iM-Best Reports – 12/5/2022

Performance-wk-12-6-2022 Performance-mth-12-6-2022 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 -11.0%, and for the last 12 months is -8.2%. Over the same period the benchmark E60B40 performance was -13.2% and -10.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.26% at a time when SPY gained 0.91%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $144,982 which includes $2,943 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 -11.3%, and for the last 12 months is -8.2%. Over the same period the benchmark E60B40 performance was -13.2% and -10.8% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 2.26% at a time when SPY gained 0.91%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $149,085 which includes $3,116 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 -11.7%, and for the last 12 months is -8.2%. Over the same period the benchmark E60B40 performance was -13.2% and -10.8% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.26% at a time when SPY gained 0.91%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $153,025 which includes $3,325 cash and excludes $2,982 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-12-6-2022
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 300.16% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 4.29% at a time when SPY gained 0.93%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $97,090 which includes $1,933 cash and excludes $1,835 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-12-6-2022
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 172.86% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 5.18% at a time when SPY gained 0.93%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $66,493 which includes $311 cash and excludes $1,181 spent on fees and slippage.
38-iM-Top5QQQSelect-12-6-202238-1.iM-Top5QQQSelect-12-6-2022
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 494.48% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.78% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $590,108 which includes $2,271 cash and excludes $9,478 spent on fees and slippage.
37-iM-Top5XLBSelect-12-6-202237-1.iM-Top5XLBSelect-12-6-2022
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 180.39% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 3.27% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $276,679 which includes $2,468 cash and excludes $9,012 spent on fees and slippage.
35-iM-Top5XLISelect-12-6-202235-1.iM-Top5XLISelect-12-6-2022
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 294.13% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.75% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $388,383 which includes $1,930 cash and excludes $5,390 spent on fees and slippage.
27-iM-Top5XLKSelect-12-6-202227-1.iM-Top5XLKSelect-12-6-2022
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 431.66% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.69% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $524,104 which includes $5,481 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-12-6-202228-1.iM-Top5XLPSelect-12-6-2022
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 186.62% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 4.36% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $283,849 which includes $1,671 cash and excludes $1,714 spent on fees and slippage.
33-iM-Top5XLVSelect-12-6-202233-1.iM-Top5XLVSelect-12-6-2022
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 408.78% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 4.78% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $501,850 which includes $1,477 cash and excludes $8,865 spent on fees and slippage.
34-iM-Top5XLUSelect-12-6-202234-1.iM-Top5XLUSelect-12-6-2022
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 125.94% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.65% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $223,738 which includes $1,397 cash and excludes $10,807 spent on fees and slippage.
36-iM-Top5XLYSelect-12-6-202236-1.iM-Top5XLYSelect-12-6-2022
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 214.80% while the benchmark SPY gained 121.29% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.63% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $308,943 which includes $835 cash and excludes $5,274 spent on fees and slippage.
39-Top5SeasonalCombo-12-6-2022
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 28.60% while the benchmark SPY gained 14.87% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 3.06% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $126,710 which includes $3,182 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-12-6-2022
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -4.5%, and for the last 12 months is 0.0%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 4.31% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $379,552 which includes $1,500 cash and excludes $8,857 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -28.2%, and for the last 12 months is -28.1%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 7.49% at a time when SPY gained 0.93%. 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-12-6-2022
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -11.8%, and for the last 12 months is -12.8%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.77% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $259,297 which includes $3,668 cash and excludes $1,196 spent on fees and slippage.
1-SPY-SH-12-6-2022
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -29.0%, and for the last 12 months is -25.5%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of Best(SPY-SH) gained -2.64% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,971 which includes -$1,165 cash and excludes $2,437 spent on fees and slippage.
2-Combo3-12-6-2022
iM-Combo3.R1: The model’s out of sample performance YTD is -14.4%, and for the last 12 months is -11.7%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.18% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $180,300 which includes -$1,575 cash and excludes $8,054 spent on fees and slippage.
15-Combo5-12-6-2022
iM-Combo5: The model’s out of sample performance YTD is -33.0%, and for the last 12 months is -31.5%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of iM-Combo5 gained -0.01% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $152,118 which includes -$1,141 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-12-6-2022
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -7.4%, and for the last 12 months is -3.4%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Since inception, on 7/1/2014, the model gained 196.62% while the benchmark SPY gained 137.54% and VDIGX gained 144.83% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.87% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $296,621 which includes $5,118 cash and excludes $4,435 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 3.0%, and for the last 12 months is 11.7%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 3.70% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $223,986 which includes $4,775 cash and excludes $2,551 spent on fees and slippage.
RequireGold7-1.USMVtrade-12-6-2022
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 6.0%, and for the last 12 months is 11.0%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Since inception, on 6/30/2014, the model gained 178.11% while the benchmark SPY gained 137.54% and the ETF USMV gained 137.33% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 6.75% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $273,015 which includes $188 cash and excludes $7,623 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-12-6-2022
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 32.2%, and for the last 12 months is 40.3%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Since inception, on 1/3/2013, the model gained 659.21% while the benchmark SPY gained 227.91% and the ETF USMV gained 227.91% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 5.05% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $759,206 which includes $18,898 cash and excludes $6,959 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 -10.0%, and for the last 12 months is -11.0%. Over the same period the benchmark BND performance was -12.0% and -12.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.77% at a time when BND gained 0.85%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,661 which includes $1,960 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-12-6-2022
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -11.8%, and for the last 12 months is -12.8%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.77% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $259,297 which includes $3,668 cash and excludes $1,196 spent on fees and slippage.
25-Best2MCsETF-12-6-2022
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -6.9%, and for the last 12 months is -0.4%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 3.13% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $144,936 which includes $2,765 cash and excludes $2,232 spent on fees and slippage.
26-Best4MCsVang-12-6-2022
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -9.2%, and for the last 12 months is -2.9%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.86% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,977 which includes $3,048 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-12-6-2022
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -13.1%, and for the last 12 months is -8.8%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.77% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $174,812 which includes $2,700 cash and excludes $5,043 spent on fees and slippage.
22-imc-gld-stk-bnd-12-6-2022
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -4.8%, and for the last 12 months is 2.2%. Over the same period the benchmark SPY performance was -14.9% and -10.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 3.33% at a time when SPY gained 0.93%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $170,100 which includes $3,016 cash and excludes $9,190 spent on fees and slippage.
Posted in pmp SPY-SH

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