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iM-Best Reports – 8/22/2022

Performance-wk-8-23-2022 Performance-mth-8-23-2022 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-6040-8-23-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -8.5%, and for the last 12 months is -3.4%. Over the same period the benchmark E60B40 performance was -11.1% and -7.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -2.47% at a time when SPY gained -2.82%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $148,954 which includes $1,140 cash and excludes $2,392 spent on fees and slippage.
31-im-fs-7030-8-23-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -8.7%, and for the last 12 months is -3.1%. Over the same period the benchmark E60B40 performance was -11.1% and -7.3% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -2.84% at a time when SPY gained -2.82%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $153,486 which includes $890 cash and excludes $2,542 spent on fees and slippage.
32-im-fs-8020-8-23-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -8.9%, and for the last 12 months is -2.9%. Over the same period the benchmark E60B40 performance was -11.1% and -7.3% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -3.21% at a time when SPY gained -2.82%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $157,858 which includes $781 cash and excludes $2,686 spent on fees and slippage.
18-5HedgeFundSelect-8-23-2022 18-1.5HedgeFundSelect-8-23-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 339.16% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -6.31% at a time when SPY gained -3.62%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $109,789 which includes $838 cash and excludes $1,778 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-8-23-2022 10-1.iM-10LargeHedgeFundSelect-8-23-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 216.82% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -6.97% at a time when SPY gained -3.62%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $79,206 which includes -$938 cash and excludes $1,144 spent on fees and slippage.
38-iM-Top5QQQSelect-8-23-202238-1.iM-Top5QQQSelect-8-23-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 474.96% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -7.93% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $574,961 which includes $874 cash and excludes $9,392 spent on fees and slippage.
37-iM-Top5XLBSelect-8-23-202237-1.iM-Top5XLBSelect-8-23-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 165.84% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -2.07% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $265,842 which includes $1,811 cash and excludes $8,522 spent on fees and slippage.
35-iM-Top5XLISelect-8-23-202235-1.iM-Top5XLISelect-8-23-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 278.29% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -2.92% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $378,292 which includes $5,678 cash and excludes $5,117 spent on fees and slippage.
27-iM-Top5XLKSelect-8-23-202227-1.iM-Top5XLKSelect-8-23-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 427.99% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -3.68% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $527,993 which includes $2,714 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-8-23-202228-1.iM-Top5XLPSelect-8-23-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 177.90% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.41% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $277,903 which includes $328 cash and excludes $1,554 spent on fees and slippage.
33-iM-Top5XLVSelect-8-23-202233-1.iM-Top5XLVSelect-8-23-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 367.16% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -4.70% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $467,160 which includes -$3,743 cash and excludes $7,815 spent on fees and slippage.
34-iM-Top5XLUSelect-8-23-202234-1.iM-Top5XLUSelect-8-23-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 143.35% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.03% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $243,349 which includes -$771 cash and excludes $10,002 spent on fees and slippage.
36-iM-Top5XLYSelect-8-23-202236-1.iM-Top5XLYSelect-8-23-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 167.04% while the benchmark SPY gained 127.97% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -3.01% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $267,040 which includes $2,781 cash and excludes $4,891 spent on fees and slippage.
39-Top5SeasonalCombo-8-23-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 24.54% while the benchmark SPY gained 18.34% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -3.52% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $124,538 which includes $1,561 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-8-23-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -7.8%, and for the last 12 months is -6.1%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -3.36% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $371,086 which includes $2,322 cash and excludes $8,399 spent on fees and slippage.
16-GoldMomentum-8-23-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -36.3%, and for the last 12 months is -24.2%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -6.75% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to -$32,481 which includes $111,772 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-8-23-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -10.7%, and for the last 12 months is -12.2%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -3.62% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $262,772 which includes -$531 cash and excludes $1,114 spent on fees and slippage.
1-SPY-SH-8-23-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -21.3%, and for the last 12 months is -15.2%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.60% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $69,819 which includes $376 cash and excludes $2,304 spent on fees and slippage.
2-Combo3-8-23-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -10.6%, and for the last 12 months is -3.2%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained -2.34% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $188,309 which includes -$390 cash and excludes $7,965 spent on fees and slippage.
15-Combo5-8-23-2022
 iM-Combo5: The model’s out of sample performance YTD is -26.7%, and for the last 12 months is -21.4%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of iM-Combo5 gained -4.37% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $166,546 which includes -$920 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-8-23-20228-1.VDIGXtrade-8-23-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -10.6%, and for the last 12 months is -6.8%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Since inception, on 7/1/2014, the model gained 186.30% while the benchmark SPY gained 144.72% and VDIGX gained 140.89% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.38% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $286,301 which includes $796 cash and excludes $4,357 spent on fees and slippage.
29-im6-cap-strg-8-23-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -2.0%, and for the last 12 months is 0.6%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -2.71% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $212,999 which includes $1,492 cash and excludes $2,452 spent on fees and slippage.
7-USMVtrade-8-23-20227-1.USMVtrade-8-23-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -5.6%, and for the last 12 months is -3.3%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Since inception, on 6/30/2014, the model gained 147.58% while the benchmark SPY gained 144.72% and the ETF USMV gained 133.88% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.72% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $247,579 which includes $841 cash and excludes $7,579 spent on fees and slippage.
13-MinVolUSMVInv-8-23-2022 13-1.MinVolUSMVInv-8-23-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 16.2%, and for the last 12 months is 19.0%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Since inception, on 1/3/2013, the model gained 567.67% while the benchmark SPY gained 237.81% and the ETF USMV gained 237.81% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -2.77% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $667,671 which includes -$4,049 cash and excludes $6,602 spent on fees and slippage.
5-bnd-mkt-trdr-8-23-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -9.9%, and for the last 12 months is -11.5%. Over the same period the benchmark BND performance was -10.1% and -11.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -3.43% at a time when BND gained -1.61%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,819 which includes $1,093 cash and excludes $2,379 spent on fees and slippage.
4-ModSumYieldCurve-8-23-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -10.7%, and for the last 12 months is -12.2%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -3.62% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $262,772 which includes -$531 cash and excludes $1,114 spent on fees and slippage.
25-Best2MCsETF-8-23-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -3.5%, and for the last 12 months is 2.3%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.06% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $150,254 which includes $1,074 cash and excludes $1,394 spent on fees and slippage.
26-Best4MCsVang-8-23-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -5.2%, and for the last 12 months is 2.1%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -2.48% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,569 which includes $1,626 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-8-23-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -7.1%, and for the last 12 months is 0.1%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -3.63% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $186,965 which includes -$696 cash and excludes $4,688 spent on fees and slippage.
22-imc-gld-stk-bnd-8-23-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -6.9%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was -12.3% and -5.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -2.48% at a time when SPY gained -3.62%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $166,259 which includes $60 cash and excludes $8,561 spent on fees and slippage.
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