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iM-Best Reports – 9/6/2022

Performance-wk-9-7-2022 Performance-mth-9-7-2022 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-6040-9-7-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -12.4%, and for the last 12 months is -9.7%. Over the same period the benchmark E60B40 performance was -14.7% and -12.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -2.73% at a time when SPY gained -2.37%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $142,741 which includes $759 cash and excludes $2,393 spent on fees and slippage.
31-im-fs-7030-9-7-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -12.8%, and for the last 12 months is -10.0%. Over the same period the benchmark E60B40 performance was -14.7% and -12.1% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained -2.84% at a time when SPY gained -2.37%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $146,581 which includes $638 cash and excludes $2,542 spent on fees and slippage.
32-im-fs-8020-9-7-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -13.3%, and for the last 12 months is -10.4%. Over the same period the benchmark E60B40 performance was -14.7% and -12.1% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained -2.94% at a time when SPY gained -2.37%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $150,249 which includes $426 cash and excludes $2,686 spent on fees and slippage.
18-5HedgeFundSelect-9-7-2022 18-1.5HedgeFundSelect-9-7-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 309.14% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -4.23% at a time when SPY gained -2.95%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $102,285 which includes $850 cash and excludes $1,778 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-9-7-2022 10-1.iM-10LargeHedgeFundSelect-9-7-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 198.03% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -3.61% at a time when SPY gained -2.95%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $74,508 which includes -$924 cash and excludes $1,144 spent on fees and slippage.
38-iM-Top5QQQSelect-9-7-202238-1.iM-Top5QQQSelect-9-7-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 429.42% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -5.33% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $529,416 which includes $1,755 cash and excludes $9,392 spent on fees and slippage.
37-iM-Top5XLBSelect-9-7-202237-1.iM-Top5XLBSelect-9-7-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 157.78% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -5.54% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $257,778 which includes $939 cash and excludes $8,554 spent on fees and slippage.
35-iM-Top5XLISelect-9-7-202235-1.iM-Top5XLISelect-9-7-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 259.27% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained -2.03% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $359,268 which includes $6,515 cash and excludes $5,117 spent on fees and slippage.
27-iM-Top5XLKSelect-9-7-202227-1.iM-Top5XLKSelect-9-7-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 400.54% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained -3.06% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $500,539 which includes $2,714 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-9-7-202228-1.iM-Top5XLPSelect-9-7-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 161.52% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained -3.83% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $261,523 which includes $328 cash and excludes $1,554 spent on fees and slippage.
33-iM-Top5XLVSelect-9-7-202233-1.iM-Top5XLVSelect-9-7-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 352.07% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained 0.18% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $452,067 which includes -$8,471 cash and excludes $8,030 spent on fees and slippage.
34-iM-Top5XLUSelect-9-7-202234-1.iM-Top5XLUSelect-9-7-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 136.74% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained -1.95% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $236,744 which includes -$1,295 cash and excludes $10,112 spent on fees and slippage.
36-iM-Top5XLYSelect-9-7-202236-1.iM-Top5XLYSelect-9-7-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 153.32% while the benchmark SPY gained 115.51% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained -1.49% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $253,319 which includes $3,294 cash and excludes $4,891 spent on fees and slippage.
39-Top5SeasonalCombo-9-7-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 17.92% while the benchmark SPY gained 11.87% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained -3.45% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $117,918 which includes $853 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-9-7-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -14.0%, and for the last 12 months is -15.4%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -4.32% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $346,230 which includes $1,052 cash and excludes $8,571 spent on fees and slippage.
16-GoldMomentum-9-7-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -42.2%, and for the last 12 months is -37.5%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -7.55% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $19,053 which includes $111,830 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-9-7-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -15.5%, and for the last 12 months is -16.7%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -2.95% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $248,383 which includes -$531 cash and excludes $1,114 spent on fees and slippage.
1-SPY-SH-9-7-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -25.6%, and for the last 12 months is -21.6%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of Best(SPY-SH) gained -2.93% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $00 which includes -$66,038 cash and excludes $2,305 spent on fees and slippage.
2-Combo3-9-7-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -12.3%, and for the last 12 months is -6.4%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of iM-Combo3.R1 gained -0.51% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $184,693 which includes $1,533 cash and excludes $7,968 spent on fees and slippage.
15-Combo5-9-7-2022
 iM-Combo5: The model’s out of sample performance YTD is -30.4%, and for the last 12 months is -27.3%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of iM-Combo5 gained -2.39% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $158,087 which includes $727 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-9-7-20228-1.VDIGXtrade-9-7-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -16.2%, and for the last 12 months is -13.2%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Since inception, on 7/1/2014, the model gained 168.52% while the benchmark SPY gained 131.34% and VDIGX gained 129.15% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained -2.78% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $268,517 which includes $969 cash and excludes $4,357 spent on fees and slippage.
29-im6-cap-strg-9-7-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -9.2%, and for the last 12 months is -8.5%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -3.75% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $197,435 which includes $3,428 cash and excludes $2,452 spent on fees and slippage.
7-USMVtrade-9-7-20227-1.USMVtrade-9-7-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -10.6%, and for the last 12 months is -9.9%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Since inception, on 6/30/2014, the model gained 134.43% while the benchmark SPY gained 131.34% and the ETF USMV gained 122.43% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained -2.15% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $234,426 which includes $962 cash and excludes $7,579 spent on fees and slippage.
13-MinVolUSMVInv-9-7-2022 13-1.MinVolUSMVInv-9-7-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 11.6%, and for the last 12 months is 13.1%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Since inception, on 1/3/2013, the model gained 541.29% while the benchmark SPY gained 219.34% and the ETF USMV gained 219.34% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -1.48% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $641,291 which includes -$3,676 cash and excludes $6,602 spent on fees and slippage.
5-bnd-mkt-trdr-9-7-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -11.8%, and for the last 12 months is -13.1%. Over the same period the benchmark BND performance was -11.8% and -12.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained -1.37% at a time when BND gained -1.51%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $133,958 which includes $1,746 cash and excludes $2,379 spent on fees and slippage.
4-ModSumYieldCurve-9-7-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -15.5%, and for the last 12 months is -16.7%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained -2.95% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $248,383 which includes -$531 cash and excludes $1,114 spent on fees and slippage.
25-Best2MCsETF-9-7-2022
 iM-Best2 MC-Score ETF System: 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 SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -2.47% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $00 which includes -$141,624 cash and excludes $1,394 spent on fees and slippage.
26-Best4MCsVang-9-7-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -8.5%, and for the last 12 months is -3.7%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained -2.14% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $154,037 which includes $1,785 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-9-7-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -13.0%, and for the last 12 months is -8.3%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained -3.87% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $175,053 which includes -$90 cash and excludes $5,043 spent on fees and slippage.
22-imc-gld-stk-bnd-9-7-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -8.8%, and for the last 12 months is -3.0%. Over the same period the benchmark SPY performance was -17.1% and -12.5% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -2.18% at a time when SPY gained -2.95%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $162,890 which includes -$164 cash and excludes $8,561 spent on fees and slippage.
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