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iM-Best Reports – 9/12/2022

Performance-wk-9-13-2022 Performance-mth-9-13-2022 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-6040-9-13-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -9.6%, and for the last 12 months is -5.9%. Over the same period the benchmark E60B40 performance was -12.0% and -8.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 3.10% at a time when SPY gained 3.18%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $147,172 which includes $759 cash and excludes $2,393 spent on fees and slippage.
31-im-fs-7030-9-13-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -9.6%, and for the last 12 months is -5.5%. Over the same period the benchmark E60B40 performance was -12.0% and -8.4% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 3.69% at a time when SPY gained 3.18%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $151,997 which includes $638 cash and excludes $2,542 spent on fees and slippage.
32-im-fs-8020-9-13-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -9.6%, and for the last 12 months is -5.2%. Over the same period the benchmark E60B40 performance was -12.0% and -8.4% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 4.28% at a time when SPY gained 3.18%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $156,685 which includes $426 cash and excludes $2,686 spent on fees and slippage.
18-5HedgeFundSelect-9-13-2022 18-1.5HedgeFundSelect-9-13-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 339.74% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 7.48% at a time when SPY gained 5.17%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $109,934 which includes $876 cash and excludes $1,778 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-9-13-2022 10-1.iM-10LargeHedgeFundSelect-9-13-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 218.50% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 6.87% at a time when SPY gained 5.17%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $79,625 which includes -$924 cash and excludes $1,144 spent on fees and slippage.
38-iM-Top5QQQSelect-9-13-202238-1.iM-Top5QQQSelect-9-13-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 460.23% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 5.82% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $560,228 which includes $2,160 cash and excludes $9,392 spent on fees and slippage.
37-iM-Top5XLBSelect-9-13-202237-1.iM-Top5XLBSelect-9-13-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 169.55% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 4.57% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $269,547 which includes $939 cash and excludes $8,554 spent on fees and slippage.
35-iM-Top5XLISelect-9-13-202235-1.iM-Top5XLISelect-9-13-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 267.81% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.38% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $367,811 which includes $6,515 cash and excludes $5,117 spent on fees and slippage.
27-iM-Top5XLKSelect-9-13-202227-1.iM-Top5XLKSelect-9-13-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 420.31% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.95% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $520,314 which includes $3,099 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-9-13-202228-1.iM-Top5XLPSelect-9-13-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 170.52% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 3.44% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $270,516 which includes $8 cash and excludes $1,575 spent on fees and slippage.
33-iM-Top5XLVSelect-9-13-202233-1.iM-Top5XLVSelect-9-13-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 375.67% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 5.22% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $475,665 which includes -$8,471 cash and excludes $8,030 spent on fees and slippage.
34-iM-Top5XLUSelect-9-13-202234-1.iM-Top5XLUSelect-9-13-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 149.44% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 5.36% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $249,441 which includes -$1,295 cash and excludes $10,112 spent on fees and slippage.
36-iM-Top5XLYSelect-9-13-202236-1.iM-Top5XLYSelect-9-13-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 171.39% while the benchmark SPY gained 126.66% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 7.13% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $271,387 which includes $2,506 cash and excludes $5,012 spent on fees and slippage.
39-Top5SeasonalCombo-9-13-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 23.37% while the benchmark SPY gained 17.66% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 4.62% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $123,367 which includes $838 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-9-13-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -9.4%, and for the last 12 months is -9.7%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 5.39% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $364,902 which includes $1,052 cash and excludes $8,571 spent on fees and slippage.
16-GoldMomentum-9-13-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -36.2%, and for the last 12 months is -28.5%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 10.32% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $20,667 which includes $115,421 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-9-13-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -11.2%, and for the last 12 months is -12.3%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 5.18% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $261,256 which includes -$531 cash and excludes $1,114 spent on fees and slippage.
1-SPY-SH-9-13-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -21.8%, and for the last 12 months is -16.1%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of Best(SPY-SH) gained 5.17% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $69,433 which includes $390 cash and excludes $2,305 spent on fees and slippage.
2-Combo3-9-13-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -12.3%, and for the last 12 months is -4.3%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.01% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $184,673 which includes -$572 cash and excludes $7,970 spent on fees and slippage.
15-Combo5-9-13-2022
 iM-Combo5: The model’s out of sample performance YTD is -28.1%, and for the last 12 months is -23.1%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of iM-Combo5 gained 3.36% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $163,403 which includes $727 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-9-13-20228-1.VDIGXtrade-9-13-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -12.7%, and for the last 12 months is -7.4%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Since inception, on 7/1/2014, the model gained 179.59% while the benchmark SPY gained 143.31% and VDIGX gained 138.56% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 4.12% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $279,587 which includes $969 cash and excludes $4,357 spent on fees and slippage.
29-im6-cap-strg-9-13-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -5.1%, and for the last 12 months is -1.5%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 4.46% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $206,238 which includes $3,428 cash and excludes $2,452 spent on fees and slippage.
7-USMVtrade-9-13-20227-1.USMVtrade-9-13-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -5.0%, and for the last 12 months is -2.7%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Since inception, on 6/30/2014, the model gained 149.28% while the benchmark SPY gained 143.31% and the ETF USMV gained 131.56% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 6.34% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $249,280 which includes $962 cash and excludes $7,579 spent on fees and slippage.
13-MinVolUSMVInv-9-13-2022 13-1.MinVolUSMVInv-9-13-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 16.9%, and for the last 12 months is 20.8%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Since inception, on 1/3/2013, the model gained 571.30% while the benchmark SPY gained 235.86% and the ETF USMV gained 235.86% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 4.68% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $671,295 which includes -$3,676 cash and excludes $6,602 spent on fees and slippage.
5-bnd-mkt-trdr-9-13-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -9.5%, and for the last 12 months is -10.7%. Over the same period the benchmark BND performance was -11.6% and -12.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 2.57% at a time when BND gained 0.24%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $137,401 which includes $1,746 cash and excludes $2,379 spent on fees and slippage.
4-ModSumYieldCurve-9-13-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -11.2%, and for the last 12 months is -12.3%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 5.18% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $261,256 which includes -$531 cash and excludes $1,114 spent on fees and slippage.
25-Best2MCsETF-9-13-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -5.3%, and for the last 12 months is 1.4%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 3.26% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,354 which includes $77 cash and excludes $1,686 spent on fees and slippage.
26-Best4MCsVang-9-13-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -5.3%, and for the last 12 months is 2.0%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 3.50% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $159,425 which includes $1,785 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-9-13-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -13.0%, and for the last 12 months is -6.7%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.05% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $175,141 which includes -$90 cash and excludes $5,043 spent on fees and slippage.
22-imc-gld-stk-bnd-9-13-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -7.5%, and for the last 12 months is 1.1%. Over the same period the benchmark SPY performance was -12.8% and -6.4% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.47% at a time when SPY gained 5.17%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $165,286 which includes $94 cash and excludes $8,561 spent on fees and slippage.
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