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iM-Best Reports – 3/1/2022

Performance-wk-3-1-2022 Performance-mth-3-1-2022 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-6040-3-1-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -5.9%, and for the last 12 months is 9.7%. Over the same period the benchmark E60B40 performance was -6.1% and 8.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.02% at a time when SPY gained 1.21%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $153,253 which includes $1,538 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-3-1-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -6.5%, and for the last 12 months is 10.3%. Over the same period the benchmark E60B40 performance was -6.1% and 8.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 2.02% at a time when SPY gained 1.21%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $157,150 which includes $963 cash and excludes $1,921 spent on fees and slippage.
32-im-fs-8020-3-1-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -7.1%, and for the last 12 months is 10.9%. Over the same period the benchmark E60B40 performance was -6.1% and 8.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.01% at a time when SPY gained 1.21%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $160,896 which includes $618 cash and excludes $2,048 spent on fees and slippage.
18-5HedgeFundSelect-3-1-2022 18-1.5HedgeFundSelect-3-1-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 388.18% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 3.97% at a time when SPY gained 1.64%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $122,045 which includes -$2,475 cash and excludes $1,636 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-3-1-2022 10-1.iM-10LargeHedgeFundSelect-3-1-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 264.79% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 5.61% at a time when SPY gained 1.64%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $91,197 which includes $2,397 cash and excludes $1,049 spent on fees and slippage.
38-iM-Top5QQQSelect-3-1-202238-1.iM-Top5QQQSelect-3-1-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 515.28% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 0.72% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $615,285 which includes $798 cash and excludes $8,416 spent on fees and slippage.
37-iM-Top5XLBSelect-3-1-202237-1.iM-Top5XLBSelect-3-1-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 152.82% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 1.22% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $252,823 which includes $848 cash and excludes $7,609 spent on fees and slippage.
35-iM-Top5XLISelect-3-1-202235-1.iM-Top5XLISelect-3-1-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 287.34% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 3.44% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $387,342 which includes $5,094 cash and excludes $4,325 spent on fees and slippage.
27-iM-Top5XLKSelect-3-1-202227-1.iM-Top5XLKSelect-3-1-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 497.66% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.00% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $597,662 which includes $1,016 cash and excludes $1,706 spent on fees and slippage.
28-iM-Top5XLPSelect-3-1-202228-1.iM-Top5XLPSelect-3-1-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 180.85% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.57% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $280,852 which includes $2,354 cash and excludes $1,529 spent on fees and slippage.
33-iM-Top5XLVSelect-3-1-202233-1.iM-Top5XLVSelect-3-1-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 384.46% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.65% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $484,459 which includes $71 cash and excludes $6,430 spent on fees and slippage.
34-iM-Top5XLUSelect-3-1-202234-1.iM-Top5XLUSelect-3-1-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 112.42% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.63% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $212,416 which includes $164 cash and excludes $8,762 spent on fees and slippage.
36-iM-Top5XLYSelect-3-1-202236-1.iM-Top5XLYSelect-3-1-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 202.45% while the benchmark SPY gained 139.03% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 1.35% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,449 which includes $1,756 cash and excludes $3,948 spent on fees and slippage.
39-Top5SeasonalCombo-3-1-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 24.20% while the benchmark SPY gained 24.08% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.65% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $124,204 which includes $974 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-3-1-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -3.6%, and for the last 12 months is 9.2%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.63% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $388,074 which includes $1,791 cash and excludes $7,509 spent on fees and slippage.
16-GoldMomentum-3-1-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 8.7%, and for the last 12 months is 8.3%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -1.42% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $1,127 which includes $85,897 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-3-1-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -4.3%, and for the last 12 months is 6.9%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.65% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $281,444 which includes -$619 cash and excludes $950 spent on fees and slippage.
1-SPY-SH-3-1-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -7.9%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.64% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $783,275 which includes $398 cash and excludes $25,132 spent on fees and slippage.
2-Combo3-3-1-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -9.6%, and for the last 12 months is 10.8%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained 2.20% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $190,225 which includes $4,873 cash and excludes $7,707 spent on fees and slippage.
15-Combo5-3-1-2022
 iM-Combo5: The model’s out of sample performance YTD is -12.2%, and for the last 12 months is 9.8%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of iM-Combo5 gained 2.66% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $199,497 which includes $4,077 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-3-1-20228-1.VDIGXtrade-3-1-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -10.6%, and for the last 12 months is 9.5%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Since inception, on 7/1/2014, the model gained 186.41% while the benchmark SPY gained 156.59% and VDIGX gained 149.17% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.36% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $286,411 which includes $1,009 cash and excludes $4,184 spent on fees and slippage.
29-im6-cap-strg-3-1-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.61% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $217,956 which includes $1,077 cash and excludes $2,171 spent on fees and slippage.
7-USMVtrade-3-1-20227-1.USMVtrade-3-1-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -1.7%, and for the last 12 months is 14.1%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Since inception, on 6/30/2014, the model gained 157.88% while the benchmark SPY gained 156.59% and the ETF USMV gained 129.08% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.10% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $257,879 which includes $354 cash and excludes $7,436 spent on fees and slippage.
13-MinVolUSMVInv-3-1-2022 13-1.MinVolUSMVInv-3-1-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 0.7%, and for the last 12 months is 24.0%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Since inception, on 1/3/2013, the model gained 478.38% while the benchmark SPY gained 254.20% and the ETF USMV gained 254.20% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.54% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $578,377 which includes $7,878 cash and excludes $5,344 spent on fees and slippage.
5-bnd-mkt-trdr-3-1-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -2.7%, and for the last 12 months is 0.0%. Over the same period the benchmark BND performance was -3.2% and -2.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.10% at a time when BND gained 0.54%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $147,873 which includes -$650 cash and excludes $2,203 spent on fees and slippage.
4-ModSumYieldCurve-3-1-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -4.3%, and for the last 12 months is 6.9%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.65% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $281,444 which includes -$619 cash and excludes $950 spent on fees and slippage.
25-Best2MCsETF-3-1-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -5.8%, and for the last 12 months is 17.1%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 0.23% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,673 which includes $4,209 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-3-1-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -5.7%, and for the last 12 months is 18.2%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.03% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $158,833 which includes $6,089 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-3-1-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -7.9%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.61% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $185,277 which includes $3,639 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-3-1-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 2.7%, and for the last 12 months is 20.7%. Over the same period the benchmark SPY performance was -8.1% and 16.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.48% at a time when SPY gained 1.64%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $183,501 which includes -$1,992 cash and excludes $8,558 spent on fees and slippage.
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