iM-Best Reports – 10/24/2022

Performance-wk-10-25-2022 Performance-mth-10-25-2022 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 -16.4%, and for the last 12 months is -14.2%. Over the same period the benchmark E60B40 performance was -17.8% and -15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.05% at a time when SPY gained 1.46%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $136,184 which includes $738 cash and excludes $2,673 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -16.7%, and for the last 12 months is -14.4%. Over the same period the benchmark E60B40 performance was -17.8% and -15.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.06% at a time when SPY gained 1.46%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $140,046 which includes $850 cash and excludes $2,831 spent on fees and slippage.
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -17.0%, and for the last 12 months is -14.5%. Over the same period the benchmark E60B40 performance was -17.8% and -15.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.06% at a time when SPY gained 1.46%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $143,756 which includes $1,001 cash and excludes $2,982 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-10-25-2022
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 277.21% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.08% at a time when SPY gained 3.28%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $94,303 which includes $698 cash and excludes $1,780 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-10-25-2022
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 170.20% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 1.70% at a time when SPY gained 3.28%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $67,551 which includes $64 cash and excludes $1,152 spent on fees and slippage.
38-iM-Top5QQQSelect-10-25-202238-1.iM-Top5QQQSelect-10-25-2022
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 392.43% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 11.22% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $492,428 which includes $83 cash and excludes $9,426 spent on fees and slippage.
37-iM-Top5XLBSelect-10-25-202237-1.iM-Top5XLBSelect-10-25-2022
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 144.17% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 4.43% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $244,168 which includes $314 cash and excludes $8,773 spent on fees and slippage.
35-iM-Top5XLISelect-10-25-202235-1.iM-Top5XLISelect-10-25-2022
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 249.56% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 4.27% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $349,559 which includes $5,834 cash and excludes $5,251 spent on fees and slippage.
27-iM-Top5XLKSelect-10-25-202227-1.iM-Top5XLKSelect-10-25-2022
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 377.48% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 6.49% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $477,477 which includes $4,715 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-10-25-202228-1.iM-Top5XLPSelect-10-25-2022
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 147.72% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.76% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $247,722 which includes $1,776 cash and excludes $1,702 spent on fees and slippage.
33-iM-Top5XLVSelect-10-25-202233-1.iM-Top5XLVSelect-10-25-2022
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 342.68% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.72% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $442,681 which includes $506 cash and excludes $8,449 spent on fees and slippage.
34-iM-Top5XLUSelect-10-25-202234-1.iM-Top5XLUSelect-10-25-2022
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 113.30% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.77% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $213,304 which includes -$888 cash and excludes $10,395 spent on fees and slippage.
36-iM-Top5XLYSelect-10-25-202236-1.iM-Top5XLYSelect-10-25-2022
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 155.42% while the benchmark SPY gained 109.81% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.02% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $255,419 which includes $246 cash and excludes $5,136 spent on fees and slippage.
39-Top5SeasonalCombo-10-25-2022
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 10.81% while the benchmark SPY gained 8.91% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 4.62% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $110,806 which includes $1,733 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-10-25-2022
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -18.0%, and for the last 12 months is -18.4%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 2.33% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $330,288 which includes $2,056 cash and excludes $8,653 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -49.8%, and for the last 12 months is -46.1%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 0.62% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $120,794 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-10-25-2022
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -17.8%, and for the last 12 months is -16.8%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 3.28% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $241,826 which includes $485 cash and excludes $1,114 spent on fees and slippage.
1-SPY-SH-10-25-2022
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -27.6%, and for the last 12 months is -23.8%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of Best(SPY-SH) gained 3.27% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,301 which includes $272 cash and excludes $2,306 spent on fees and slippage.
2-Combo3-10-25-2022
iM-Combo3.R1: The model’s out of sample performance YTD is -14.0%, and for the last 12 months is -8.4%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.45% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $181,086 which includes -$1,021 cash and excludes $7,988 spent on fees and slippage.
15-Combo5-10-25-2022
iM-Combo5: The model’s out of sample performance YTD is -34.2%, and for the last 12 months is -30.5%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of iM-Combo5 gained 0.08% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $149,497 which includes $571 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-10-25-2022
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -17.1%, and for the last 12 months is -12.6%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Since inception, on 7/1/2014, the model gained 165.37% while the benchmark SPY gained 125.22% and VDIGX gained 126.48% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.58% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $265,371 which includes $256 cash and excludes $4,371 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -8.5%, and for the last 12 months is -5.6%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.80% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $198,994 which includes $4,936 cash and excludes $2,452 spent on fees and slippage.
RequireGold7-1.USMVtrade-10-25-2022
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -7.7%, and for the last 12 months is -5.7%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Since inception, on 6/30/2014, the model gained 142.19% while the benchmark SPY gained 125.22% and the ETF USMV gained 116.68% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.48% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $242,188 which includes $1,008 cash and excludes $7,596 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-10-25-2022
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 15.5%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Since inception, on 1/3/2013, the model gained 563.75% while the benchmark SPY gained 210.90% and the ETF USMV gained 210.90% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 4.21% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $663,753 which includes $1,422 cash and excludes $6,847 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 -16.3%, and for the last 12 months is -15.3%. Over the same period the benchmark BND performance was -16.6% and -16.3% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.43% at a time when BND gained -1.24%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $127,218 which includes $647 cash and excludes $2,439 spent on fees and slippage.
4-ModSumYieldCurve-10-25-2022
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -17.8%, and for the last 12 months is -16.8%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 3.28% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $241,826 which includes $485 cash and excludes $1,114 spent on fees and slippage.
25-Best2MCsETF-10-25-2022
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -17.6%, and for the last 12 months is -12.2%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.09% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $128,271 which includes $15 cash and excludes $1,944 spent on fees and slippage.
26-Best4MCsVang-10-25-2022
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -15.4%, and for the last 12 months is -10.3%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.85% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $142,537 which includes $817 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-10-25-2022
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -18.4%, and for the last 12 months is -14.3%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -1.44% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,140 which includes $239 cash and excludes $5,043 spent on fees and slippage.
22-imc-gld-stk-bnd-10-25-2022
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -12.5%, and for the last 12 months is -6.8%. Over the same period the benchmark SPY performance was -19.3% and -15.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.14% at a time when SPY gained 3.28%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $156,203 which includes $36 cash and excludes $9,190 spent on fees and slippage.
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