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iM-Best Reports – 4/11/2022

Performance-wk-4-12-2022 Performance-mth-4-12-2022 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-6040-4-12-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -7.5%, and for the last 12 months is 3.1%. Over the same period the benchmark E60B40 performance was -7.4% and 2.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.79% at a time when SPY gained -3.22%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $150,705 which includes $1,118 cash and excludes $2,097 spent on fees and slippage.
31-im-fs-7030-4-12-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -7.9%, and for the last 12 months is 3.3%. Over the same period the benchmark E60B40 performance was -7.4% and 2.2% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -1.79% at a time when SPY gained -3.22%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $154,926 which includes $1,253 cash and excludes $2,238 spent on fees and slippage.
32-im-fs-8020-4-12-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -8.3%, and for the last 12 months is 3.3%. Over the same period the benchmark E60B40 performance was -7.4% and 2.2% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -1.79% at a time when SPY gained -3.22%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $158,969 which includes $1,327 cash and excludes $2,374 spent on fees and slippage.
18-5HedgeFundSelect-4-12-2022 18-1.5HedgeFundSelect-4-12-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 382.55% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -6.95% at a time when SPY gained -3.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $120,637 which includes -$3,797 cash and excludes $1,644 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-4-12-2022 10-1.iM-10LargeHedgeFundSelect-4-12-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 258.11% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -10.26% at a time when SPY gained -3.70%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $89,528 which includes $298 cash and excludes $1,052 spent on fees and slippage.
38-iM-Top5QQQSelect-4-12-202238-1.iM-Top5QQQSelect-4-12-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 476.16% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -8.71% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $576,163 which includes $143 cash and excludes $8,445 spent on fees and slippage.
37-iM-Top5XLBSelect-4-12-202237-1.iM-Top5XLBSelect-4-12-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 180.97% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.16% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $280,969 which includes $314 cash and excludes $7,874 spent on fees and slippage.
35-iM-Top5XLISelect-4-12-202235-1.iM-Top5XLISelect-4-12-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 280.82% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -0.57% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $380,818 which includes -$4,705 cash and excludes $4,681 spent on fees and slippage.
27-iM-Top5XLKSelect-4-12-202227-1.iM-Top5XLKSelect-4-12-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 461.36% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -5.99% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $561,363 which includes $2,838 cash and excludes $1,706 spent on fees and slippage.
28-iM-Top5XLPSelect-4-12-202228-1.iM-Top5XLPSelect-4-12-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 181.48% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 2.58% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $281,477 which includes $2,046 cash and excludes $1,532 spent on fees and slippage.
33-iM-Top5XLVSelect-4-12-202233-1.iM-Top5XLVSelect-4-12-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 391.48% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.08% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $491,479 which includes $7,123 cash and excludes $6,641 spent on fees and slippage.
34-iM-Top5XLUSelect-4-12-202234-1.iM-Top5XLUSelect-4-12-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 139.37% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 1.53% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $239,366 which includes $801 cash and excludes $8,983 spent on fees and slippage.
36-iM-Top5XLYSelect-4-12-202236-1.iM-Top5XLYSelect-4-12-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 185.80% while the benchmark SPY gained 141.58% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 0.42% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $285,799 which includes -$415 cash and excludes $4,315 spent on fees and slippage.
39-Top5SeasonalCombo-4-12-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 25.70% while the benchmark SPY gained 25.41% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -0.12% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $125,701 which includes $999 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-4-12-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -0.9%, and for the last 12 months is 0.5%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -2.41% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $398,885 which includes $1,768 cash and excludes $7,759 spent on fees and slippage.
16-GoldMomentum-4-12-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 24.9%, and for the last 12 months is 19.4%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained 0.11% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $32 which includes $95,460 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-4-12-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -3.3%, and for the last 12 months is -0.3%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -3.69% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $284,452 which includes $264 cash and excludes $950 spent on fees and slippage.
1-SPY-SH-4-12-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -7.0%, and for the last 12 months is 8.3%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of Best(SPY-SH) gained -3.68% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $791,624 which includes $2,847 cash and excludes $25,132 spent on fees and slippage.
2-Combo3-4-12-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -7.2%, and for the last 12 months is 8.4%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of iM-Combo3.R1 gained -2.96% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $195,428 which includes $2,690 cash and excludes $7,710 spent on fees and slippage.
15-Combo5-4-12-2022
 iM-Combo5: The model’s out of sample performance YTD is -15.7%, and for the last 12 months is -1.8%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of iM-Combo5 gained -5.64% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $191,428 which includes -$1,406 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-4-12-20228-1.VDIGXtrade-4-12-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -7.3%, and for the last 12 months is 1.5%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Since inception, on 7/1/2014, the model gained 197.03% while the benchmark SPY gained 159.33% and VDIGX gained 150.37% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -1.29% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $297,028 which includes -$21 cash and excludes $4,274 spent on fees and slippage.
29-im6-cap-strg-4-12-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 7.6%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 1.29% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $226,749 which includes $2,705 cash and excludes $2,171 spent on fees and slippage.
7-USMVtrade-4-12-20227-1.USMVtrade-4-12-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 6.4%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Since inception, on 6/30/2014, the model gained 173.68% while the benchmark SPY gained 159.33% and the ETF USMV gained 143.62% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 0.99% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $273,677 which includes $1,661 cash and excludes $7,509 spent on fees and slippage.
13-MinVolUSMVInv-4-12-2022 13-1.MinVolUSMVInv-4-12-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 10.5%, and for the last 12 months is 16.8%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Since inception, on 1/3/2013, the model gained 534.72% while the benchmark SPY gained 257.98% and the ETF USMV gained 257.98% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 0.37% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $634,716 which includes $184 cash and excludes $6,167 spent on fees and slippage.
5-bnd-mkt-trdr-4-12-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -6.6%, and for the last 12 months is -5.5%. Over the same period the benchmark BND performance was -8.3% and -7.1% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -3.49% at a time when BND gained -2.50%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $141,846 which includes $485 cash and excludes $2,203 spent on fees and slippage.
4-ModSumYieldCurve-4-12-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -3.3%, and for the last 12 months is -0.3%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -3.69% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $284,452 which includes $264 cash and excludes $950 spent on fees and slippage.
25-Best2MCsETF-4-12-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -0.4%, and for the last 12 months is 14.0%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.24% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $155,087 which includes $344 cash and excludes $1,394 spent on fees and slippage.
26-Best4MCsVang-4-12-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -1.1%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -0.53% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $166,470 which includes $247 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-4-12-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -7.0%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -3.62% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,214 which includes $4,207 cash and excludes $3,984 spent on fees and slippage.
22-imc-gld-stk-bnd-4-12-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 5.1%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was -7.1% and 8.3% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.12% at a time when SPY gained -3.70%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $187,696 which includes -$1,992 cash and excludes $8,558 spent on fees and slippage.
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