iM-Best Reports – 2/1/21

Performance-wk-2-2-2021 Performance-mth-2-2-2021 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 0.9%, and for the last 12 months is 6.7%. Over the same period the benchmark E60B40 performance was 0.1% and 14.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.41% at a time when SPY gained -1.32%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $139,204 which includes $983 cash and excludes $1,783 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is 6.2%. Over the same period the benchmark E60B40 performance was 0.1% and 14.7% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.58% at a time when SPY gained -1.32%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $141,581 which includes $881 cash and excludes $1,918 spent on fees and slippage.
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 5.6%. Over the same period the benchmark E60B40 performance was 0.1% and 14.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.74% at a time when SPY gained -1.32%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $143,865 which includes $1,068 cash and excludes $2,045 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-2-2-2021
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 409.49% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.82% at a time when SPY gained -2.12%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $127,372 which includes $7,998 cash and excludes $1,216 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-2-2-2021
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 379.62% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.41% at a time when SPY gained -2.12%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $119,905 which includes $112 cash and excludes $718 spent on fees and slippage.
38-iM-Top5QQQSelect-2-2-202138-1.iM-Top5QQQSelect-2-2-2021
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 407.89% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -1.74% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $507,889 which includes $1,748 cash and excludes $6,231 spent on fees and slippage.
37-iM-Top5XLBSelect-2-2-202137-1.iM-Top5XLBSelect-2-2-2021
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 83.45% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.74% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $183,454 which includes -$893 cash and excludes $5,400 spent on fees and slippage.
35-iM-Top5XLISelect-2-2-202135-1.iM-Top5XLISelect-2-2-2021
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 204.43% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.74% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $304,426 which includes $997 cash and excludes $3,244 spent on fees and slippage.
27-iM-Top5XLKSelect-2-2-202127-1.iM-Top5XLKSelect-2-2-2021
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 385.31% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.74% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $485,308 which includes $1,611 cash and excludes $1,573 spent on fees and slippage.
28-iM-Top5XLPSelect-2-2-202128-1.iM-Top5XLPSelect-2-2-2021
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 153.84% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -2.69% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $253,836 which includes $1,569 cash and excludes $1,132 spent on fees and slippage.
33-iM-Top5XLVSelect-2-2-202133-1.iM-Top5XLVSelect-2-2-2021
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 285.42% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.74% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $385,420 which includes $2,311 cash and excludes $5,042 spent on fees and slippage.
34-iM-Top5XLUSelect-2-2-202134-1.iM-Top5XLUSelect-2-2-2021
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 89.40% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.74% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $189,398 which includes $2,358 cash and excludes $6,620 spent on fees and slippage.
36-iM-Top5XLYSelect-2-2-202136-1.iM-Top5XLYSelect-2-2-2021
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 167.24% while the benchmark SPY gained 103.26% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.74% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $267,236 which includes $924 cash and excludes $2,742 spent on fees and slippage.
39-Top5SeasonalCombo-2-2-2021
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 3.30% while the benchmark SPY gained 5.51% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -2.10% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $103,302 which includes $943 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-2-2-2021
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 2.5%, and for the last 12 months is 43.1%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.75% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $347,043 which includes -$255 cash and excludes $6,198 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -0.6%, and for the last 12 months is 64.4%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 1.54% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $66,006 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-2-2-2021
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is -5.9%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of Best(SPY-SH) gained -2.11% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $666,649 which includes $3,355 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-2-2-2021
iM-Combo3.R1: The model’s out of sample performance YTD is 0.8%, and for the last 12 months is -5.3%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained -2.77% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $173,132 which includes $6,355 cash and excludes $6,793 spent on fees and slippage.
15-Combo5-2-2-2021
iM-Combo5: The model’s out of sample performance YTD is 1.8%, and for the last 12 months is 12.7%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of iM-Combo5 gained -2.52% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $180,816 which includes $2,269 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-2-2-2021
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -2.4%, and for the last 12 months is 9.2%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Since inception, on 7/1/2014, the model gained 164.26% while the benchmark SPY gained 118.18% and VDIGX gained 63.70% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.37% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $264,256 which includes $150 cash and excludes $3,812 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -1.1%, and for the last 12 months is 8.1%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.93% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $186,020 which includes $133 cash and excludes $1,637 spent on fees and slippage.
RequireGold7-1.USMVtrade-2-2-2021
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -0.9%, and for the last 12 months is -3.1%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Since inception, on 6/30/2014, the model gained 122.38% while the benchmark SPY gained 118.18% and the ETF USMV gained 104.29% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -1.99% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $222,379 which includes $81 cash and excludes $7,197 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-2-2-2021
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is -3.0%, and for the last 12 months is 16.9%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Since inception, on 1/3/2013, the model gained 337.61% while the benchmark SPY gained 201.19% and the ETF USMV gained 165.44% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -2.38% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $437,611 which includes $491 cash and excludes $3,625 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 -0.1%, and for the last 12 months is -2.0%. Over the same period the benchmark BND performance was -0.8% and 4.8% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.08% at a time when BND gained -0.14%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $148,630 which includes $4,587 cash and excludes $2,087 spent on fees and slippage.
3-Short-2-2-2021
iM-Best(Short): The model’s out of sample performance YTD is -2.2%, and for the last 12 months is -20.3%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of iM-Best(Short) gained 2.29% at a time when SPY gained -2.12%. Over the period 1/2/2009 to 2/1/2021 the starting capital of $100,000 would have grown to $64,235 which includes $103,535 cash and excludes $30,170 spent on fees and slippage.
25-Best2MCsETF-2-2-2021
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -3.3%, and for the last 12 months is -0.4%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -2.32% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $126,934 which includes $1,546 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-2-2-2021
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -0.1%, and for the last 12 months is 3.3%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.46% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $134,183 which includes $2,385 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-2-2-2021
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is -3.4%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -2.11% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,772 which includes $1,260 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-2-2-2021
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -2.1%, and for the last 12 months is 20.9%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.10% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $162,725 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
23-iM-lo-turn-over-2-2-2021
iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -0.3%, and for the last 12 months is -3.4%. Over the same period the benchmark SPY performance was 0.6% and 19.1% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -0.67% at a time when SPY gained -2.12%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $110,241 which includes $2,594 cash and excludes $2,292 spent on fees and slippage.
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