iM-Best Reports – 5/10/21

Performance-wk-5-11-2021 Performance-mth-5-11-2021 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 7.4%, and for the last 12 months is 23.3%. Over the same period the benchmark E60B40 performance was 6.0% and 25.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.11% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $148,198 which includes $69 cash and excludes $1,784 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 8.4%, and for the last 12 months is 25.9%. Over the same period the benchmark E60B40 performance was 6.0% and 25.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.23% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $151,973 which includes $1,475 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 9.4%, and for the last 12 months is 28.4%. Over the same period the benchmark E60B40 performance was 6.0% and 25.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.36% at a time when SPY gained -0.03%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $155,648 which includes $1,631 cash and excludes $2,045 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-5-11-2021
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 403.67% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -4.93% at a time when SPY gained -0.06%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $125,918 which includes -$4,773 cash and excludes $1,331 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-5-11-2021
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 364.07% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -5.32% at a time when SPY gained -0.06%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $116,017 which includes $686 cash and excludes $768 spent on fees and slippage.
38-iM-Top5QQQSelect-5-11-202138-1.iM-Top5QQQSelect-5-11-2021
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 472.06% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $572,839 which includes $1,458 cash and excludes $7,524 spent on fees and slippage.
37-iM-Top5XLBSelect-5-11-202137-1.iM-Top5XLBSelect-5-11-2021
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 140.29% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $240,294 which includes -$337 cash and excludes $6,088 spent on fees and slippage.
35-iM-Top5XLISelect-5-11-202135-1.iM-Top5XLISelect-5-11-2021
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 287.38% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $387,377 which includes $802 cash and excludes $3,426 spent on fees and slippage.
27-iM-Top5XLKSelect-5-11-202127-1.iM-Top5XLKSelect-5-11-2021
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 450.42% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $550,425 which includes $4,109 cash and excludes $1,573 spent on fees and slippage.
28-iM-Top5XLPSelect-5-11-202128-1.iM-Top5XLPSelect-5-11-2021
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 201.13% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 3.25% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $301,126 which includes -$646 cash and excludes $1,391 spent on fees and slippage.
33-iM-Top5XLVSelect-5-11-202133-1.iM-Top5XLVSelect-5-11-2021
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 300.82% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $400,816 which includes $1,096 cash and excludes $5,075 spent on fees and slippage.
34-iM-Top5XLUSelect-5-11-202134-1.iM-Top5XLUSelect-5-11-2021
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 99.77% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $199,772 which includes $321 cash and excludes $7,128 spent on fees and slippage.
36-iM-Top5XLYSelect-5-11-202136-1.iM-Top5XLYSelect-5-11-2021
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 233.04% while the benchmark SPY gained 126.53% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.08% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $333,037 which includes $73 cash and excludes $2,760 spent on fees and slippage.
39-Top5SeasonalCombo-5-11-2021
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 18.85% while the benchmark SPY gained 17.59% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.29% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $118,891 which includes $1,636 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-5-11-2021
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 23.4%, and for the last 12 months is 78.0%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 4.27% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $417,959 which includes $2,180 cash and excludes $6,667 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 25.0%, and for the last 12 months is 45.4%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -0.58% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$18 which includes $66,124 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-5-11-2021
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 43.9%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $289,834 which includes $3,127 cash and excludes $773 spent on fees and slippage.
1-SPY-SH-5-11-2021
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 12.1%, and for the last 12 months is 43.1%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $742,436 which includes $5,608 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-5-11-2021
iM-Combo3.R1: The model’s out of sample performance YTD is 5.0%, and for the last 12 months is 33.6%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.92% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $180,373 which includes $533 cash and excludes $6,912 spent on fees and slippage.
15-Combo5-5-11-2021
iM-Combo5: The model’s out of sample performance YTD is 8.5%, and for the last 12 months is 50.3%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-Combo5 gained -1.82% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $192,731 which includes $1,174 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-5-11-2021
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 11.9%, and for the last 12 months is 30.0%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Since inception, on 7/1/2014, the model gained 203.01% while the benchmark SPY gained 143.17% and VDIGX gained 135.43% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.74% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $303,015 which includes $347 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 17.0%, and for the last 12 months is 66.0%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.96% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $220,008 which includes $37,625 cash and excludes $1,764 spent on fees and slippage.
RequireGold7-1.USMVtrade-5-11-2021
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 31.3%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Since inception, on 6/30/2014, the model gained 155.17% while the benchmark SPY gained 143.17% and the ETF USMV gained 124.65% 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 -0.06%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $255,171 which includes $1,776 cash and excludes $7,285 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-5-11-2021
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 21.9%, and for the last 12 months is 65.7%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Since inception, on 1/3/2013, the model gained 450.07% while the benchmark SPY gained 235.67% and the ETF USMV gained 235.67% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.49% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $550,065 which includes $446 cash and excludes $4,708 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 1.2%, and for the last 12 months is 14.3%. Over the same period the benchmark BND performance was -2.8% and 0.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.06% at a time when BND gained 0.01%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $150,444 which includes $6,069 cash and excludes $2,087 spent on fees and slippage.
4-ModSumYieldCurve-5-11-2021
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 43.9%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $289,834 which includes $3,127 cash and excludes $773 spent on fees and slippage.
25-Best2MCsETF-5-11-2021
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 6.9%, and for the last 12 months is 23.6%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.15% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $140,373 which includes $2,151 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-5-11-2021
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 13.2%, and for the last 12 months is 37.4%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.74% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,086 which includes $3,152 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-5-11-2021
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 12.0%, and for the last 12 months is 25.2%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.06% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $175,655 which includes $1,792 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-5-11-2021
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 4.8%, and for the last 12 months is 28.1%. Over the same period the benchmark SPY performance was 12.2% and 45.2% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 2.59% at a time when SPY gained -0.06%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $174,152 which includes $734 cash and excludes $6,875 spent on fees and slippage.
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