
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 10year annualized returns are shown in the second table 

iMBest(SPYSH).R1: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 16.2%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively.. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $576,457 which includes $42 cash and excludes $15,368 spent on fees and slippage. 

iMCombo3.R1: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is 21.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iMCombo3.R1 gained 1.24% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $161,957 which includes $5,595 cash and excludes $3,554 spent on fees and slippage. 

iMCombo5: The model’s out of sample performance YTD is 4.8%, and for the last 12 months is 27.9%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iMCombo5 gained 1.75% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $134,046 which includes $1,809 cash and excludes $665 spent on fees and slippage. 

iMBest10(VDIGX)Trader: The model’s out of sample performance YTD is 2.4%, and for the last 12 months is 17.0%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 7/1/2014, the model gained 82.63% while the benchmark SPY gained 49.24% and VDIGX gained 41.02% over the same period. Over the previous week the market value of iMBest10(VDIGX) gained 2.12% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $182,136 which includes $378 cash and excludes $2,034 spent on fees and slippage. 

iMBESTOGA3: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 1.0%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iMBESTOGA3 gained 1.65% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $223,350 which includes $340 cash and excludes $2,158 spent on fees and slippage. 

iMBest7(HiDLoV): The model’s out of sample performance YTD is 0.1%, and for the last 12 months is 4.7%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iMBESTOGA3 gained 1.36% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $113,434 which includes $13 cash and excludes $1,627 spent on fees and slippage. 

iM 6Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 3.1%, and for the last 12 months is 30.5%. Over the same period the benchmark SPY performance was 4.1% and 19.7% respectively. Over the previous week the market value of the iM 6Stock Capital Strength Portfolio gained 1.47% at a time when SPY gained 2.39%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $156,128 which includes $785 cash and excludes $630 spent on fees and slippage. 

iMBestogaX5System: The model’s out of sample performance YTD is 7.9%, and for the last 12 months is 16.7%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iMBestogaX5System gained 0.80% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 3/28/2016 would have grown to $120,864 which includes $4,871 cash and excludes $966 spent on fees and slippage. 

iMBest12(USMV)Trader: The model’s out of sample performance YTD is 1.4%, and for the last 12 months is 13.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 6/30/2014, the model gained 73.53% while the benchmark SPY gained 49.24% and the ETF USMV gained 51.64% over the same period. Over the previous week the market value of iMBest12(USMV)Trader gained 2.98% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $173,303 which includes $627 cash and excludes $4,039 spent on fees and slippage. 

iMBest12(USMV)Q1Investor: The model’s out of sample performance YTD is 5.7%, and for the last 12 months is 25.0%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 1/5/2015, the model gained 70.63% while the benchmark SPY gained 43.42% and the ETF USMV gained 39.26% over the same period. Over the previous week the market value of iMBest12(USMV)Q1 gained 1.81% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $170,490 which includes $116 cash and excludes $1,017 spent on fees and slippage. 

iMBest12(USMV)Q2Investor: The model’s out of sample performance YTD is 1.9%, and for the last 12 months is 11.3%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 3/30/2015, the model gained 38.20% while the benchmark SPY gained 38.29% and the ETF USMV gained 34.50% over the same period. Over the previous week the market value of iMBest12(USMV)Q2 gained 1.78% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $138,040 which includes $1,062 cash and excludes $874 spent on fees and slippage. 

iMBest12(USMV)Q3Investor: The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 7.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Since inception, on 7/1/2014, the model gained 79.59% while the benchmark SPY gained 49.24% and the ETF USMV gained 51.64% over the same period. Over the previous week the market value of iMBest12(USMV)Q3 gained 1.06% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $179,442 which includes $828 cash and excludes $1,359 spent on fees and slippage. 

iMBest12(USMV)Q4Investor: Since inception, on 9/29/2014, the model gained 80.63% while the benchmark SPY gained 46.99% and the ETF USMV gained 49.55% over the same period. Over the previous week the market value of iMBest12(USMV)Q4 gained 0.68% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $180,551 which includes $692 cash and excludes $1,197 spent on fees and slippage. 

Average Performance of iMBest12(USMV)Q1+Q2+Q3+Q4Investor resulted in an excess return of 42.25% over SPY. (see iMUSMV Investor Portfolio) 

iMBest(Short): The model’s out of sample performance YTD is 2.9%, and for the last 12 months is 1.9%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of iMBest(Short) gained 1.97% at a time when SPY gained 2.05%. Over the period 1/2/2009 to 3/5/2018 the starting capital of $100,000 would have grown to $93,914 which includes $113,054 cash and excludes $23,796 spent on fees and slippage. 

iMBest2 MCScore ETF System: The model’s out of sample performance YTD is 2.6%, and for the last 12 months is 6.2%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iMBest2 MCScore ETF System gained 1.15% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $109,471 which includes $743 cash and excludes $115 spent on fees and slippage. 

iMBest4 MCScore Vanguard System: The model’s out of sample performance YTD is 4.8%, and for the last 12 months is 1.1%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iMBest4 MCScore Vanguard System gained 0.93% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $105,511 which includes $3,320 cash and excludes $00 spent on fees and slippage. 

iMComposite (SHRSP) Timer: The model’s out of sample performance YTD is 0.6%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iMComposite (SHRSP) Timer gained 1.58% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,722 which includes $2,172 cash and excludes $513 spent on fees and slippage. 

iMComposite (SPYIEF) Timer: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 17.8%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iMComposite (SPYIEF) Timer gained 2.03% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $135,962 which includes $1,500 cash and excludes $1,390 spent on fees and slippage. 

iMVIX Timer with ZIV: The model’s out of sample performance YTD is 8.9%, and for the last 12 months is 60.3%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iMVIX Timer with ZIV gained 3.22% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $191,605 which includes $1,015 cash and excludes $1,288 spent on fees and slippage. 

iMComposite(GoldStocksBond) Timer: The model’s out of sample performance YTD is 1.2%, and for the last 12 months is 12.4%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iMComposite(GoldStocksBond) Timer gained 1.01% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $130,282 which includes $53 cash and excludes $1,955 spent on fees and slippage. 

iMLow Turnover Composite Timer Combo: The model’s out of sample performance YTD is 0.1%, and since inception 7.0%. Over the same period the benchmark SPY performance was 2.0% and 18.1% respectively. Over the previous week the market value of the iMLow Turnover Composite Timer Combo gained 0.74% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $106,987 which includes $1,612 cash and excludes $74 spent on fees and slippage. 

iMMin Drawdown Combo: The model’s out of sample performance YTD is 0.2%, and since inception 8.1%. Over the same period the benchmark SPY performance was 2.0% and 17.7% respectively. Over the previous week the market value of the iMMin Drawdown Combo gained 1.25% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $108,063 which includes $1,097 cash and excludes $205 spent on fees and slippage. 

iM5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 3.9%, and for the last 12 months is 35.2%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iM5ETF Trader (includes leveraged ETFs) gained 3.41% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $169,086 which includes $1,064 cash and excludes $1,030 spent on fees and slippage. 

iMStandard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 1.3%, and for the last 12 months is 15.6%. Over the same period the benchmark SPY performance was 2.0% and 16.4% respectively. Over the previous week the market value of the iMStandard 5ETF Trader (excludes leveraged ETFs) gained 1.79% at a time when SPY gained 2.05%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $127,299 which includes $2,002 cash and excludes $880 spent on fees and slippage. 