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iM-Best Reports – 10/31/2022

Performance-wk-11-1-2022 Performance-mth-11-1-2022 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
30-im-fs-6040-11-1-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -15.1%, and for the last 12 months is -13.5%. Over the same period the benchmark E60B40 performance was -16.4% and -14.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.55% at a time when SPY gained 1.72%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $138,297 which includes $864 cash and excludes $2,673 spent on fees and slippage.
31-im-fs-7030-11-1-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -15.4%, and for the last 12 months is -13.7%. Over the same period the benchmark E60B40 performance was -16.4% and -14.5% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 1.55% at a time when SPY gained 1.72%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $142,215 which includes $979 cash and excludes $2,831 spent on fees and slippage.
32-im-fs-8020-11-1-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -15.8%, and for the last 12 months is -14.0%. Over the same period the benchmark E60B40 performance was -16.4% and -14.5% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 1.55% at a time when SPY gained 1.72%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $145,981 which includes $1,133 cash and excludes $2,982 spent on fees and slippage.
18-5HedgeFundSelect-11-1-2022 18-1.5HedgeFundSelect-11-1-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 284.04% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.81% at a time when SPY gained 1.94%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $96,010 which includes $698 cash and excludes $1,780 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-11-1-2022 10-1.iM-10LargeHedgeFundSelect-11-1-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 168.11% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.77% at a time when SPY gained 1.94%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $67,028 which includes $64 cash and excludes $1,152 spent on fees and slippage.
38-iM-Top5QQQSelect-11-1-202238-1.iM-Top5QQQSelect-11-1-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 413.23% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 4.22% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $513,233 which includes $846 cash and excludes $9,426 spent on fees and slippage.
37-iM-Top5XLBSelect-11-1-202237-1.iM-Top5XLBSelect-11-1-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 144.33% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 0.07% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $244,330 which includes $650 cash and excludes $8,773 spent on fees and slippage.
35-iM-Top5XLISelect-11-1-202235-1.iM-Top5XLISelect-11-1-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 267.51% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 5.14% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $367,511 which includes $6,203 cash and excludes $5,251 spent on fees and slippage.
27-iM-Top5XLKSelect-11-1-202227-1.iM-Top5XLKSelect-11-1-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 403.53% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 5.46% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $503,529 which includes $4,715 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-11-1-202228-1.iM-Top5XLPSelect-11-1-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 153.63% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.39% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $253,633 which includes $1,776 cash and excludes $1,702 spent on fees and slippage.
33-iM-Top5XLVSelect-11-1-202233-1.iM-Top5XLVSelect-11-1-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 370.58% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 6.30% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $470,577 which includes $12,589 cash and excludes $8,667 spent on fees and slippage.
34-iM-Top5XLUSelect-11-1-202234-1.iM-Top5XLUSelect-11-1-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 121.78% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 3.97% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $221,783 which includes -$3,761 cash and excludes $10,494 spent on fees and slippage.
36-iM-Top5XLYSelect-11-1-202236-1.iM-Top5XLYSelect-11-1-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 171.36% while the benchmark SPY gained 113.88% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 6.24% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $271,362 which includes $246 cash and excludes $5,136 spent on fees and slippage.
39-Top5SeasonalCombo-11-1-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 15.68% while the benchmark SPY gained 11.02% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 4.40% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $115,682 which includes $2,869 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-11-1-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -15.5%, and for the last 12 months is -12.0%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 3.01% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $340,242 which includes $2,301 cash and excludes $8,653 spent on fees and slippage.
16-GoldMomentum-11-1-2022
 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 -43.0%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 0.00% at a time when SPY gained 1.94%. 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-11-1-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -16.0%, and for the last 12 months is -15.5%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 2.17% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $247,084 which includes $13 cash and excludes $1,196 spent on fees and slippage.
1-SPY-SH-11-1-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -25.2%, and for the last 12 months is -22.4%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of Best(SPY-SH) gained 3.24% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $66,384 which includes $0 cash and excludes $2,437 spent on fees and slippage.
2-Combo3-11-1-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -13.1%, and for the last 12 months is -9.2%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.05% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $182,989 which includes -$374 cash and excludes $7,988 spent on fees and slippage.
15-Combo5-11-1-2022
 iM-Combo5: The model’s out of sample performance YTD is -33.5%, and for the last 12 months is -31.6%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of iM-Combo5 gained 1.00% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $150,987 which includes $1,145 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-11-1-20228-1.VDIGXtrade-11-1-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -14.8%, and for the last 12 months is -10.5%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Since inception, on 7/1/2014, the model gained 172.88% while the benchmark SPY gained 129.59% and VDIGX gained 134.49% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.83% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $272,880 which includes $239 cash and excludes $4,435 spent on fees and slippage.
29-im6-cap-strg-11-1-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -6.3%, and for the last 12 months is 0.4%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.37% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $203,701 which includes $492 cash and excludes $2,551 spent on fees and slippage.
7-USMVtrade-11-1-20227-1.USMVtrade-11-1-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -5.2%, and for the last 12 months is -1.8%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Since inception, on 6/30/2014, the model gained 148.56% while the benchmark SPY gained 129.59% and the ETF USMV gained 123.78% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.63% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $248,559 which includes $1,008 cash and excludes $7,596 spent on fees and slippage.
13-MinVolUSMVInv-11-1-2022 13-1.MinVolUSMVInv-11-1-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 22.1%, and for the last 12 months is 24.3%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Since inception, on 1/3/2013, the model gained 601.62% while the benchmark SPY gained 216.93% and the ETF USMV gained 216.93% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 5.70% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $701,615 which includes $1,422 cash and excludes $6,847 spent on fees and slippage.
5-bnd-mkt-trdr-11-1-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -14.3%, and for the last 12 months is -13.8%. Over the same period the benchmark BND performance was -15.5% and -15.6% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 2.36% at a time when BND gained 1.37%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $130,225 which includes $34 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-11-1-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -16.0%, and for the last 12 months is -15.5%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 2.17% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $247,084 which includes $13 cash and excludes $1,196 spent on fees and slippage.
25-Best2MCsETF-11-1-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -14.5%, and for the last 12 months is -8.9%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 3.74% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $133,072 which includes $15 cash and excludes $1,944 spent on fees and slippage.
26-Best4MCsVang-11-1-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -14.3%, and for the last 12 months is -8.8%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.25% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $144,323 which includes $1,229 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-11-1-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -17.2%, and for the last 12 months is -14.1%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.49% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $166,589 which includes $239 cash and excludes $5,043 spent on fees and slippage.
22-imc-gld-stk-bnd-11-1-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -13.5%, and for the last 12 months is -7.2%. Over the same period the benchmark SPY performance was -17.7% and -14.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.11% at a time when SPY gained 1.94%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,471 which includes $36 cash and excludes $9,190 spent on fees and slippage.
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