iM-Best Reports – 3/23/21

Performance-wk-3-23-2021 Performance-mth-3-23-2021 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 3.1%, and for the last 12 months is 29.1%. Over the same period the benchmark E60B40 performance was 1.7% and 43.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.73% at a time when SPY gained -0.42%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $142,317 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 3.9%, and for the last 12 months is 31.6%. Over the same period the benchmark E60B40 performance was 1.7% and 43.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.85% at a time when SPY gained -0.42%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $145,601 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 4.6%, and for the last 12 months is 34.1%. Over the same period the benchmark E60B40 performance was 1.7% and 43.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.97% at a time when SPY gained -0.42%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $148,797 which includes $1,068 cash and excludes $2,045 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-3-23-2021
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 428.89% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.14% at a time when SPY gained -0.64%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $132,221 which includes -$2,251 cash and excludes $1,325 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-3-23-2021
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 370.58% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.43% at a time when SPY gained -0.64%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $117,646 which includes $158 cash and excludes $750 spent on fees and slippage.
RequireGold38-1.iM-Top5QQQSelect-3-23-2021
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 452.99% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $552,990 which includes $3,896 cash and excludes $6,460 spent on fees and slippage.
RequireSilver37-1.iM-Top5XLBSelect-3-23-2021
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 102.27% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $202,269 which includes $650 cash and excludes $5,696 spent on fees and slippage.
RequireSilver35-1.iM-Top5XLISelect-3-23-2021
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 249.29% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $349,293 which includes $1,220 cash and excludes $3,273 spent on fees and slippage.
RequireSilver27-1.iM-Top5XLKSelect-3-23-2021
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 418.38% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $518,381 which includes $2,600 cash and excludes $1,573 spent on fees and slippage.
RequireSilver28-1.iM-Top5XLPSelect-3-23-2021
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 166.70% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 1.77% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $266,698 which includes $1,196 cash and excludes $1,242 spent on fees and slippage.
RequireSilver33-1.iM-Top5XLVSelect-3-23-2021
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 277.59% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $377,590 which includes $3,086 cash and excludes $5,042 spent on fees and slippage.
RequireSilver34-1.iM-Top5XLUSelect-3-23-2021
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 86.72% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $186,722 which includes $1,373 cash and excludes $6,948 spent on fees and slippage.
RequireSilver36-1.iM-Top5XLYSelect-3-23-2021
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 197.29% while the benchmark SPY gained 112.79% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.17% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $297,295 which includes $2,079 cash and excludes $2,742 spent on fees and slippage.
RequireGold
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 12.26% while the benchmark SPY gained 10.46% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.82% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $112,264 which includes $2,083 cash and excludes $00 spent on fees and slippage.
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 14.2%, and for the last 12 months is 116.3%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.08% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $386,806 which includes $1,699 cash and excludes $6,451 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 19.5%, and for the last 12 months is 121.1%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 3.69% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $75,211 which includes $66,006 cash and excludes Gain to date spent on fees and slippage.
RequireGold
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 5.3%, and for the last 12 months is 52.6%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.64% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $272,444 which includes $3,127 cash and excludes $773 spent on fees and slippage.
RequireSilver
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 5.3%, and for the last 12 months is -1.9%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $697,744 which includes $5,608 cash and excludes $25,118 spent on fees and slippage.
RequireSilver
iM-Combo3.R1: The model’s out of sample performance YTD is 0.9%, and for the last 12 months is 35.1%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.54% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $173,269 which includes $6,691 cash and excludes $6,793 spent on fees and slippage.
RequireGold
iM-Combo5: The model’s out of sample performance YTD is 3.7%, and for the last 12 months is 53.6%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of iM-Combo5 gained -0.47% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $184,221 which includes $3,243 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-3-23-2021
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 51.6%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Since inception, on 7/1/2014, the model gained 176.27% while the benchmark SPY gained 128.42% and VDIGX gained 73.29% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.38% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $276,270 which includes $772 cash and excludes $3,880 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 8.0%, and for the last 12 months is 77.4%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.58% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $203,217 which includes $657 cash and excludes $1,637 spent on fees and slippage.
RequireGold7-1.USMVtrade-3-23-2021
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 9.7%, and for the last 12 months is 49.1%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Since inception, on 6/30/2014, the model gained 146.09% while the benchmark SPY gained 128.42% and the ETF USMV gained 109.56% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.47% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $246,086 which includes $1,189 cash and excludes $7,197 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-3-23-2021
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 14.1%, and for the last 12 months is 95.6%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Since inception, on 1/3/2013, the model gained 415.13% while the benchmark SPY gained 215.31% and the ETF USMV gained 215.31% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.28% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $515,131 which includes $1,282 cash and excludes $3,872 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 -0.3%, and for the last 12 months is 22.1%. Over the same period the benchmark BND performance was -3.7% and 5.4% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.11% at a time when BND gained -0.10%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $148,211 which includes $5,096 cash and excludes $2,087 spent on fees and slippage.
RequireGold
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 5.3%, and for the last 12 months is 52.6%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.64% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $272,444 which includes $3,127 cash and excludes $773 spent on fees and slippage.
RequireSilver
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 0.1%, and for the last 12 months is 35.9%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.31% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,389 which includes $1,889 cash and excludes $1,386 spent on fees and slippage.
RequireSilver
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 5.5%, and for the last 12 months is 57.1%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.31% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $141,731 which includes $2,385 cash and excludes $00 spent on fees and slippage.
RequireGold
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 5.3%, and for the last 12 months is 20.6%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.64% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $165,109 which includes $1,792 cash and excludes $3,984 spent on fees and slippage.
RequireGold
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -5.0%, and for the last 12 months is 33.4%. Over the same period the benchmark SPY performance was 5.3% and 74.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -0.74% at a time when SPY gained -0.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,970 which includes $695 cash and excludes $6,396 spent on fees and slippage.
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