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iM-Best Reports – 11/21/2022

Performance-wk-11-22-2022 Performance-mth-11-22-2022 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-6040-11-22-2022
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is -13.6%, and for the last 12 months is -13.5%. Over the same period the benchmark E60B40 performance was -14.5% and -13.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.61% at a time when SPY gained 0.20%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $140,679 which includes $1,023 cash and excludes $2,673 spent on fees and slippage.
31-im-fs-7030-11-22-2022
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is -14.0%, and for the last 12 months is -13.8%. Over the same period the benchmark E60B40 performance was -14.5% and -13.7% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.61% at a time when SPY gained 0.20%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $144,662 which includes $1,143 cash and excludes $2,831 spent on fees and slippage.
32-im-fs-8020-11-22-2022
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is -14.3%, and for the last 12 months is -14.1%. Over the same period the benchmark E60B40 performance was -14.5% and -13.7% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.61% at a time when SPY gained 0.20%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $148,489 which includes $1,302 cash and excludes $2,982 spent on fees and slippage.
18-5HedgeFundSelect-11-22-2022 18-1.5HedgeFundSelect-11-22-2022
 iM-5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 281.65% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-5HedgeFundSelect gained -1.68% at a time when SPY gained -0.13%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $95,413 which includes $6,342 cash and excludes $1,830 spent on fees and slippage.
10-iM-10LargeHedgeFundSelect-11-22-2022 10-1.iM-10LargeHedgeFundSelect-11-22-2022
 iM-10LargeHedgeFundSelect: Since inception, on 1/5/2016, the model gained 156.61% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-10LargeHedgeFundSelect gained -3.97% at a time when SPY gained -0.13%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $64,153 which includes $295 cash and excludes $1,181 spent on fees and slippage.
38-iM-Top5QQQSelect-11-22-202238-1.iM-Top5QQQSelect-11-22-2022
 iM-Top5(QQQ)Select: Since inception, on 1/5/2016, the model gained 475.43% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(QQQ)Select gained -2.66% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $575,427 which includes $1,238 cash and excludes $9,478 spent on fees and slippage.
37-iM-Top5XLBSelect-11-22-202237-1.iM-Top5XLBSelect-11-22-2022
 iM-Top5(XLB)Select: Since inception, on 1/5/2016, the model gained 170.32% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(XLB)Select gained -0.11% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $270,322 which includes $1,490 cash and excludes $9,012 spent on fees and slippage.
35-iM-Top5XLISelect-11-22-202235-1.iM-Top5XLISelect-11-22-2022
 iM-Top5(XLI)Select: Since inception, on 1/5/2016, the model gained 288.82% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(XLI)Select gained 1.82% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $388,818 which includes $935 cash and excludes $5,390 spent on fees and slippage.
27-iM-Top5XLKSelect-11-22-202227-1.iM-Top5XLKSelect-11-22-2022
 iM-Top5(XLK)Select: Since inception, on 1/5/2016, the model gained 426.15% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(XLK)Select gained 0.04% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $526,147 which includes $5,481 cash and excludes $1,738 spent on fees and slippage.
28-iM-Top5XLPSelect-11-22-202228-1.iM-Top5XLPSelect-11-22-2022
 iM-Top5(XLP)Select: Since inception, on 1/5/2016, the model gained 173.90% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(XLP)Select gained 6.61% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $273,896 which includes $1,671 cash and excludes $1,714 spent on fees and slippage.
33-iM-Top5XLVSelect-11-22-202233-1.iM-Top5XLVSelect-11-22-2022
 iM-Top5(XLV)Select: Since inception, on 1/5/2016, the model gained 386.05% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(XLV)Select gained -1.28% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $486,046 which includes $1,477 cash and excludes $8,865 spent on fees and slippage.
34-iM-Top5XLUSelect-11-22-202234-1.iM-Top5XLUSelect-11-22-2022
 iM-Top5(XLU)Select: Since inception, on 1/5/2016, the model gained 121.03% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(XLU)Select gained 0.74% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $221,026 which includes $1,470 cash and excludes $10,705 spent on fees and slippage.
36-iM-Top5XLYSelect-11-22-202236-1.iM-Top5XLYSelect-11-22-2022
 iM-Top5(XLY)Select: Since inception, on 1/5/2016, the model gained 194.17% while the benchmark SPY gained 118.52% over the same period. Over the previous week the market value of iM-Top5(XLY)Select gained 6.14% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/5/2016 would have grown to $294,167 which includes -$851 cash and excludes $5,248 spent on fees and slippage.
39-Top5SeasonalCombo-11-22-2022
 iM-Seasonal Super-Sectors (Top5 combo) : Since inception, on 11/17/2020, the model gained 23.42% while the benchmark SPY gained 13.43% over the same period. Over the previous week the market value of iM-Seasonal Super-Sectors (Top5 combo) gained 1.61% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 11/17/2020 would have grown to $123,423 which includes $1,276 cash and excludes $00 spent on fees and slippage.
