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iM-Best Reports – 12/4/2023

Performance-wk-12-5-2023 Performance-mth-12-5-2023 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
23-enh-inflation-timer-12-5-2023
 iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -16.9%, and for the last 12 months is -12.7%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 2.53% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $128,551,078 which includes $421,630 cash and excludes $2,691,375 spent on fees and slippage.
12-CB-LEIg-12-5-2023
 iM-Conference Board LEIg Timer: The model’s performance YTD is 14.3%, and for the last 12 months is 7.3%. Over the same period the benchmark SPY performance was 20.1% and 9.4% respectively. Over the previous week the market value of the iM-Conference Board LEIg Timer gained 0.58% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $523,797 which includes $44 cash and excludes $566 spent on fees and slippage.
30-im-fs-6040-12-5-2023
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 6.4%, and for the last 12 months is 3.4%. Over the same period the benchmark E60B40 performance was 13.3% and 8.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.96% at a time when SPY gained 0.71%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $149,967 which includes $2,346 cash and excludes $3,255 spent on fees and slippage.
31-im-fs-7030-12-5-2023
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 6.9%, and for the last 12 months is 3.9%. Over the same period the benchmark E60B40 performance was 13.3% and 8.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.96% at a time when SPY gained 0.71%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $154,964 which includes $2,230 cash and excludes $3,432 spent on fees and slippage.
32-im-fs-8020-12-5-2023
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 7.4%, and for the last 12 months is 4.4%. Over the same period the benchmark E60B40 performance was 13.3% and 8.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.96% at a time when SPY gained 0.71%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $159,830 which includes $2,279 cash and excludes $3,600 spent on fees and slippage.
18-5HedgeFundSelect-12-5-2023 18-1.5HedgeFundSelect-12-5-2023
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 428.18% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 3.79% at a time when SPY gained 0.49%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $132,045 which includes $6,447 cash and excludes $2,201 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-12-5-2023 10-1.iM-10LargeHedgeFundSelect-12-5-2023
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 315.44% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -1.33% at a time when SPY gained 0.49%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $103,859 which includes $92 cash and excludes $1,352 spent on fees and slippage.
38-iM-Top5QQQSelect-12-5-202338-1.iM-Top5QQQSelect-12-5-2023
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 720.36% while the benchmark SPY gained 156.89% 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 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $820,357 which includes $3,087 cash and excludes $10,658 spent on fees and slippage.
37-iM-Top5XLBSelect-12-5-202337-1.iM-Top5XLBSelect-12-5-2023
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 184.45% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 1.70% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $284,453 which includes $533 cash and excludes $11,757 spent on fees and slippage.
35-iM-Top5XLISelect-12-5-202335-1.iM-Top5XLISelect-12-5-2023
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 359.17% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.34% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $459,171 which includes $2,976 cash and excludes $6,515 spent on fees and slippage.
27-iM-Top5XLKSelect-12-5-202327-1.iM-Top5XLKSelect-12-5-2023
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 547.64% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 4.72% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $647,644 which includes $578 cash and excludes $2,039 spent on fees and slippage.
28-iM-Top5XLPSelect-12-5-202328-1.iM-Top5XLPSelect-12-5-2023
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 179.00% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 5.14% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $279,005 which includes $1,208 cash and excludes $2,013 spent on fees and slippage.
33-iM-Top5XLVSelect-12-5-202333-1.iM-Top5XLVSelect-12-5-2023
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 281.51% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.47% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $381,509 which includes -$7,538 cash and excludes $12,093 spent on fees and slippage.
34-iM-Top5XLUSelect-12-5-202334-1.iM-Top5XLUSelect-12-5-2023
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 117.75% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.07% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $217,755 which includes $1,791 cash and excludes $12,825 spent on fees and slippage.
36-iM-Top5XLYSelect-12-5-202336-1.iM-Top5XLYSelect-12-5-2023
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 242.79% while the benchmark SPY gained 156.89% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 2.82% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $342,785 which includes $102 cash and excludes $6,155 spent on fees and slippage.
39-Top5SeasonalCombo-12-5-2023
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 46.13% while the benchmark SPY gained 33.35% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 2.30% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $146,126 which includes $2,725 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-12-5-2023
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 12.3%, and for the last 12 months is 6.0%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 5.03% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $407,798 which includes $1,871 cash and excludes $10,768 spent on fees and slippage.
16-GoldMomentum-12-5-2023
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 3.4%, and for the last 12 months is 7.6%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 7.23% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $11,981 which includes $129,668 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-12-5-2023
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is -0.2%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.99% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $258,874 which includes $3,210 cash and excludes $1,367 spent on fees and slippage.
1-SPY-SH-12-5-2023
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -11.5%, and for the last 12 months is -5.9%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.29% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $59,257 which includes $714 cash and excludes $2,439 spent on fees and slippage.
2-Combo3-12-5-2023
 iM-Combo3.R1: The model’s out of sample performance YTD is -3.8%, and for the last 12 months is -0.7%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.03% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $179,074 which includes $598 cash and excludes $8,103 spent on fees and slippage.
15-Combo5-12-5-2023
 iM-Combo5: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 1.1%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of iM-Combo5 gained 0.40% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $153,862 which includes $3,013 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-5-20238-1.VDIGXtrade-12-5-2023
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 4.1%, and for the last 12 months is 1.5%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Since inception, on 7/1/2014, the model gained 201.01% while the benchmark SPY gained 175.76% and VDIGX gained 145.63% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 2.18% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $301,010 which includes $1,132 cash and excludes $4,770 spent on fees and slippage.
29-im6-cap-strg-12-5-2023
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 16.5%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 2.66% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $251,905 which includes $1,488 cash and excludes $3,100 spent on fees and slippage.
7-USMVtrade-12-5-20237-1.USMVtrade-12-5-2023
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 1.2%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Since inception, on 6/30/2014, the model gained 181.57% while the benchmark SPY gained 175.76% and the ETF USMV gained 146.02% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.05% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $281,566 which includes $2,425 cash and excludes $7,989 spent on fees and slippage.
13-MinVolUSMVInv-12-5-2023 13-1.MinVolUSMVInv-12-5-2023
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 15.3%, and for the last 12 months is 6.4%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Since inception, on 1/3/2013, the model gained 707.93% while the benchmark SPY gained 280.66% and the ETF USMV gained 280.66% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.55% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $807,934 which includes $3,534 cash and excludes $8,998 spent on fees and slippage.
5-bnd-mkt-trdr-12-5-2023
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 0.4%, and for the last 12 months is -2.3%. Over the same period the benchmark BND performance was 2.4% and 0.4% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.97% at a time when BND gained 1.03%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $133,473 which includes $4,330 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-12-5-2023
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is -0.2%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.99% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $258,874 which includes $3,210 cash and excludes $1,367 spent on fees and slippage.
25-Best2MCsETF-12-5-2023
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 5.9%, and for the last 12 months is 1.9%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.31% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,822 which includes $68 cash and excludes $4,292 spent on fees and slippage.
26-Best4MCsVang-12-5-2023
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 4.5%, and for the last 12 months is 2.5%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.36% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $156,762 which includes $646 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-12-5-2023
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 7.2%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.99% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,305 which includes $2,778 cash and excludes $5,764 spent on fees and slippage.
22-imc-gld-stk-bnd-12-5-2023
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 10.8%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 20.7% and 14.0% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 0.59% at a time when SPY gained 0.49%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $191,164 which includes $36 cash and excludes $9,190 spent on fees and slippage.
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