Sunday, November 22, 2009

Russell 3000 Weekly Stats (11/16/09-11/20/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 116 (0.78%) 0 (0.00%)
# All-time Closing Lows 25 (0.17%) 0 (0.00%)

# Higher Closes 6560 (44.26%) 2 (40.00%)
# Lower Closes 7948 (53.62%) 3 (60.00%)

Total Gains/Losses $-341.19 (-0.09%) $-0.18 (-0.06%)
Average True Range (3.77%) (1.28%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 20, 2009

Russell 3000 Daily Stats (11/20/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 7 (0.24%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 1314 (44.33%) 0 (0.00%)
# Lower Closes 1572 (53.04%) 1 (100.00%)

Total Gains/Losses $-142.92 (-0.20%) $-0.24 (-0.38%)
Average True Range (3.40%) (0.83%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, November 19, 2009

Russell 3000 Daily Stats (11/19/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 8 (0.27%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 234 (7.89%) 0 (0.00%)
# Lower Closes 2696 (90.96%) 1 (100.00%)

Total Gains/Losses $-1354.49 (-1.88%) $-0.90 (-1.39%)
Average True Range (4.14%) (2.05%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, November 18, 2009

Russell 3000 Daily Stats (11/18/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 24 (0.81%) 0 (0.00%)
# All-time Closing Lows 4 (0.13%) 0 (0.00%)

# Higher Closes 1055 (35.58%) 0 (0.00%)
# Lower Closes 1839 (62.02%) 1 (100.00%)

Total Gains/Losses $-289.44 (-0.40%) $-0.05 (-0.08%)
Average True Range (3.37%) (0.79%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 17, 2009

Russell 3000 Daily Stats (11/17/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 34 (1.15%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1287 (43.41%) 1 (100.00%)
# Lower Closes 1579 (53.25%) 0 (0.00%)

Total Gains/Losses $-111.16 (-0.15%) $0.03 (0.05%)
Average True Range (3.38%) (0.76%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, November 16, 2009

Russell 3000 Daily Stats (11/16/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 43 (1.45%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 2670 (90.05%) 1 (100.00%)
# Lower Closes 262 (8.84%) 0 (0.00%)

Total Gains/Losses $1556.97 (2.19%) $0.98 (1.54%)
Average True Range (4.57%) (1.96%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 15, 2009

Russell 3000 Weekly Stats (11/09/09-11/13/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 98 (0.66%) 0 (0.00%)
# All-time Closing Lows 52 (0.35%) 0 (0.00%)

# Higher Closes 7971 (53.73%) 4 (80.00%)
# Lower Closes 6589 (44.42%) 1 (20.00%)

Total Gains/Losses $1084.40 (0.31%) $1.45 (0.46%)
Average True Range (3.93%) (1.45%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 13, 2009

Russell 3000 Daily Stats (11/13/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 18 (0.61%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 2211 (74.57%) 1 (100.00%)
# Lower Closes 679 (22.90%) 0 (0.00%)

Total Gains/Losses $595.26 (0.84%) $0.38 (0.60%)
Average True Range (3.68%) (1.23%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, November 12, 2009

Russell 3000 Daily Stats (11/12/09)

Key Figures Russell 3000 IWV
Total Active Components2965 1
Total New Listings this period0 0
Total Inactive this period3 0
# All-time Closing Highs 4 (0.13%) 0 (0.00%)
# All-time Closing Lows 15 (0.51%) 0 (0.00%)

# Higher Closes 320 (10.79%) 0 (0.00%)
# Lower Closes 2609 (87.99%) 1 (100.00%)

Total Gains/Losses $-1236.04 (-1.72%) $-0.70 (-1.09%)
Average True Range (4.27%) (1.71%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, November 11, 2009

Russell 3000 Daily Stats (11/11/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 21 (0.71%) 0 (0.00%)
# All-time Closing Lows 9 (0.30%) 0 (0.00%)

# Higher Closes 2011 (67.76%) 1 (100.00%)
# Lower Closes 901 (30.36%) 0 (0.00%)

Total Gains/Losses $583.45 (0.82%) $0.35 (0.55%)
Average True Range (3.69%) (1.14%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 10, 2009

Russell 3000 Daily Stats (11/10/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 25 (0.84%) 0 (0.00%)
# All-time Closing Lows 13 (0.44%) 0 (0.00%)

# Higher Closes 937 (31.57%) 1 (100.00%)
# Lower Closes 1971 (66.41%) 0 (0.00%)

Total Gains/Losses $-327.43 (-0.46%) $0.05 (0.08%)
Average True Range (3.90%) (0.89%)

* Results are cumulative for the period.