17-DividendGrowth-11-22-2022
 iM-Dividend Growth Portfolio: The model’s out of sample performance YTD is -9.5%, and for the last 12 months is -5.5%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of the iM-Dividend Growth Portfolio gained -0.68% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $364,450 which includes $2,247 cash and excludes $8,665 spent on fees and slippage.
16-GoldMomentum-11-22-2022
 iM-Gold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is -34.0%, and for the last 12 months is -33.3%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of iM-Gold Momentum Timer (AU, NEM, SBSW) gained -4.40% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $07 which includes $120,794 cash and excludes Gain to date spent on fees and slippage.
4-ModSumYieldCurve-11-22-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -14.3%, and for the last 12 months is -14.1%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.38% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $251,959 which includes $543 cash and excludes $1,196 spent on fees and slippage.
1-SPY-SH-11-22-2022
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is -26.9%, and for the last 12 months is -25.8%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of Best(SPY-SH) gained 0.19% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $64,844 which includes $0 cash and excludes $2,437 spent on fees and slippage.
2-Combo3-11-22-2022
 iM-Combo3.R1: The model’s out of sample performance YTD is -14.0%, and for the last 12 months is -13.7%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of iM-Combo3.R1 gained 0.19% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $180,984 which includes $60,750 cash and excludes $8,054 spent on fees and slippage.
15-Combo5-11-22-2022
 iM-Combo5: The model’s out of sample performance YTD is -33.4%, and for the last 12 months is -34.6%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of iM-Combo5 gained 0.11% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $151,157 which includes $29,956 cash and excludes $0 spent on fees and slippage.
8-VDIGXtrade-11-22-20228-1.VDIGXtrade-11-22-2022
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is -11.6%, and for the last 12 months is -9.1%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Since inception, on 7/1/2014, the model gained 183.24% while the benchmark SPY gained 134.57% and VDIGX gained 141.16% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.32% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $283,245 which includes $783 cash and excludes $4,435 spent on fees and slippage.
29-im6-cap-strg-11-22-2022
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is -0.7%, and for the last 12 months is 7.2%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained -0.96% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $215,770 which includes $1,685 cash and excludes $2,551 spent on fees and slippage.
7-USMVtrade-11-22-20227-1.USMVtrade-11-22-2022
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is -1.3%, and for the last 12 months is 4.3%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Since inception, on 6/30/2014, the model gained 158.94% while the benchmark SPY gained 134.57% and the ETF USMV gained 130.13% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 2.22% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $258,935 which includes $1,060 cash and excludes $7,596 spent on fees and slippage.
13-MinVolUSMVInv-11-22-2022 13-1.MinVolUSMVInv-11-22-2022
 iM-Min Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 24.7%, and for the last 12 months is 29.3%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Since inception, on 1/3/2013, the model gained 616.57% while the benchmark SPY gained 223.80% and the ETF USMV gained 223.80% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained -0.12% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $716,572 which includes $997 cash and excludes $6,959 spent on fees and slippage.
5-bnd-mkt-trdr-11-22-2022
 iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond): The model’s out of sample performance YTD is -12.6%, and for the last 12 months is -12.3%. Over the same period the benchmark BND performance was -13.6% and -13.7% respectively. Over the previous week the market value of the iM-Bond Market Trader (High-Yield Bond or 10-yr Treasury Bond) gained 0.38% at a time when BND gained 0.69%. A starting capital of $10,000 at inception on 1/3/2000 would have grown to $132,794 which includes $314 cash and excludes $2,495 spent on fees and slippage.
4-ModSumYieldCurve-11-22-2022
 iM-ModSum/YieldCurve Timer: The model’s out of sample performance YTD is -14.3%, and for the last 12 months is -14.1%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of iM-PortSum/YieldCurve Timer gained 0.38% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 1/1/2016 would have grown to $251,959 which includes $543 cash and excludes $1,196 spent on fees and slippage.
25-Best2MCsETF-11-22-2022
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is -10.5%, and for the last 12 months is -5.4%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained -0.44% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $139,280 which includes $6 cash and excludes $2,087 spent on fees and slippage.
26-Best4MCsVang-11-22-2022
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is -11.7%, and for the last 12 months is -6.9%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.63% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $148,737 which includes $1,229 cash and excludes $00 spent on fees and slippage.
20-imc-spy-ief-11-22-2022
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is -15.6%, and for the last 12 months is -14.2%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 0.37% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $169,871 which includes $596 cash and excludes $5,043 spent on fees and slippage.
22-imc-gld-stk-bnd-11-22-2022
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is -7.8%, and for the last 12 months is -4.5%. Over the same period the benchmark SPY performance was -16.0% and -14.6% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained -1.86% at a time when SPY gained -0.13%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $164,598 which includes $36 cash and excludes $9,190 spent on fees and slippage.
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