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iM-Best Reports – 4/3/2023

Performance-wk-4-4-2023 Performance-mth-4-4-2023 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-4-4-2023
 iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -12.6%, and for the last 12 months is -13.2%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 6.54% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $135,299,987 which includes $526,225 cash and excludes $2,179,079 spent on fees and slippage.
30-im-fs-6040-4-4-2023
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 3.8%, and for the last 12 months is -4.6%. Over the same period the benchmark E60B40 performance was 6.3% and -5.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 2.62% at a time when SPY gained 2.59%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $146,356 which includes $1,025 cash and excludes $2,960 spent on fees and slippage.
31-im-fs-7030-4-4-2023
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 3.8%, and for the last 12 months is -4.5%. Over the same period the benchmark E60B40 performance was 6.3% and -5.7% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 2.87% at a time when SPY gained 2.59%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $150,550 which includes $1,173 cash and excludes $3,126 spent on fees and slippage.
32-im-fs-8020-4-4-2023
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 3.9%, and for the last 12 months is -4.5%. Over the same period the benchmark E60B40 performance was 6.3% and -5.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 3.11% at a time when SPY gained 2.59%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $154,580 which includes $1,426 cash and excludes $3,285 spent on fees and slippage.
18-5HedgeFundSelect-4-4-2023 18-1.5HedgeFundSelect-4-4-2023
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 315.15% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 5.10% at a time when SPY gained 3.65%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $103,787 which includes -$3,838 cash and excludes $1,908 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-4-4-2023 10-1.iM-10LargeHedgeFundSelect-4-4-2023
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 218.05% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 3.18% at a time when SPY gained 3.65%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $79,512 which includes $335 cash and excludes $1,242 spent on fees and slippage.
38-iM-Top5QQQSelect-4-4-202338-1.iM-Top5QQQSelect-4-4-2023
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 536.67% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 3.91% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $636,675 which includes $1,908 cash and excludes $9,482 spent on fees and slippage.
37-iM-Top5XLBSelect-4-4-202337-1.iM-Top5XLBSelect-4-4-2023
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 169.14% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained 6.27% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $269,138 which includes $574 cash and excludes $9,941 spent on fees and slippage.
35-iM-Top5XLISelect-4-4-202335-1.iM-Top5XLISelect-4-4-2023
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 312.44% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 2.91% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $412,437 which includes $3,278 cash and excludes $5,411 spent on fees and slippage.
27-iM-Top5XLKSelect-4-4-202327-1.iM-Top5XLKSelect-4-4-2023
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 426.51% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.72% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $526,507 which includes $2,042 cash and excludes $1,749 spent on fees and slippage.
28-iM-Top5XLPSelect-4-4-202328-1.iM-Top5XLPSelect-4-4-2023
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 165.60% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.95% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $265,603 which includes $2,106 cash and excludes $1,744 spent on fees and slippage.
33-iM-Top5XLVSelect-4-4-202333-1.iM-Top5XLVSelect-4-4-2023
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 389.13% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 2.59% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $489,126 which includes -$6,413 cash and excludes $9,576 spent on fees and slippage.
34-iM-Top5XLUSelect-4-4-202334-1.iM-Top5XLUSelect-4-4-2023
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 126.40% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 2.74% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $226,404 which includes $1,040 cash and excludes $11,532 spent on fees and slippage.
36-iM-Top5XLYSelect-4-4-202336-1.iM-Top5XLYSelect-4-4-2023
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 202.62% while the benchmark SPY gained 129.50% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 5.59% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $302,620 which includes $1,256 cash and excludes $5,392 spent on fees and slippage.
39-Top5SeasonalCombo-4-4-2023
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 26.91% while the benchmark SPY gained 19.13% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 4.31% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $126,914 which includes $45 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-4-4-2023
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 8.5%, and for the last 12 months is -2.9%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 4.05% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $394,042 which includes $1,719 cash and excludes $9,721 spent on fees and slippage.
16-GoldMomentum-4-4-2023
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 26.9%, and for the last 12 months is -25.4%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 10.98% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $10,812 which includes $120,799 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-4-4-2023
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -10.1%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.93% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $263,238 which includes $3,135 cash and excludes $1,196 spent on fees and slippage.
1-SPY-SH-4-4-2023
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -6.1%, and for the last 12 months is -24.2%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.45% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,859 which includes $720 cash and excludes $2,437 spent on fees and slippage.
2-Combo3-4-4-2023
 iM-Combo3.R1: The model’s out of sample performance YTD is -2.6%, and for the last 12 months is -9.5%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.99% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $181,186 which includes $3,685 cash and excludes $8,067 spent on fees and slippage.
15-Combo5-4-4-2023
 iM-Combo5: The model’s out of sample performance YTD is 2.8%, and for the last 12 months is -21.2%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-Combo5 gained -0.85% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $157,686 which includes $869 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-4-4-20238-1.VDIGXtrade-4-4-2023
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -1.3%, and for the last 12 months is -5.0%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Since inception, on 7/1/2014, the model gained 185.39% while the benchmark SPY gained 146.35% and VDIGX gained 136.56% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 3.27% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $285,393 which includes $357 cash and excludes $4,474 spent on fees and slippage.
29-im6-cap-strg-4-4-2023
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 8.2%, and for the last 12 months is 3.8%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 4.64% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $233,846 which includes $2,832 cash and excludes $2,675 spent on fees and slippage.
7-USMVtrade-4-4-20237-1.USMVtrade-4-4-2023
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 1.0%, and for the last 12 months is 0.9%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Since inception, on 6/30/2014, the model gained 171.58% while the benchmark SPY gained 146.35% and the ETF USMV gained 131.69% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.90% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $271,584 which includes $1,394 cash and excludes $7,751 spent on fees and slippage.
13-MinVolUSMVInv-4-4-2023 13-1.MinVolUSMVInv-4-4-2023
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 3.2%, and for the last 12 months is 15.0%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Since inception, on 1/3/2013, the model gained 623.33% while the benchmark SPY gained 240.06% and the ETF USMV gained 240.06% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 4.78% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $723,331 which includes $780 cash and excludes $7,306 spent on fees and slippage.
5-bnd-mkt-trdr-4-4-2023
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -4.9%. Over the same period the benchmark BND performance was 3.7% and -4.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.93% at a time when BND gained 1.01%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $138,738 which includes $1,679 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-4-4-2023
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -10.1%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.93% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $263,238 which includes $3,135 cash and excludes $1,196 spent on fees and slippage.
25-Best2MCsETF-4-4-2023
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is -4.9%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 3.27% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $145,785 which includes -$541 cash and excludes $3,114 spent on fees and slippage.
26-Best4MCsVang-4-4-2023
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is -8.8%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 2.88% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $153,116 which includes $811 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-4-4-2023
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 5.6%, and for the last 12 months is -6.8%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 3.60% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $179,605 which includes $2,075 cash and excludes $5,393 spent on fees and slippage.
22-imc-gld-stk-bnd-4-4-2023
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 8.8%, and for the last 12 months is 1.6%. Over the same period the benchmark SPY performance was 7.9% and -7.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.43% at a time when SPY gained 3.65%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,682 which includes $36 cash and excludes $9,190 spent on fees and slippage.
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