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iM-Best Reports – 5/11/2020

Performance-wk-5-12-2020 Performance-mth-5-12-2020 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-6040-5-12-2020
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -7.4%, and for the last 12 months is -0.1%. Over the same period the benchmark E60B40 performance was -2.7% and 7.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.05% at a time when SPY gained 1.55%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $119,839 which includes -$3,464 cash and excludes $1,528 spent on fees and slippage.
31-im-fs-7030-5-12-2020
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -9.2%, and for the last 12 months is -1.7%. Over the same period the benchmark E60B40 performance was -2.7% and 7.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.06% at a time when SPY gained 1.55%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $120,380 which includes -$4,316 cash and excludes $1,661 spent on fees and slippage.
32-im-fs-8020-5-12-2020
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -11.0%, and for the last 12 months is -3.3%. Over the same period the benchmark E60B40 performance was -2.7% and 7.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.06% at a time when SPY gained 1.55%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $120,851 which includes -$5,123 cash and excludes $1,786 spent on fees and slippage.
1-SPY-SH-5-12-2020
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -26.8%, and for the last 12 months is -17.0%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.07% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $518,699 which includes $13 cash and excludes $24,033 spent on fees and slippage.
2-Combo3-5-12-2020
 iM-Combo3.R1: The model’s out of sample performance YTD is -23.8%, and for the last 12 months is -15.5%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.12% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $134,907 which includes $2,800 cash and excludes $6,084 spent on fees and slippage.
15-Combo5-5-12-2020
 iM-Combo5: The model’s out of sample performance YTD is -16.8%, and for the last 12 months is -6.6%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of iM-Combo5 gained 0.44% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $128,125 which includes -$3,267 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-5-12-20208-1.VDIGXtrade-5-12-2020
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -5.7%, and for the last 12 months is 10.7%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Since inception, on 7/1/2014, the model gained 130.78% while the benchmark SPY gained 67.50% and VDIGX gained 65.50% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.40% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $230,781 which includes $191 cash and excludes $3,223 spent on fees and slippage.
29-im6-cap-strg-5-12-2020
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -25.6%, and for the last 12 months is -21.6%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.85% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $132,119 which includes $2,618 cash and excludes $1,245 spent on fees and slippage.
7-USMVtrade-5-12-20207-1.USMVtrade-5-12-2020
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -17.9%, and for the last 12 months is -4.4%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Since inception, on 6/30/2014, the model gained 92.87% while the benchmark SPY gained 67.50% and the ETF USMV gained 78.83% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.27% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $192,873 which includes $160 cash and excludes $6,918 spent on fees and slippage.
13-MinVolUSMVInv-5-12-2020 13-1.MinVolUSMVInv-5-12-2020
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is -10.4%, and for the last 12 months is -5.8%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Since inception, on 1/3/2013, the model gained 226.19% while the benchmark SPY gained 131.21% and the ETF USMV gained 132.30% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.53% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $326,190 which includes $2,233 cash and excludes $3,449 spent on fees and slippage.
5-bnd-mkt-trdr-5-12-2020
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -32.8%, and for the last 12 months is -30.0%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.05% at a time when BND gained -0.81%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $131,032 which includes -$517 cash and excludes $2,087 spent on fees and slippage.
3-Short-5-12-2020
 iM-Best(Short): The model’s out of sample performance YTD is -3.4%, and for the last 12 months is -0.1%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of iM-Best(Short) gained -6.08% at a time when SPY gained 3.15%. Over the period 1/2/2009 to 5/11/2020 the starting capital of $100,000 would have grown to $77,754 which includes $77,754 cash and excludes $27,631 spent on fees and slippage.
25-Best2MCsETF-5-12-2020
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -9.8%, and for the last 12 months is 1.2%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.94% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $113,482 which includes $174 cash and excludes $1,014 spent on fees and slippage.
26-Best4MCsVang-5-12-2020
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -15.3%, and for the last 12 months is -6.6%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.13% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $109,847 which includes $1,198 cash and excludes $00 spent on fees and slippage.
21-imc-sh-rsp-5-12-2020
 iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is -29.1%, and for the last 12 months is -21.9%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 2.25% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $108,669 which includes $3,151 cash and excludes $932 spent on fees and slippage.
20-imc-spy-ief-5-12-2020
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -14.4%, and for the last 12 months is -8.6%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.48% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $139,822 which includes -$12,029 cash and excludes $3,692 spent on fees and slippage.
12-vix-zif-5-12-2020
 iM-VIX Timer with ZIV: The model’s out of sample performance YTD is -35.2%, and for the last 12 months is -39.5%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained -0.42% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $120,494 which includes $5,242 cash and excludes $8,803 spent on fees and slippage.
22-imc-gld-stk-bnd-5-12-2020
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 8.9%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.77% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $135,826 which includes $7,876 cash and excludes $4,898 spent on fees and slippage.
23-iM-lo-turn-over-5-12-2020
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -12.4%, and for the last 12 months is -5.4%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.29% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $98,617 which includes $24,029 cash and excludes $1,949 spent on fees and slippage.
27-im-5etf-trader-5-12-2020
 iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is -32.8%, and for the last 12 months is -30.0%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained -1.53% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $105,767 which includes $7,824 cash and excludes $3,972 spent on fees and slippage.
24-im-std-5etf-trader-5-12-2020
 iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is -20.2%, and for the last 12 months is -13.6%. Over the same period the benchmark SPY performance was -8.6% and 3.6% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained -0.72% at a time when SPY gained 3.15%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $108,460 which includes $9,171 cash and excludes $3,652 spent on fees and slippage.
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