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iM-Best Reports – 12/14/2020

Performance-wk-12-15-2020 Performance-mth-12-15-2020 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-6040-12-15-2020
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 4.4%, and for the last 12 months is 5.6%. Over the same period the benchmark E60B40 performance was 13.3% and 14.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.44% at a time when SPY gained -0.65%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $135,119 which includes $629 cash and excludes $1,783 spent on fees and slippage.
31-im-fs-7030-12-15-2020
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 3.3%, and for the last 12 months is 4.7%. Over the same period the benchmark E60B40 performance was 13.3% and 14.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.55% at a time when SPY gained -0.65%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $136,943 which includes $470 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-12-15-2020
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 3.8%. Over the same period the benchmark E60B40 performance was 13.3% and 14.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.66% at a time when SPY gained -0.65%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $138,676 which includes $600 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-12-15-2020 18-1.5HedgeFundSelect-12-15-2020
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 391.01% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained 1.20% at a time when SPY gained -1.20%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $122,754 which includes $11,468 cash and excludes $1,203 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-12-15-2020 10-1.iM-10LargeHedgeFundSelect-12-15-2020
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 353.39% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.01% at a time when SPY gained -1.20%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $113,348 which includes $115 cash and excludes $707 spent on fees and slippage.
38-iM-Top5QQQSelect-12-15-202038-1.iM-Top5QQQSelect-12-15-2020
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 371.55% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.48% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $471,552 which includes $1,099 cash and excludes $6,189 spent on fees and slippage.
37-iM-Top5XLBSelect-12-15-202037-1.iM-Top5XLBSelect-12-15-2020
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 76.62% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.48% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $176,621 which includes -$45 cash and excludes $5,141 spent on fees and slippage.
35-iM-Top5XLISelect-12-15-202035-1.iM-Top5XLISelect-12-15-2020
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 208.04% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.48% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $308,038 which includes $1,930 cash and excludes $3,242 spent on fees and slippage.
27-iM-Top5XLKSelect-12-15-202027-1.iM-Top5XLKSelect-12-15-2020
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 368.96% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.48% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $468,962 which includes $900 cash and excludes $1,539 spent on fees and slippage.
28-iM-Top5XLPSelect-12-15-202028-1.iM-Top5XLPSelect-12-15-2020
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 154.91% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 0.33% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $254,905 which includes $1,258 cash and excludes $1,014 spent on fees and slippage.
33-iM-Top5XLVSelect-12-15-202033-1.iM-Top5XLVSelect-12-15-2020
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 260.00% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.48% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $360,000 which includes $1,448 cash and excludes $5,042 spent on fees and slippage.
34-iM-Top5XLUSelect-12-15-202034-1.iM-Top5XLUSelect-12-15-2020
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 92.43% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.48% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $192,425 which includes $2,358 cash and excludes $6,620 spent on fees and slippage.
36-iM-Top5XLYSelect-12-15-202036-1.iM-Top5XLYSelect-12-15-2020
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 149.78% while the benchmark SPY gained 96.17% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.48% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $249,784 which includes $924 cash and excludes $2,742 spent on fees and slippage.
17-DividendGrowth-12-15-2020
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is 32.9%, and for the last 12 months is 35.7%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.14% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $334,903 which includes $2,264 cash and excludes $5,896 spent on fees and slippage.
16-GoldMomentum-12-15-2020
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 52.3%, and for the last 12 months is 64.4%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -4.37% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $66,006 cash and excludes Gain to date spent on fees and slippage.
1-SPY-SH-12-15-2020
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -9.2%, and for the last 12 months is -7.5%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of Best(SPY-SH) gained -1.20% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $643,466 which includes $570 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-12-15-2020
 iM-Combo3.R1: The model’s out of sample performance YTD is -7.1%, and for the last 12 months is -5.9%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.64% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $164,513 which includes $3,099 cash and excludes $6,679 spent on fees and slippage.
15-Combo5-12-15-2020
 iM-Combo5: The model’s out of sample performance YTD is 10.2%, and for the last 12 months is 12.1%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of iM-Combo5 gained -1.69% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $169,761 which includes $1,132 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-12-15-20208-1.VDIGXtrade-12-15-2020
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 8.3%, and for the last 12 months is 9.9%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Since inception, on 7/1/2014, the model gained 165.16% while the benchmark SPY gained 110.58% and VDIGX gained 103.31% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -0.52% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $265,161 which includes $1,480 cash and excludes $3,800 spent on fees and slippage.
29-im6-cap-strg-12-15-2020
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.8%, and for the last 12 months is 6.7%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.21% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $186,167 which includes $31,622 cash and excludes $1,592 spent on fees and slippage.
7-USMVtrade-12-15-20207-1.USMVtrade-12-15-2020
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -6.3%, and for the last 12 months is -4.5%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Since inception, on 6/30/2014, the model gained 120.09% while the benchmark SPY gained 110.58% and the ETF USMV gained 103.26% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.58% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $220,092 which includes $859 cash and excludes $7,158 spent on fees and slippage.
13-MinVolUSMVInv-12-15-2020 13-1.MinVolUSMVInv-12-15-2020
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 19.5%, and for the last 12 months is 21.1%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Since inception, on 1/3/2013, the model gained 335.33% while the benchmark SPY gained 190.69% and the ETF USMV gained 164.09% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.41% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $435,332 which includes $1,288 cash and excludes $3,529 spent on fees and slippage.
5-bnd-mkt-trdr-12-15-2020
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -36.6%, and for the last 12 months is -32.3%. Over the same period the benchmark SPY performance was 3.0% and 11.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -0.12% at a time when BND gained 0.19%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $147,127 which includes $3,465 cash and excludes $2,087 spent on fees and slippage.
3-Short-12-15-2020
 iM-Best(Short): The model’s out of sample performance YTD is -16.6%, and for the last 12 months is -17.6%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of iM-Best(Short) gained 1.67% at a time when SPY gained -1.20%. Over the period 1/2/2009 to 12/14/2020 the starting capital of $100,000 would have grown to $67,122 which includes $120,168 cash and excludes $29,577 spent on fees and slippage.
25-Best2MCsETF-12-15-2020
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 2.5%, and for the last 12 months is 3.8%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.55% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $128,860 which includes $1,005 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-12-15-2020
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 1.3%, and for the last 12 months is 3.5%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.33% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,460 which includes $1,053 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-12-15-2020
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -6.8%, and for the last 12 months is -5.0%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -1.20% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $152,301 which includes $603 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-12-15-2020
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 23.2%, and for the last 12 months is 24.7%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.73% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $160,441 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
23-iM-lo-turn-over-12-15-2020
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is -4.0%, and for the last 12 months is -3.0%. Over the same period the benchmark SPY performance was 14.9% and 17.1% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained -1.06% at a time when SPY gained -1.20%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $108,073 which includes $2,295 cash and excludes $2,292 spent on fees and slippage.
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