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iM-Best Reports – 2/23/2022

Performance-wk-2-23-2022 Performance-mth-2-23-2022 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-6040-2-23-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -7.8%, and for the last 12 months is 5.6%. Over the same period the benchmark E60B40 performance was -7.2% and 5.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.30% at a time when SPY gained -1.18%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $150,214 which includes $1,538 cash and excludes $1,786 spent on fees and slippage.
31-im-fs-7030-2-23-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -8.4%, and for the last 12 months is 5.9%. Over the same period the benchmark E60B40 performance was -7.2% and 5.6% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.57% at a time when SPY gained -1.18%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $154,042 which includes $963 cash and excludes $1,921 spent on fees and slippage.
32-im-fs-8020-2-23-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -9.0%, and for the last 12 months is 6.1%. Over the same period the benchmark E60B40 performance was -7.2% and 5.6% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.83% at a time when SPY gained -1.18%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $157,725 which includes $618 cash and excludes $2,048 spent on fees and slippage.
18-5HedgeFundSelect-2-23-2022 18-1.5HedgeFundSelect-2-23-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 369.52% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -4.25% at a time when SPY gained -2.15%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $117,380 which includes -$2,519 cash and excludes $1,582 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-2-23-2022 10-1.iM-10LargeHedgeFundSelect-2-23-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 245.42% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -5.10% at a time when SPY gained -2.15%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $86,354 which includes $1,346 cash and excludes $1,003 spent on fees and slippage.
38-iM-Top5QQQSelect-2-23-202238-1.iM-Top5QQQSelect-2-23-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 510.88% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -0.73% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $610,881 which includes $798 cash and excludes $8,416 spent on fees and slippage.
37-iM-Top5XLBSelect-2-23-202237-1.iM-Top5XLBSelect-2-23-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 149.77% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -1.43% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $249,766 which includes $980 cash and excludes $7,495 spent on fees and slippage.
35-iM-Top5XLISelect-2-23-202235-1.iM-Top5XLISelect-2-23-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 274.47% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -1.45% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $374,469 which includes $1,382 cash and excludes $4,167 spent on fees and slippage.
27-iM-Top5XLKSelect-2-23-202227-1.iM-Top5XLKSelect-2-23-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 503.72% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -1.11% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $603,718 which includes $1,016 cash and excludes $1,706 spent on fees and slippage.
28-iM-Top5XLPSelect-2-23-202228-1.iM-Top5XLPSelect-2-23-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 185.34% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -1.32% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $285,338 which includes $2,114 cash and excludes $1,529 spent on fees and slippage.
33-iM-Top5XLVSelect-2-23-202233-1.iM-Top5XLVSelect-2-23-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 381.33% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -0.11% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $481,334 which includes $1,020 cash and excludes $6,397 spent on fees and slippage.
34-iM-Top5XLUSelect-2-23-202234-1.iM-Top5XLUSelect-2-23-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 109.01% while the benchmark SPY gained 135.17% 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 -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $209,014 which includes $3,495 cash and excludes $8,671 spent on fees and slippage.
36-iM-Top5XLYSelect-2-23-202236-1.iM-Top5XLYSelect-2-23-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 198.42% while the benchmark SPY gained 135.17% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -5.85% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $298,425 which includes $622 cash and excludes $3,672 spent on fees and slippage.
39-Top5SeasonalCombo-2-23-2022
iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 22.19% while the benchmark SPY gained 22.08% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -2.12% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $122,187 which includes $1,542 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-2-23-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -4.2%, and for the last 12 months is 4.4%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -1.54% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $385,629 which includes $1,791 cash and excludes $7,509 spent on fees and slippage.
16-GoldMomentum-2-23-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 10.3%, and for the last 12 months is 8.4%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 4.23% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $60,157 which includes $85,828 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-2-23-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -5.9%, and for the last 12 months is 2.6%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -2.16% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $276,883 which includes -$619 cash and excludes $950 spent on fees and slippage.
1-SPY-SH-2-23-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -9.4%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of Best(SPY-SH) gained -2.15% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $770,617 which includes $398 cash and excludes $25,132 spent on fees and slippage.
2-Combo3-2-23-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -11.6%, and for the last 12 months is 5.9%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained -2.89% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $186,122 which includes $4,874 cash and excludes $7,707 spent on fees and slippage.
15-Combo5-2-23-2022
 iM-Combo5: The model’s out of sample performance YTD is -14.4%, and for the last 12 months is 4.9%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of iM-Combo5 gained -3.30% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $194,329 which includes $4,077 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-2-23-20228-1.VDIGXtrade-2-23-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -11.8%, and for the last 12 months is 5.9%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Since inception, on 7/1/2014, the model gained 182.58% while the benchmark SPY gained 152.44% and VDIGX gained 145.10% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -3.94% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $282,580 which includes $1,009 cash and excludes $4,184 spent on fees and slippage.
29-im6-cap-strg-2-23-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -0.3%, and for the last 12 months is 13.5%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -1.06% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $216,634 which includes $1,077 cash and excludes $2,171 spent on fees and slippage.
7-USMVtrade-2-23-20227-1.USMVtrade-2-23-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -1.6%, and for the last 12 months is 13.3%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Since inception, on 6/30/2014, the model gained 158.14% while the benchmark SPY gained 152.44% and the ETF USMV gained 126.29% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -0.82% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $258,144 which includes $155 cash and excludes $7,436 spent on fees and slippage.
13-MinVolUSMVInv-2-23-2022 13-1.MinVolUSMVInv-2-23-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is -0.8%, and for the last 12 months is 22.1%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Since inception, on 1/3/2013, the model gained 469.62% while the benchmark SPY gained 248.47% and the ETF USMV gained 248.47% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.43% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $569,621 which includes $6,850 cash and excludes $5,344 spent on fees and slippage.
5-bnd-mkt-trdr-2-23-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -3.7%, and for the last 12 months is -2.2%. Over the same period the benchmark BND performance was -3.7% and -3.5% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.16% at a time when BND gained 0.26%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $146,264 which includes -$650 cash and excludes $2,203 spent on fees and slippage.
4-ModSumYieldCurve-2-23-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -5.9%, and for the last 12 months is 2.6%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -2.16% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $276,883 which includes -$619 cash and excludes $950 spent on fees and slippage.
25-Best2MCsETF-2-23-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -6.0%, and for the last 12 months is 14.2%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.60% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $146,330 which includes $4,209 cash and excludes $1,386 spent on fees and slippage.
26-Best4MCsVang-2-23-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -6.6%, and for the last 12 months is 14.2%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.47% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $157,211 which includes $6,089 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-2-23-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -9.4%, and for the last 12 months is 11.5%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -2.11% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,340 which includes $3,639 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-2-23-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 2.3%, and for the last 12 months is 16.6%. Over the same period the benchmark SPY performance was -9.6% and 11.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.61% at a time when SPY gained -2.15%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $182,630 which includes -$1,992 cash and excludes $8,558 spent on fees and slippage.
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