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iM-Best Reports – 9/21/2020

Performance-wk-9-22-2020 Performance-mth-9-22-2020 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-6040-9-22-2020
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -4.0%, and for the last 12 months is 1.3%. Over the same period the benchmark E60B40 performance was 5.9% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.70% at a time when SPY gained -1.82%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $124,275 which includes -$17 cash and excludes $1,783 spent on fees and slippage.
31-im-fs-7030-9-22-2020
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -6.1%, and for the last 12 months is -0.2%. Over the same period the benchmark E60B40 performance was 5.9% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.96% at a time when SPY gained -1.82%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $124,474 which includes -$142 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-9-22-2020
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -8.2%, and for the last 12 months is -1.7%. Over the same period the benchmark E60B40 performance was 5.9% and 11.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -2.22% at a time when SPY gained -1.82%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $124,586 which includes $25 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-9-22-2020 18-1.5HedgeFundSelect-9-22-2020
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 325.02% while the benchmark SPY gained 75.89% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.51% at a time when SPY gained -3.01%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $106,254 which includes $7,455 cash and excludes $1,082 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-9-22-2020 18-1.5HedgeFundSelect-9-22-2020
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 299.32% while the benchmark SPY gained 75.89% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.19% at a time when SPY gained -3.01%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $99,831 which includes $490 cash and excludes $667 spent on fees and slippage.
17-DividendGrowth-9-22-2020
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 13.3%, and for the last 12 months is 22.1%. 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-Dividend Growth Portfolio gained -3.60% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $285,575 which includes $595 cash and excludes $5,490 spent on fees and slippage.
16-GoldMomentum-9-22-2020
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 34.6%, and for the last 12 months is 98.5%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -10.47% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$51,349 which includes $62,725 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-9-22-2020
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -18.6%, and for the last 12 months is -11.7%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.15% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $576,794 which includes -$26,793 cash and excludes $25,091 spent on fees and slippage.
2-Combo3-9-22-2020
 iM-Combo3.R1: The model’s out of sample performance YTD is -14.2%, and for the last 12 months is -12.1%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.76% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $151,908 which includes $1,841 cash and excludes $6,568 spent on fees and slippage.
15-Combo5-9-22-2020
 iM-Combo5: The model’s out of sample performance YTD is -2.2%, and for the last 12 months is 3.5%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of iM-Combo5 gained -2.73% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $150,638 which includes $988 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-9-22-20208-1.VDIGXtrade-9-22-2020
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 1.4%, and for the last 12 months is 11.2%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Since inception, on 7/1/2014, the model gained 148.21% while the benchmark SPY gained 88.81% and VDIGX gained 85.94% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.79% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $248,215 which includes $913 cash and excludes $3,635 spent on fees and slippage.
29-im6-cap-strg-9-22-2020
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -4.8%, and for the last 12 months is 8.4%. 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 6-Stock Capital Strength Portfolio gained -2.97% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $169,187 which includes $1,905 cash and excludes $1,396 spent on fees and slippage.
7-USMVtrade-9-22-20207-1.USMVtrade-9-22-2020
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -13.0%, and for the last 12 months is -2.5%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Since inception, on 6/30/2014, the model gained 104.39% while the benchmark SPY gained 88.81% and the ETF USMV gained 91.58% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -3.42% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $204,391 which includes $1,886 cash and excludes $7,084 spent on fees and slippage.
13-MinVolUSMVInv-9-22-2020 13-1.MinVolUSMVInv-9-22-2020
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 2.7%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Since inception, on 1/3/2013, the model gained 271.78% while the benchmark SPY gained 160.64% and the ETF USMV gained 148.90% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -3.75% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $371,776 which includes $4,327 cash and excludes $3,495 spent on fees and slippage.
5-bnd-mkt-trdr-9-22-2020
 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 -0.88% at a time when BND gained -0.02%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $140,254 which includes $1,712 cash and excludes $2,087 spent on fees and slippage.
3-Short-9-22-2020
 iM-Best(Short): The model’s out of sample performance YTD is -7.2%, and for the last 12 months is -10.1%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of iM-Best(Short) gained 0.65% at a time when SPY gained -3.01%. Over the period 1/2/2009 to 9/21/2020 the starting capital of $100,000 would have grown to $74,628 which includes $88,819 cash and excludes $28,556 spent on fees and slippage.
25-Best2MCsETF-9-22-2020
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -3.7%, and for the last 12 months is 0.4%. 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-Best2 MC-Score ETF System gained -2.51% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $121,128 which includes $415 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-9-22-2020
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -8.2%, and for the last 12 months is -5.7%. 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-Best4 MC-Score Vanguard System gained -3.59% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $119,146 which includes $644 cash and excludes $00 spent on fees and slippage.
21-imc-sh-rsp-9-22-2020
 iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is -20.0%, and for the last 12 months is -14.5%. 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-Composite (SH-RSP) Timer gained -3.27% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $122,671 which includes $4,177 cash and excludes $932 spent on fees and slippage.
20-imc-spy-ief-9-22-2020
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -16.4%, and for the last 12 months is -9.4%. 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-Composite (SPY-IEF) Timer gained -3.00% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $136,622 which includes $603 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-9-22-2020
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 9.2%, and for the last 12 months is 13.4%. 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-Composite(Gold-Stocks-Bond) Timer gained -4.63% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $142,142 which includes -$662 cash and excludes $5,636 spent on fees and slippage.
23-iM-lo-turn-over-9-22-2020
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -12.0%, and for the last 12 months is -8.7%. 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-Low Turnover Composite Timer Combo gained -2.53% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $99,093 which includes -$433 cash and excludes $2,017 spent on fees and slippage.
27-im-5etf-trader-9-22-2020
 iM-5ETF Trader (includes leveraged ETFs): 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-5ETF Trader (includes leveraged ETFs) gained -3.93% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $99,808 which includes -$305 cash and excludes $4,498 spent on fees and slippage.
24-im-std-5etf-trader-9-22-2020
 iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is -22.9%, and for the last 12 months is -17.9%. 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-Standard 5ETF Trader (excludes leveraged ETFs) gained -3.55% at a time when SPY gained -3.01%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $104,729 which includes -$472 cash and excludes $4,241 spent on fees and slippage.
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