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iM-Best Reports – 10/25/21

Performance-wk-10-26-2021 Performance-mth-10-26-2021 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
30-im-fs-6040-10-26-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 15.6%, and for the last 12 months is 23.7%. Over the same period the benchmark E60B40 performance was 12.4% and 18.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.40% at a time when SPY gained 1.01%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $159,478 which includes $506 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-10-26-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: 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 E60B40 performance was 12.4% and 18.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.51% at a time when SPY gained 1.01%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $164,387 which includes $15 cash and excludes $1,921 spent on fees and slippage.
32-im-fs-8020-10-26-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 18.9%, and for the last 12 months is 29.3%. Over the same period the benchmark E60B40 performance was 12.4% and 18.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.61% at a time when SPY gained 1.01%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $169,154 which includes $1,574 cash and excludes $2,047 spent on fees and slippage.
18-5HedgeFundSelect-10-26-2021 18-1.5HedgeFundSelect-10-26-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 478.57% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -0.02% at a time when SPY gained 1.87%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $144,642 which includes $912 cash and excludes $1,511 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-10-26-2021 10-1.iM-10LargeHedgeFundSelect-10-26-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 441.91% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.72% at a time when SPY gained 1.87%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $135,479 which includes $1,468 cash and excludes $888 spent on fees and slippage.
38-iM-Top5QQQSelect-10-26-202138-1.iM-Top5QQQSelect-10-26-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 512.52% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.71% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $612,519 which includes -$527 cash and excludes $8,335 spent on fees and slippage.
37-iM-Top5XLBSelect-10-26-202137-1.iM-Top5XLBSelect-10-26-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 122.96% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 2.15% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $222,961 which includes $266 cash and excludes $6,721 spent on fees and slippage.
35-iM-Top5XLISelect-10-26-202135-1.iM-Top5XLISelect-10-26-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 285.76% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.88% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $385,763 which includes $6,640 cash and excludes $3,955 spent on fees and slippage.
27-iM-Top5XLKSelect-10-26-202127-1.iM-Top5XLKSelect-10-26-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 505.03% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 1.09% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $605,027 which includes $1,833 cash and excludes $1,638 spent on fees and slippage.
28-iM-Top5XLPSelect-10-26-202128-1.iM-Top5XLPSelect-10-26-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 182.33% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.62% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $282,727 which includes $1,929 cash and excludes $1,393 spent on fees and slippage.
33-iM-Top5XLVSelect-10-26-202133-1.iM-Top5XLVSelect-10-26-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 368.44% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 4.00% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $468,443 which includes $189 cash and excludes $5,691 spent on fees and slippage.
34-iM-Top5XLUSelect-10-26-202134-1.iM-Top5XLUSelect-10-26-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 106.10% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.63% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $206,104 which includes $422 cash and excludes $7,883 spent on fees and slippage.
36-iM-Top5XLYSelect-10-26-202136-1.iM-Top5XLYSelect-10-26-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 247.53% while the benchmark SPY gained 148.51% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 4.34% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $347,534 which includes $56 cash and excludes $3,209 spent on fees and slippage.
39-Top5SeasonalCombo-10-26-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 23.43% while the benchmark SPY gained 29.00% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.71% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $123,432 which includes $1,331 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-10-26-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 20.2%, and for the last 12 months is 32.6%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.20% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $406,851 which includes $2,696 cash and excludes $7,008 spent on fees and slippage.
16-GoldMomentum-10-26-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 7.1%, and for the last 12 months is 33.2%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 5.87% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $25 which includes $73,732 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-10-26-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 22.1%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.28% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,137 which includes $3,833 cash and excludes $862 spent on fees and slippage.
1-SPY-SH-10-26-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 22.8%, and for the last 12 months is 33.1%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.84% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $813,686 which includes $10,552 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-10-26-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is 15.9%, and for the last 12 months is 26.8%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.19% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $198,948 which includes $3,258 cash and excludes $7,171 spent on fees and slippage.
15-Combo5-10-26-2021
 iM-Combo5: The model’s out of sample performance YTD is 22.1%, and for the last 12 months is 36.3%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of iM-Combo5 gained 1.82% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $216,833 which includes $1,951 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-10-26-20218-1.VDIGXtrade-10-26-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 13.0%, and for the last 12 months is 20.1%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Since inception, on 7/1/2014, the model gained 205.92% while the benchmark SPY gained 166.77% and VDIGX gained -100.00% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.48% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $305,919 which includes $222 cash and excludes $4,139 spent on fees and slippage.
29-im6-cap-strg-10-26-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 18.4%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.39% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $210,577 which includes $729 cash and excludes $1,899 spent on fees and slippage.
7-USMVtrade-10-26-20217-1.USMVtrade-10-26-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 14.7%, and for the last 12 months is 20.4%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Since inception, on 6/30/2014, the model gained 157.38% while the benchmark SPY gained 166.77% and the ETF USMV gained 140.40% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.06% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $257,379 which includes $1,782 cash and excludes $7,357 spent on fees and slippage.
13-MinVolUSMVInv-10-26-2021 13-1.MinVolUSMVInv-10-26-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 27.0%, and for the last 12 months is 42.3%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Since inception, on 1/3/2013, the model gained 473.37% while the benchmark SPY gained 268.25% and the ETF USMV gained 268.25% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.75% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $573,366 which includes $326 cash and excludes $4,916 spent on fees and slippage.
5-bnd-mkt-trdr-10-26-2021
 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 5.2%. Over the same period the benchmark BND performance was -2.2% and -1.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.29% at a time when BND gained -0.28%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,357 which includes $202 cash and excludes $2,147 spent on fees and slippage.
4-ModSumYieldCurve-10-26-2021
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.5%, and for the last 12 months is 22.1%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.28% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $291,137 which includes $3,833 cash and excludes $862 spent on fees and slippage.
25-Best2MCsETF-10-26-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 11.3%, and for the last 12 months is 16.3%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.77% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,151 which includes $3,479 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-10-26-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 18.3%, and for the last 12 months is 24.5%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.00% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $158,962 which includes $4,954 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-10-26-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 22.8%, and for the last 12 months is 33.2%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.84% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $192,467 which includes $2,958 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-10-26-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 1.5%, and for the last 12 months is 8.7%. Over the same period the benchmark SPY performance was 23.0% and 33.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.43% at a time when SPY gained 1.87%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $168,720 which includes $475 cash and excludes $7,877 spent on fees and slippage.
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