iM-Best Reports – 6/15/21

	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 9.2%, and for the last 12 months is 24.2%. Over the same period the benchmark E60B40 performance was 7.4% and 23.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 \| 20:80 gained 0.64% at a time when SPY gained 0.56%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $150,669 which includes $350 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 10.4%, and for the last 12 months is 27.0%. Over the same period the benchmark E60B40 performance was 7.4% and 23.7% respectively. Over the previous week the market value of iM-FlipSaver 70:30 \| 20:80 gained 0.68% at a time when SPY gained 0.56%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $154,790 which includes $25 cash and excludes $1,919 spent on fees and slippage.
	iM-FlipSaver 80:20 \| 20:80 – 2017: The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 29.8%. Over the same period the benchmark E60B40 performance was 7.4% and 23.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 \| 20:80 gained 0.73% at a time when SPY gained 0.56%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $158,813 which includes $113 cash and excludes $2,047 spent on fees and slippage.
	iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 432.60% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.58% at a time when SPY gained 0.73%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $133,150 which includes -$825 cash and excludes $1,403 spent on fees and slippage.
	iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 400.99% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 2.71% at a time when SPY gained 0.73%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $125,249 which includes $722 cash and excludes $812 spent on fees and slippage.
	iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 517.18% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 1.35% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $617,433 which includes $3,301 cash and excludes $7,782 spent on fees and slippage.
	iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 136.74% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.84% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $236,736 which includes $2,261 cash and excludes $6,209 spent on fees and slippage.
	iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 281.75% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.54% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $381,748 which includes $2,369 cash and excludes $3,426 spent on fees and slippage.
	iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 510.33% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.91% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $610,577 which includes $997 cash and excludes $1,607 spent on fees and slippage.
	iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 189.16% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.68% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $289,163 which includes -$419 cash and excludes $1,391 spent on fees and slippage.
	iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 315.09% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 5.41% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $415,089 which includes $877 cash and excludes $5,263 spent on fees and slippage.
	iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 96.69% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.04% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $196,687 which includes $649 cash and excludes $7,411 spent on fees and slippage.
	iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 209.72% while the benchmark SPY gained 130.50% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.39% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $309,716 which includes $690 cash and excludes $2,884 spent on fees and slippage.
	iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 22.65% while the benchmark SPY gained 19.65% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 0.42% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $122,674 which includes $1,997 cash and excludes $00 spent on fees and slippage.
	iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 21.7%, and for the last 12 months is 63.3%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.23% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $412,033 which includes $1,861 cash and excludes $6,681 spent on fees and slippage.
	iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 18.1%, and for the last 12 months is 51.9%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -8.46% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $01 which includes $66,124 cash and excludes Gain to date spent on fees and slippage.
	iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 13.3%, and for the last 12 months is 41.1%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.49% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $293,244 which includes $3,044 cash and excludes $862 spent on fees and slippage.
	iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 14.0%, and for the last 12 months is 42.6%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.72% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $755,342 which includes $5,608 cash and excludes $25,118 spent on fees and slippage.
	iM-Combo3.R1: The model’s out of sample performance YTD is 8.7%, and for the last 12 months is 31.0%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.50% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $186,681 which includes $3,021 cash and excludes $6,914 spent on fees and slippage.
	iM-Combo5: The model’s out of sample performance YTD is 13.6%, and for the last 12 months is 49.0%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of iM-Combo5 gained 2.02% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $201,806 which includes $3,018 cash and excludes $0 spent on fees and slippage.
	iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 9.7%, and for the last 12 months is 25.8%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Since inception, on 7/1/2014, the model gained 196.87% while the benchmark SPY gained 147.43% and VDIGX gained 132.32% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.66% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $296,875 which includes $928 cash and excludes $3,890 spent on fees and slippage.
	iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 15.7%, and for the last 12 months is 58.9%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.70% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $217,579 which includes $38,777 cash and excludes $1,764 spent on fees and slippage.
	iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 13.6%, and for the last 12 months is 24.5%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Since inception, on 6/30/2014, the model gained 154.71% while the benchmark SPY gained 147.43% and the ETF USMV gained 126.29% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.20% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $254,908 which includes $861 cash and excludes $7,328 spent on fees and slippage.
	iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 23.5%, and for the last 12 months is 62.6%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Since inception, on 1/3/2013, the model gained 457.54% while the benchmark SPY gained 241.55% and the ETF USMV gained 241.55% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.08% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $557,938 which includes $2,858 cash and excludes $4,708 spent on fees and slippage.
	iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 1.9%, and for the last 12 months is 11.0%. Over the same period the benchmark BND performance was -2.1% and -0.3% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.26% at a time when BND gained 0.32%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $151,605 which includes $6,551 cash and excludes $2,087 spent on fees and slippage.
	iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 13.3%, and for the last 12 months is 41.1%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.49% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $293,244 which includes $3,044 cash and excludes $862 spent on fees and slippage.
	iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 7.1%, and for the last 12 months is 19.3%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.14% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $140,615 which includes $2,355 cash and excludes $1,386 spent on fees and slippage.
	iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 14.7%, and for the last 12 months is 32.7%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.24% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,197 which includes $3,152 cash and excludes $00 spent on fees and slippage.
	iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 14.0%, and for the last 12 months is 27.4%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.72% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $178,700 which includes $1,792 cash and excludes $3,984 spent on fees and slippage.
	iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 6.3%, and for the last 12 months is 24.1%. Over the same period the benchmark SPY performance was 14.1% and 42.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.77% at a time when SPY gained 0.73%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $176,703 which includes $133 cash and excludes $6,883 spent on fees and slippage.

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iM-Best Reports – 6/15/21

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