iM-Best Reports – 6/21/2022

Performance-wk-6-22-2022 Performance-mth-6-22-2022 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 -12.5%, and for the last 12 months is -4.1%. Over the same period the benchmark E60B40 performance was -16.8% and -9.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.75% at a time when SPY gained 0.86%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $142,432 which includes $2,463 cash and excludes $2,097 spent on fees and slippage.
iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -12.9%, and for the last 12 months is -3.8%. Over the same period the benchmark E60B40 performance was -16.8% and -9.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.75% at a time when SPY gained 0.86%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $146,430 which includes $2,634 cash and excludes $2,238 spent on fees and slippage.
iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -13.3%, and for the last 12 months is -3.7%. Over the same period the benchmark E60B40 performance was -16.8% and -9.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.75% at a time when SPY gained 0.86%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $150,254 which includes $2,744 cash and excludes $2,374 spent on fees and slippage.
RequireGold18-1.5HedgeFundSelect-6-22-2022
iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 291.21% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 2.49% at a time when SPY gained 0.75%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $97,802 which includes $1,018 cash and excludes $1,733 spent on fees and slippage.
RequireGold10-1.iM-10LargeHedgeFundSelect-6-22-2022
iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 168.69% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 2.27% at a time when SPY gained 0.75%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $67,171 which includes -$223 cash and excludes $1,109 spent on fees and slippage.
RequireGold38-1.iM-Top5QQQSelect-6-22-2022
iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 417.55% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.09% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $517,552 which includes -$4,020 cash and excludes $9,109 spent on fees and slippage.
RequireSilver37-1.iM-Top5XLBSelect-6-22-2022
iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 155.62% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -4.72% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $255,622 which includes $452 cash and excludes $8,390 spent on fees and slippage.
RequireSilver35-1.iM-Top5XLISelect-6-22-2022
iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 233.21% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -2.86% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $333,210 which includes $4,315 cash and excludes $5,117 spent on fees and slippage.
RequireSilver27-1.iM-Top5XLKSelect-6-22-2022
iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 386.18% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.01% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $486,184 which includes $3,925 cash and excludes $1,706 spent on fees and slippage.
RequireSilver28-1.iM-Top5XLPSelect-6-22-2022
iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 172.15% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -0.18% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $272,154 which includes $1,067 cash and excludes $1,550 spent on fees and slippage.
RequireSilver33-1.iM-Top5XLVSelect-6-22-2022
iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 336.35% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.68% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $436,346 which includes $1,485 cash and excludes $7,019 spent on fees and slippage.
RequireSilver34-1.iM-Top5XLUSelect-6-22-2022
iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 108.68% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -2.15% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $208,681 which includes $2,578 cash and excludes $9,567 spent on fees and slippage.
RequireSilver36-1.iM-Top5XLYSelect-6-22-2022
iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 135.40% while the benchmark SPY gained 106.86% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.17% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $235,400 which includes $7,078 cash and excludes $4,637 spent on fees and slippage.
RequireGold
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 13.37% while the benchmark SPY gained 7.38% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.61% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $113,370 which includes -$14 cash and excludes $00 spent on fees and slippage.
iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -15.0%, and for the last 12 months is -12.6%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.86% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $342,363 which includes $3,669 cash and excludes $7,972 spent on fees and slippage.
iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -2.4%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 3.29% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$1,746 which includes $104,272 cash and excludes Gain to date spent on fees and slippage.
RequireGold
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -16.7%, and for the last 12 months is -16.7%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.59% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $244,895 which includes -$4,405 cash and excludes $1,032 spent on fees and slippage.
RequireSilver
iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -22.7%, and for the last 12 months is -11.0%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $68,635 which includes -$4,964 cash and excludes $2,168 spent on fees and slippage.
RequireSilver
iM-Combo3.R1: The model’s out of sample performance YTD is -17.3%, and for the last 12 months is -4.4%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained -2.81% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $174,182 which includes $56,389 cash and excludes $7,838 spent on fees and slippage.
RequireGold
iM-Combo5: The model’s out of sample performance YTD is -29.7%, and for the last 12 months is -19.2%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of iM-Combo5 gained -2.04% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $159,622 which includes $30,052 cash and excludes $0 spent on fees and slippage.
RequireSilver8-1.VDIGXtrade-6-22-2022
iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -18.3%, and for the last 12 months is -9.2%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Since inception, on 7/1/2014, the model gained 161.81% while the benchmark SPY gained 122.05% and VDIGX gained 121.94% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 0.60% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $261,809 which includes $1,271 cash and excludes $4,345 spent on fees and slippage.
RequireGold
iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -5.1%, and for the last 12 months is -2.5%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.06% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $206,195 which includes $3,846 cash and excludes $2,349 spent on fees and slippage.
RequireGold7-1.USMVtrade-6-22-2022
iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -7.0%, and for the last 12 months is -0.6%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Since inception, on 6/30/2014, the model gained 143.85% while the benchmark SPY gained 122.05% and the ETF USMV gained 114.08% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.60% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $243,853 which includes $2,920 cash and excludes $7,509 spent on fees and slippage.
RequireGold13-1.MinVolUSMVInv-6-22-2022
iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 0.4%, and for the last 12 months is 8.4%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Since inception, on 1/3/2013, the model gained 476.92% while the benchmark SPY gained 206.52% and the ETF USMV gained 206.52% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.74% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $576,921 which includes $2,414 cash and excludes $6,594 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 -13.1%, and for the last 12 months is -12.8%. Over the same period the benchmark BND performance was -11.9% and -12.0% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 1.58% at a time when BND gained 0.96%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $131,994 which includes -$1,677 cash and excludes $2,321 spent on fees and slippage.
RequireGold
iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -16.7%, and for the last 12 months is -16.7%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.59% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $244,895 which includes -$4,405 cash and excludes $1,032 spent on fees and slippage.
RequireSilver
iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -11.3%, and for the last 12 months is 0.7%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.41% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $138,080 which includes $1,074 cash and excludes $1,394 spent on fees and slippage.
RequireSilver
iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -13.2%, and for the last 12 months is -1.8%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 1.00% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,136 which includes $556 cash and excludes $00 spent on fees and slippage.
RequireGold
iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -14.6%, and for the last 12 months is -1.8%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.54% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $171,768 which includes $1,914 cash and excludes $4,331 spent on fees and slippage.
RequireGold
iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -1.7%, and for the last 12 months is 5.2%. Over the same period the benchmark SPY performance was -20.4% and -8.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.22% at a time when SPY gained 0.75%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $175,501 which includes $63 cash and excludes $8,560 spent on fees and slippage.
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