iM-Best Reports – 10/11/21

Performance-wk-10-12-2021 Performance-mth-10-12-2021 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
iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 19.2%. Over the same period the benchmark E60B40 performance was 9.2% and 15.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.85% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $154,026 which includes $506 cash and excludes $1,786 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 12.9%, and for the last 12 months is 21.5%. Over the same period the benchmark E60B40 performance was 9.2% and 15.0% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.98% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $158,229 which includes $15 cash and excludes $1,921 spent on fees and slippage.
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 14.1%, and for the last 12 months is 23.7%. Over the same period the benchmark E60B40 performance was 9.2% and 15.0% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.11% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $162,312 which includes $1,574 cash and excludes $2,047 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-10-12-2021
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 450.77% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 0.93% at a time when SPY gained 1.41%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $137,692 which includes $3,098 cash and excludes $1,506 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-10-12-2021
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 405.62% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.59% at a time when SPY gained 1.41%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $126,404 which includes $356 cash and excludes $863 spent on fees and slippage.
38-iM-Top5QQQSelect-10-12-202138-1.iM-Top5QQQSelect-10-12-2021
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 489.12% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.05% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $589,120 which includes -$527 cash and excludes $8,335 spent on fees and slippage.
37-iM-Top5XLBSelect-10-12-202137-1.iM-Top5XLBSelect-10-12-2021
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 115.22% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.34% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $215,222 which includes $1,165 cash and excludes $6,710 spent on fees and slippage.
35-iM-Top5XLISelect-10-12-202135-1.iM-Top5XLISelect-10-12-2021
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 270.15% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.42% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $370,146 which includes $6,640 cash and excludes $3,955 spent on fees and slippage.
27-iM-Top5XLKSelect-10-12-202127-1.iM-Top5XLKSelect-10-12-2021
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 493.36% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 1.44% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $593,357 which includes $5,068 cash and excludes $1,607 spent on fees and slippage.
28-iM-Top5XLPSelect-10-12-202128-1.iM-Top5XLPSelect-10-12-2021
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 177.04% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.27% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $277,035 which includes $1,216 cash and excludes $1,393 spent on fees and slippage.
33-iM-Top5XLVSelect-10-12-202133-1.iM-Top5XLVSelect-10-12-2021
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 346.63% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.30% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $446,629 which includes $149 cash and excludes $5,691 spent on fees and slippage.
34-iM-Top5XLUSelect-10-12-202134-1.iM-Top5XLUSelect-10-12-2021
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 97.77% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.80% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $197,773 which includes $422 cash and excludes $7,883 spent on fees and slippage.
36-iM-Top5XLYSelect-10-12-202136-1.iM-Top5XLYSelect-10-12-2021
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 220.61% while the benchmark SPY gained 137.14% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.91% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $320,613 which includes $56 cash and excludes $3,209 spent on fees and slippage.
39-Top5SeasonalCombo-10-12-2021
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 19.63% while the benchmark SPY gained 23.10% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.23% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $119,627 which includes $1,530 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-10-12-2021
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 17.7%, and for the last 12 months is 30.2%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 1.74% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $398,656 which includes $2,696 cash and excludes $7,008 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -2.3%, and for the last 12 months is 25.1%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.89% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$3,186 which includes $73,727 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-10-12-2021
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 21.8%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.13% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,263 which includes $3,833 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-10-12-2021
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 17.3%, and for the last 12 months is 26.6%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.39% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $776,910 which includes $10,552 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-10-12-2021
iM-Combo3.R1: The model’s out of sample performance YTD is 8.8%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.08% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $186,782 which includes $801 cash and excludes $7,168 spent on fees and slippage.
15-Combo5-10-12-2021
iM-Combo5: The model’s out of sample performance YTD is 15.1%, and for the last 12 months is 27.7%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of iM-Combo5 gained 2.17% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $204,487 which includes $1,868 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-10-12-2021
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 7.1%, and for the last 12 months is 12.9%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Since inception, on 7/1/2014, the model gained 189.77% while the benchmark SPY gained 154.55% and VDIGX gained 138.96% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.10% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $289,774 which includes $222 cash and excludes $4,139 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 8.4%, and for the last 12 months is 14.7%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.11% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $203,960 which includes $3,341 cash and excludes $1,888 spent on fees and slippage.
RequireGold7-1.USMVtrade-10-12-2021
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 12.4%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Since inception, on 6/30/2014, the model gained 152.17% while the benchmark SPY gained 154.55% and the ETF USMV gained 129.28% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 1.35% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $252,171 which includes $1,782 cash and excludes $7,357 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-10-12-2021
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 19.4%, and for the last 12 months is 35.8%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Since inception, on 1/3/2013, the model gained 439.09% while the benchmark SPY gained 251.38% and the ETF USMV gained 251.38% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.54% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $539,092 which includes $326 cash and excludes $4,916 spent on fees and slippage.
RequireGold
iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 5.1%. Over the same period the benchmark BND performance was -2.4% and -1.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.14% at a time when BND gained -0.88%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,423 which includes $202 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-10-12-2021
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.6%, and for the last 12 months is 21.8%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -1.13% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,263 which includes $3,833 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-10-12-2021
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 7.8%, and for the last 12 months is 11.7%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.36% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $141,554 which includes $3,479 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-10-12-2021
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 13.7%, and for the last 12 months is 19.5%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.27% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,767 which includes $4,954 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-10-12-2021
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 17.2%, and for the last 12 months is 26.8%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.39% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $183,789 which includes $2,958 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-10-12-2021
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -4.3%, and for the last 12 months is 2.4%. Over the same period the benchmark SPY performance was 17.4% and 27.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.83% at a time when SPY gained 1.41%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,109 which includes -$1,343 cash and excludes $7,546 spent on fees and slippage.
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