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iM-Best Reports – 1/4/21

Performance-wk-1-5-2021 Performance-mth-1-5-2021 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-6040-1-5-2021
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -0.8%, and for the last 12 months is 5.2%. Over the same period the benchmark E60B40 performance was -0.9% and 14.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.56% at a time when SPY gained -0.50%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $136,841 which includes $983 cash and excludes $1,783 spent on fees and slippage.
31-im-fs-7030-1-5-2021
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -1.0%, and for the last 12 months is 4.2%. Over the same period the benchmark E60B40 performance was -0.9% and 14.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -0.71% at a time when SPY gained -0.50%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $138,798 which includes $881 cash and excludes $1,918 spent on fees and slippage.
32-im-fs-8020-1-5-2021
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -1.1%, and for the last 12 months is 3.3%. Over the same period the benchmark E60B40 performance was -0.9% and 14.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -0.84% at a time when SPY gained -0.50%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $140,661 which includes $1,068 cash and excludes $2,045 spent on fees and slippage.
18-5HedgeFundSelect-1-5-2021 18-1.5HedgeFundSelect-1-5-2021
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 391.57% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.10% at a time when SPY gained -0.91%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $122,899 which includes $11,488 cash and excludes $1,203 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-1-5-2021 10-1.iM-10LargeHedgeFundSelect-1-5-2021
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 367.88% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -0.62% at a time when SPY gained -0.91%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $116,971 which includes -$62 cash and excludes $712 spent on fees and slippage.
38-iM-Top5QQQSelect-1-5-202138-1.iM-Top5QQQSelect-1-5-2021
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 367.32% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.27% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $467,317 which includes $1,099 cash and excludes $6,189 spent on fees and slippage.
37-iM-Top5XLBSelect-1-5-202137-1.iM-Top5XLBSelect-1-5-2021
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 82.12% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.27% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $182,122 which includes $1,152 cash and excludes $5,227 spent on fees and slippage.
35-iM-Top5XLISelect-1-5-202135-1.iM-Top5XLISelect-1-5-2021
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 199.55% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.27% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $299,548 which includes $518 cash and excludes $3,244 spent on fees and slippage.
27-iM-Top5XLKSelect-1-5-202127-1.iM-Top5XLKSelect-1-5-2021
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 380.96% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -0.27% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $480,962 which includes $910 cash and excludes $1,573 spent on fees and slippage.
28-iM-Top5XLPSelect-1-5-202128-1.iM-Top5XLPSelect-1-5-2021
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 154.98% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.58% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $254,976 which includes $1,165 cash and excludes $1,132 spent on fees and slippage.
33-iM-Top5XLVSelect-1-5-202133-1.iM-Top5XLVSelect-1-5-2021
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 264.36% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.27% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $364,361 which includes $1,448 cash and excludes $5,042 spent on fees and slippage.
34-iM-Top5XLUSelect-1-5-202134-1.iM-Top5XLUSelect-1-5-2021
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 90.03% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -0.27% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $190,026 which includes $2,358 cash and excludes $6,620 spent on fees and slippage.
36-iM-Top5XLYSelect-1-5-202136-1.iM-Top5XLYSelect-1-5-2021
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 148.55% while the benchmark SPY gained 99.24% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -0.27% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $248,552 which includes $924 cash and excludes $2,742 spent on fees and slippage.
39-Top5SeasonalCombo-1-5-2021
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained -0.39% while the benchmark SPY gained 3.42% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.36% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $99,611 which includes $678 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-1-5-2021
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -1.3%, and for the last 12 months is 33.6%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.67% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $334,062 which includes $1,097 cash and excludes $6,000 spent on fees and slippage.
16-GoldMomentum-1-5-2021
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 6.5%, and for the last 12 months is 78.7%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 7.02% at a time when SPY gained -0.91%. 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-1-5-2021
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -1.4%, and for the last 12 months is -8.0%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of Best(SPY-SH) gained -0.90% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $653,532 which includes $3,355 cash and excludes $25,118 spent on fees and slippage.
2-Combo3-1-5-2021
 iM-Combo3.R1: The model’s out of sample performance YTD is -1.9%, and for the last 12 months is -4.9%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -1.56% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $168,471 which includes $3,511 cash and excludes $6,679 spent on fees and slippage.
15-Combo5-1-5-2021
 iM-Combo5: The model’s out of sample performance YTD is -2.0%, and for the last 12 months is 12.3%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of iM-Combo5 gained -1.60% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $174,073 which includes -$689 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-1-5-20218-1.VDIGXtrade-1-5-2021
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -1.8%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Since inception, on 7/1/2014, the model gained 165.76% while the benchmark SPY gained 113.87% and VDIGX gained 103.40% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.31% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $265,762 which includes $477 cash and excludes $3,805 spent on fees and slippage.
29-im6-cap-strg-1-5-2021
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -1.1%, and for the last 12 months is 5.3%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.13% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $185,982 which includes $32,547 cash and excludes $1,592 spent on fees and slippage.
7-USMVtrade-1-5-20217-1.USMVtrade-1-5-2021
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -0.9%, and for the last 12 months is -5.2%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Since inception, on 6/30/2014, the model gained 122.27% while the benchmark SPY gained 113.87% and the ETF USMV gained 105.09% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.08% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $222,270 which includes $1,832 cash and excludes $7,158 spent on fees and slippage.
13-MinVolUSMVInv-1-5-2021 13-1.MinVolUSMVInv-1-5-2021
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is -1.7%, and for the last 12 months is 21.4%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Since inception, on 1/3/2013, the model gained 343.76% while the benchmark SPY gained 195.23% and the ETF USMV gained 166.48% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.71% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $443,764 which includes $2,394 cash and excludes $3,529 spent on fees and slippage.
5-bnd-mkt-trdr-1-5-2021
 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 -0.04% at a time when BND gained 0.10%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $148,418 which includes $4,060 cash and excludes $2,087 spent on fees and slippage.
3-Short-1-5-2021
 iM-Best(Short): The model’s out of sample performance YTD is 0.3%, and for the last 12 months is -17.4%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of iM-Best(Short) gained -0.26% at a time when SPY gained -0.91%. Over the period 1/2/2009 to 1/4/2021 the starting capital of $100,000 would have grown to $65,874 which includes $91,076 cash and excludes $29,803 spent on fees and slippage.
25-Best2MCsETF-1-5-2021
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -1.2%, and for the last 12 months is 3.6%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.69% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $129,650 which includes $1,546 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-1-5-2021
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -2.1%, and for the last 12 months is 2.2%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -1.11% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $131,603 which includes $2,385 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-1-5-2021
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -1.3%, and for the last 12 months is -5.5%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -0.90% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,677 which includes $1,260 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-1-5-2021
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 2.1%, and for the last 12 months is 30.2%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 3.47% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $169,714 which includes $13,893 cash and excludes $5,950 spent on fees and slippage.
23-iM-lo-turn-over-1-5-2021
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 0.2%, and for the last 12 months is -1.3%. Over the same period the benchmark SPY performance was -1.4% and 16.5% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 1.12% at a time when SPY gained -0.91%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $110,766 which includes $2,594 cash and excludes $2,292 spent on fees and slippage.
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