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iM-Best Reports – 5/23/2023

Performance-wk-5-23-2023 Performance-mth-5-23-2023 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-5-23-2023
 iM-Inflation Attuned Multi-Model Market Timer: The model’s out of sample performance YTD is -16.8%, and for the last 12 months is -20.0%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of the iM-Inflation Attuned Multi-Model Market Timer gained 0.83% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $128,672,827 which includes $1,500,552 cash and excludes $2,306,270 spent on fees and slippage.
12-CB-LEIg-5-23-2023
 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 -2.14% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $510,833 which includes $44 cash and excludes $566 spent on fees and slippage.
30-im-fs-6040-5-23-2023
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 0.5%. Over the same period the benchmark E60B40 performance was 6.9% and 5.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.44% at a time when SPY gained 0.38%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $147,000 which includes $1,394 cash and excludes $2,960 spent on fees and slippage.
31-im-fs-7030-5-23-2023
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 4.6%, and for the last 12 months is 0.8%. Over the same period the benchmark E60B40 performance was 6.9% and 5.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.69% at a time when SPY gained 0.38%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $151,668 which includes $1,457 cash and excludes $3,126 spent on fees and slippage.
32-im-fs-8020-5-23-2023
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 4.9%, and for the last 12 months is 1.2%. Over the same period the benchmark E60B40 performance was 6.9% and 5.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.93% at a time when SPY gained 0.38%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $156,194 which includes $1,620 cash and excludes $3,285 spent on fees and slippage.
18-5HedgeFundSelect-5-23-2023 18-1.5HedgeFundSelect-5-23-2023
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 334.11% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 3.94% at a time when SPY gained 1.40%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $108,527 which includes -$1,362 cash and excludes $2,030 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-5-23-2023 10-1.iM-10LargeHedgeFundSelect-5-23-2023
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 234.81% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained 6.38% at a time when SPY gained 1.40%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $83,703 which includes $134 cash and excludes $1,280 spent on fees and slippage.
38-iM-Top5QQQSelect-5-23-202338-1.iM-Top5QQQSelect-5-23-2023
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 540.21% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained 4.12% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $640,209 which includes -$5,607 cash and excludes $9,704 spent on fees and slippage.
37-iM-Top5XLBSelect-5-23-202337-1.iM-Top5XLBSelect-5-23-2023
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 140.00% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.42% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $239,996 which includes $270 cash and excludes $10,176 spent on fees and slippage.
35-iM-Top5XLISelect-5-23-202335-1.iM-Top5XLISelect-5-23-2023
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 316.39% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 0.58% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $416,390 which includes $2,544 cash and excludes $5,757 spent on fees and slippage.
27-iM-Top5XLKSelect-5-23-202327-1.iM-Top5XLKSelect-5-23-2023
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 438.90% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 3.36% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $538,896 which includes $902 cash and excludes $1,799 spent on fees and slippage.
28-iM-Top5XLPSelect-5-23-202328-1.iM-Top5XLPSelect-5-23-2023
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 162.45% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.41% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $262,450 which includes -$30 cash and excludes $1,974 spent on fees and slippage.
33-iM-Top5XLVSelect-5-23-202333-1.iM-Top5XLVSelect-5-23-2023
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 348.80% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 1.58% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $448,799 which includes $918 cash and excludes $10,255 spent on fees and slippage.
34-iM-Top5XLUSelect-5-23-202334-1.iM-Top5XLUSelect-5-23-2023
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 123.60% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -2.87% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $223,597 which includes $3,236 cash and excludes $11,745 spent on fees and slippage.
36-iM-Top5XLYSelect-5-23-202336-1.iM-Top5XLYSelect-5-23-2023
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 197.27% while the benchmark SPY gained 133.87% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.91% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $297,273 which includes $1,533 cash and excludes $5,392 spent on fees and slippage.
39-Top5SeasonalCombo-5-23-2023
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 29.36% while the benchmark SPY gained 21.41% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.26% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $129,356 which includes $2,449 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-5-23-2023
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 3.4%, and for the last 12 months is 4.0%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained 0.78% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $375,277 which includes $2,018 cash and excludes $9,828 spent on fees and slippage.
16-GoldMomentum-5-23-2023
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 25.8%, and for the last 12 months is -5.8%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -5.08% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $04 which includes $120,815 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-5-23-2023
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 4.8%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.41% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $263,988 which includes -$1,944 cash and excludes $1,281 spent on fees and slippage.
1-SPY-SH-5-23-2023
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -7.0%, and for the last 12 months is -12.8%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of Best(SPY-SH) gained -1.25% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $62,276 which includes $720 cash and excludes $2,437 spent on fees and slippage.
2-Combo3-5-23-2023
 iM-Combo3.R1: The model’s out of sample performance YTD is -3.8%, and for the last 12 months is -1.7%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.43% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $179,052 which includes $1,810 cash and excludes $8,069 spent on fees and slippage.
15-Combo5-5-23-2023
 iM-Combo5: The model’s out of sample performance YTD is 1.4%, and for the last 12 months is -6.8%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of iM-Combo5 gained -1.59% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $155,481 which includes $1,097 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-5-23-20238-1.VDIGXtrade-5-23-2023
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -1.6%, and for the last 12 months is 5.8%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Since inception, on 7/1/2014, the model gained 184.44% while the benchmark SPY gained 151.05% and VDIGX gained 135.49% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.05% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $284,439 which includes $648 cash and excludes $4,484 spent on fees and slippage.
29-im6-cap-strg-5-23-2023
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 3.5%, and for the last 12 months is 2.4%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.23% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $223,758 which includes $3,865 cash and excludes $2,675 spent on fees and slippage.
7-USMVtrade-5-23-20237-1.USMVtrade-5-23-2023
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 2.2%, and for the last 12 months is 9.4%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Since inception, on 6/30/2014, the model gained 174.99% while the benchmark SPY gained 151.05% and the ETF USMV gained 131.47% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.98% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $274,992 which includes $555 cash and excludes $7,799 spent on fees and slippage.
13-MinVolUSMVInv-5-23-2023 13-1.MinVolUSMVInv-5-23-2023
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 2.8%, and for the last 12 months is 18.1%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Since inception, on 1/3/2013, the model gained 620.39% while the benchmark SPY gained 246.56% and the ETF USMV gained 246.56% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 1.63% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $720,390 which includes $1,182 cash and excludes $8,139 spent on fees and slippage.
5-bnd-mkt-trdr-5-23-2023
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): 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 BND performance was 2.1% and -2.2% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.79% at a time when BND gained -1.13%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $136,392 which includes $2,008 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-5-23-2023
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 4.8%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 1.41% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $263,988 which includes -$1,944 cash and excludes $1,281 spent on fees and slippage.
25-Best2MCsETF-5-23-2023
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 4.7%, and for the last 12 months is 4.5%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -1.01% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,086 which includes $238 cash and excludes $3,412 spent on fees and slippage.
26-Best4MCsVang-5-23-2023
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 1.6%, and for the last 12 months is -0.5%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.97% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,417 which includes -$530 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-5-23-2023
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 7.6%, and for the last 12 months is 2.4%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.38% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,992 which includes $2,075 cash and excludes $5,393 spent on fees and slippage.
22-imc-gld-stk-bnd-5-23-2023
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 8.0%, and for the last 12 months is 5.3%. Over the same period the benchmark SPY performance was 9.9% and 9.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -2.12% at a time when SPY gained 1.40%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $186,358 which includes $36 cash and excludes $9,190 spent on fees and slippage.
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