
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 

iMFlipSaver 60:40  20:80 – 2017: The model’s out of sample performance YTD is 0.3%, and for the last 12 months is 4.9%. Over the same period the benchmark E60B40 performance was 10.0% and 18.0% respectively. Over the previous week the market value of iMFlipSaver 80:20  20:80 gained 2.02% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $129,031 which includes $17 cash and excludes $1,783 spent on fees and slippage. 

iMFlipSaver 70:30  20:80 – 2017: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is 4.0%. Over the same period the benchmark E60B40 performance was 10.0% and 18.0% respectively. Over the previous week the market value of iMFlipSaver 70:30  20:80 gained 2.31% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $130,021 which includes $142 cash and excludes $1,918 spent on fees and slippage. 

iMFlipSaver 80:20  20:80 – 2017: The model’s out of sample performance YTD is 3.6%, and for the last 12 months is 3.1%. Over the same period the benchmark E60B40 performance was 10.0% and 18.0% respectively. Over the previous week the market value of iMFlipSaver 80:20  20:80 gained 2.59% at a time when SPY gained 1.69%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $130,924 which includes $25 cash and excludes $2,045 spent on fees and slippage. 

iM5HedgeFundSelect: Since inception, on 1/5/2016, the model gained 354.12% while the benchmark SPY gained 87.84% over the same period. Over the previous week the market value of iM5HedgeFundSelect gained 2.70% at a time when SPY gained 3.27%. A starting capital of $25,000 at inception on 1/5/2016 would have grown to $113,530 which includes $7,432 cash and excludes $1,082 spent on fees and slippage. 

iMDividend Growth Portfolio: The model’s out of sample performance YTD is 16.9%, and for the last 12 months is 34.7%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMDividend Growth Portfolio gained 4.42% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $294,442 which includes $3,174 cash and excludes $5,390 spent on fees and slippage. 

iMGold Momentum Timer (AU, NEM, SBSW): The model’s out of sample performance YTD is 45.4%, and for the last 12 months is 84.5%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of iMGold Momentum Timer (AU, NEM, SBSW) gained 6.77% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $56 which includes $59,265 cash and excludes Gain to date spent on fees and slippage. 

iMBest(SPYSH).R1: The model’s out of sample performance YTD is 12.8%, and for the last 12 months is 1.1%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of Best(SPYSH) gained 3.43% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $617,906 which includes $29,265 cash and excludes $25,091 spent on fees and slippage. 

iMCombo3.R1: The model’s out of sample performance YTD is 11.2%, and for the last 12 months is 4.2%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of iMCombo3.R1 gained 2.31% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $157,165 which includes $1,865 cash and excludes $6,568 spent on fees and slippage. 

iMCombo5: The model’s out of sample performance YTD is 4.9%, and for the last 12 months is 16.4%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of iMCombo5 gained 3.65% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $161,671 which includes $609 cash and excludes $0 spent on fees and slippage. 

iMBest10(VDIGX)Trader: The model’s out of sample performance YTD is 6.8%, and for the last 12 months is 19.9%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Since inception, on 7/1/2014, the model gained 161.30% while the benchmark SPY gained 101.64% and VDIGX gained 92.04% over the same period. Over the previous week the market value of iMBest10(VDIGX) gained 2.68% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $261,299 which includes $874 cash and excludes $3,631 spent on fees and slippage. 

iM 6Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 1.1%, and for the last 12 months is 18.1%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iM 6Stock Capital Strength Portfolio gained 2.14% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $175,739 which includes $1,139 cash and excludes $1,396 spent on fees and slippage. 

iMBest12(USMV)Trader: The model’s out of sample performance YTD is 8.1%, and for the last 12 months is 6.6%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Since inception, on 6/30/2014, the model gained 115.91% while the benchmark SPY gained 101.64% and the ETF USMV gained 98.11% over the same period. Over the previous week the market value of iMBest12(USMV)Trader gained 1.92% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $215,913 which includes $1,029 cash and excludes $7,084 spent on fees and slippage. 

iMMin Volatility(USMV) Investor (Tax Efficient): The model’s out of sample performance YTD is 7.7%, and for the last 12 months is 11.7%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Since inception, on 1/3/2013, the model gained 292.39% while the benchmark SPY gained 178.34% and the ETF USMV gained 157.38% over the same period. Over the previous week the market value of iMBest12(USMV)Q1 gained 3.20% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 1/3/2013 would have grown to $392,389 which includes $3,390 cash and excludes $3,495 spent on fees and slippage. 

iMBond Market Trader (HighYield Bond or 10yr Treasury Bond): The model’s out of sample performance YTD is 32.7%, and for the last 12 months is 26.9%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMBond Market Trader (HighYield Bond or 10yr Treasury Bond) gained 0.48% at a time when BND gained 0.64%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $142,241 which includes $1,148 cash and excludes $2,087 spent on fees and slippage. 

iMBest(Short): The model’s out of sample performance YTD is 7.9%, and for the last 12 months is 9.5%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of iMBest(Short) gained 1.30% at a time when SPY gained 3.27%. Over the period 1/2/2009 to 8/28/2020 the starting capital of $100,000 would have grown to $74,096 which includes $74,096 cash and excludes $28,447 spent on fees and slippage. 

iMBest2 MCScore ETF System: The model’s out of sample performance YTD is 0.1%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMBest2 MCScore ETF System gained 2.16% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,648 which includes $207 cash and excludes $1,384 spent on fees and slippage. 

iMBest4 MCScore Vanguard System: The model’s out of sample performance YTD is 4.3%, and for the last 12 months is 1.7%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMBest4 MCScore Vanguard System gained 1.27% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $124,203 which includes $362 cash and excludes $00 spent on fees and slippage. 

iMComposite (SHRSP) Timer: The model’s out of sample performance YTD is 16.2%, and for the last 12 months is 5.4%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMComposite (SHRSP) Timer gained 2.75% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $128,546 which includes $3,624 cash and excludes $932 spent on fees and slippage. 

iMComposite (SPYIEF) Timer: The model’s out of sample performance YTD is 10.7%, and for the last 12 months is 6.2%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMComposite (SPYIEF) Timer gained 3.27% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $145,887 which includes $46 cash and excludes $3,984 spent on fees and slippage. 

iMComposite(GoldStocksBond) Timer: The model’s out of sample performance YTD is 13.3%, and for the last 12 months is 17.7%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMComposite(GoldStocksBond) Timer gained 1.07% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $147,398 which includes $72 cash and excludes $5,337 spent on fees and slippage. 

iMLow Turnover Composite Timer Combo: The model’s out of sample performance YTD is 9.6%, and for the last 12 months is 4.4%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMLow Turnover Composite Timer Combo gained 0.86% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 3/24/2017 would have grown to $101,821 which includes $506 cash and excludes $2,017 spent on fees and slippage. 

iM5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 32.7%, and for the last 12 months is 26.9%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iM5ETF Trader (includes leveraged ETFs) gained 2.11% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $105,850 which includes $305 cash and excludes $4,498 spent on fees and slippage. 

iMStandard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 19.4%, and for the last 12 months is 12.7%. Over the same period the benchmark SPY performance was 10.0% and 24.6% respectively. Over the previous week the market value of the iMStandard 5ETF Trader (excludes leveraged ETFs) gained 1.70% at a time when SPY gained 3.27%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $109,491 which includes $570 cash and excludes $4,241 spent on fees and slippage. 
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