3.R1: The model’s out of sample performance YTD is -10.2%, and for the last 12 months is -7.2%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained 4.93% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $158,938 which includes $4,735 cash and excludes $6,570 spent on fees and slippage.
15-Combo5-11-10-2020
 iM-Combo5: The model’s out of sample performance YTD is 5.1%, and for the last 12 months is 9.7%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Combo5 gained 7.34% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $162,022 which includes $4,247 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-11-10-20208-1.VDIGXtrade-11-10-2020
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 5.8%, and for the last 12 months is 13.0%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Since inception, on 7/1/2014, the model gained 159.07% while the benchmark SPY gained 104.75% and VDIGX gained 93.68% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 5.06% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $259,071 which includes $1,401 cash and excludes $3,789 spent on fees and slippage.
29-im6-cap-strg-11-10-2020
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.0%, and for the last 12 months is 5.4%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 5.36% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $177,671 which includes $31,141 cash and excludes $1,592 spent on fees and slippage.
7-USMVtrade-11-10-20207-1.USMVtrade-11-10-2020
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -11.3%, and for the last 12 months is -6.4%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Since inception, on 6/30/2014, the model gained 108.37% while the benchmark SPY gained 104.75% and the ETF USMV gained 101.72% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 4.12% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $208,370 which includes $498 cash and excludes $7,158 spent on fees and slippage.
13-MinVolUSMVInv-11-10-2020 13-1.MinVolUSMVInv-11-10-2020
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 17.2%, and for the last 12 months is 20.9%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Since inception, on 1/3/2013, the model gained 326.86% while the benchmark SPY gained 182.63% and the ETF USMV gained 162.10% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 10.52% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $426,858 which includes $4,759 cash and excludes $3,495 spent on fees and slippage.
5-bnd-mkt-trdr-11-10-2020
 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 2.53% at a time when BND gained 0.07%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $145,202 which includes $2,899 cash and excludes $2,087 spent on fees and slippage.
3-Short-11-10-2020
 iM-Best(Short): The model’s out of sample performance YTD is -12.8%, and for the last 12 months is -17.6%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of iM-Best(Short) gained -8.03% at a time when SPY gained 7.38%. Over the period 1/2/2009 to 11/9/2020 the starting capital of $100,000 would have grown to $70,182 which includes $111,289 cash and excludes $29,057 spent on fees and slippage.
25-Best2MCsETF-11-10-2020
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 0.5%, and for the last 12 months is 4.7%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 4.16% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,344 which includes $715 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-11-10-2020
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 4.1%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 4.52% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,073 which includes $1,053 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-11-10-2020
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -9.3%, and for the last 12 months is -5.1%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 7.35% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,100 which includes $603 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-11-10-2020
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 25.5%, and for the last 12 months is 29.9%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 12.45% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $163,466 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
23-iM-lo-turn-over-11-10-2020
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -4.9%, and for the last 12 months is -2.2%. Over the same period the benchmark SPY performance was 11.7% and 17.0% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 5.12% at a time when SPY gained 7.38%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $107,067 which includes $1,953 cash and excludes $2,220 spent on fees and slippage.
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