Price verification found 0 errors

Portfolio Performance for September 2009

Wow, I'm really bad at this blog thing. Seems like everyone else out in the blogosphere can sling out posts faster than Roscoe P. Coltrane. While I just get deeper and deeper into coding. Maybe one of these days I'll feel I've coded enough to take a break and share some of what I've been doing. Until then, let's get to September's performance review...







As you can see, September was a good month for the portfolio. Finally, beating the market with a 6.1% return versus the market's 3.6% return. But, one month doesn't a year make. So, need a few more of these to aid with the nasty drawdown for 2009.

MT

Monday, November 09, 2009

Russell 3000 Daily Stats (11/09/09)

Key Figures Russell 3000 IWV
Total Active Components2968 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 30 (1.01%) 0 (0.00%)
# All-time Closing Lows 8 (0.27%) 0 (0.00%)

# Higher Closes 2492 (83.96%) 1 (100.00%)
# Lower Closes 429 (14.45%) 0 (0.00%)

Total Gains/Losses $1469.56 (2.10%) $1.37 (2.20%)
Average True Range (4.11%) (2.26%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 08, 2009

Russell 3000 Weekly Stats (11/02/09-11/06/09)

Key Figures Russell 3000 IWV
Total Active Components2972 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 49 (0.33%) 0 (0.00%)
# All-time Closing Lows 51 (0.34%) 0 (0.00%)

# Higher Closes 8450 (56.90%) 5 (100.00%)
# Lower Closes 6128 (41.27%) 0 (0.00%)

Total Gains/Losses $2172.38 (0.63%) $2.00 (0.65%)
Average True Range (4.87%) (1.71%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 06, 2009

Russell 3000 Daily Stats (11/06/09)

Key Figures Russell 3000 IWV
Total Active Components2969 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 17 (0.57%) 0 (0.00%)
# All-time Closing Lows 10 (0.34%) 0 (0.00%)

# Higher Closes 1272 (42.84%) 1 (100.00%)
# Lower Closes 1622 (54.63%) 0 (0.00%)

Total Gains/Losses $-95.32 (-0.14%) $0.09 (0.14%)
Average True Range (4.14%) (1.32%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, November 05, 2009

Russell 3000 Daily Stats (11/05/09)

Key Figures Russell 3000 IWV
Total Active Components2969 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 16 (0.54%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 2722 (91.68%) 1 (100.00%)
# Lower Closes 226 (7.61%) 0 (0.00%)

Total Gains/Losses $1821.64 (2.67%) $1.27 (2.08%)
Average True Range (5.11%) (2.10%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, November 04, 2009

Russell 3000 Daily Stats (11/04/09)

Key Figures Russell 3000 IWV
Total Active Components2969 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 6 (0.20%) 0 (0.00%)
# All-time Closing Lows 10 (0.34%) 0 (0.00%)

# Higher Closes 923 (31.09%) 1 (100.00%)
# Lower Closes 2008 (67.63%) 0 (0.00%)

Total Gains/Losses $-499.40 (-0.73%) $0.05 (0.08%)
Average True Range (4.92%) (1.57%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 03, 2009

Russell 3000 Daily Stats (11/03/09)

Key Figures Russell 3000 IWV
Total Active Components2971 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 6 (0.20%) 0 (0.00%)
# All-time Closing Lows 11 (0.37%) 0 (0.00%)

# Higher Closes 2015 (67.82%) 1 (100.00%)
# Lower Closes 894 (30.09%) 0 (0.00%)

Total Gains/Losses $682.23 (1.00%) $0.23 (0.38%)
Average True Range (4.85%) (1.23%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, November 02, 2009

Russell 3000 Daily Stats (11/02/09)

Key Figures Russell 3000 IWV
Total Active Components2972 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 4 (0.13%) 0 (0.00%)
# All-time Closing Lows 13 (0.44%) 0 (0.00%)

# Higher Closes 1518 (51.08%) 1 (100.00%)
# Lower Closes 1378 (46.37%) 0 (0.00%)

Total Gains/Losses $263.31 (0.39%) $0.36 (0.60%)
Average True Range (5.35%) (2.30%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 01, 2009

Russell 3000 Weekly Stats (10/26/09-10/30/09)

Key Figures Russell 3000 IWV
Total Active Components2976 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 15 (0.10%) 0 (0.00%)
# All-time Closing Lows 52 (0.35%) 0 (0.00%)

# Higher Closes 4631 (31.13%) 1 (20.00%)
# Lower Closes 10024 (67.37%) 4 (80.00%)

Total Gains/Losses $-4034.07 (-1.14%) $-2.81 (-0.90%)
Average True Range (5.12%) (2.29%)

* Results are cumulative for the period.

Price verification found 0 errors