Wednesday, January 27, 2010

Russell 3000 Daily Stats (01/27/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 9 (0.30%) 0 (0.00%)
# All-time Closing Lows 4 (0.13%) 0 (0.00%)

# Higher Closes 2017 (67.71%) 1 (100.00%)
# Lower Closes 903 (30.31%) 0 (0.00%)

Total Gains/Losses $489.46 (0.67%) $0.32 (0.50%)
Average True Range (3.85%) (1.59%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, January 26, 2010

Russell 3000 Daily Stats (01/26/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 3 (0.10%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 752 (25.24%) 0 (0.00%)
# Lower Closes 2162 (72.57%) 1 (100.00%)

Total Gains/Losses $-484.78 (-0.66%) $-0.27 (-0.42%)
Average True Range (3.61%) (1.29%)

* Results are cumulative for the period.

Price verification found 0 errors

Portfolio Performance for December 2009

I've missed a few months of posting performance numbers. This post should catch us all up.

Portfolio is still lagging the market. Not by much. I have made a few changes to the portfolio's allocations in late December. Nothing drastic, just pulled a few weeds in the portfolio for tax loss selling.





I have one final module left in the simulation engine to unit test and then I should be free to add the code to report portfolio stats. One goal for 2010 is to post portfolio stats daily like I do the Russell 3000 stats. My other goal for 2010 is to verify a couple of system ideas I've tested recently. If successful, could add coverage to the market I've never had before.

One idea is based off some of the game theory I learned while playing Xbox Live's Modern Warfare 2. In many ways, how you score points in the game is how you make money in the market.

The other idea is one I've been toying with for a few years. How to capture the volatility in the portfolio...or better yet...how to remove it. There are some holes in this idea...so I probably still have a few years to go. Ha.

Later Trades,

MT

Monday, January 25, 2010

Russell 3000 Daily Stats (01/25/10)

Key Figures Russell 3000 IWV
Total Active Components2979 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 1 (0.03%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 1635 (54.88%) 1 (100.00%)
# Lower Closes 1265 (42.46%) 0 (0.00%)

Total Gains/Losses $127.67 (0.17%) $0.29 (0.45%)
Average True Range (3.63%) (1.06%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, January 24, 2010

Russell 3000 Weekly Stats (01/19/10-01/22/10)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 60 (0.50%) 0 (0.00%)
# All-time Closing Lows 3 (0.03%) 0 (0.00%)

# Higher Closes 3974 (33.34%) 1 (25.00%)
# Lower Closes 7756 (65.06%) 3 (75.00%)

Total Gains/Losses $-2461.57 (-0.81%) $-2.43 (-0.91%)
Average True Range (4.02%) (1.98%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, January 22, 2010

Russell 3000 Daily Stats (01/22/10)

Key Figures Russell 3000 IWV
Total Active Components2980 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 1 (0.03%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 516 (17.32%) 0 (0.00%)
# Lower Closes 2407 (80.77%) 1 (100.00%)

Total Gains/Losses $-1285.61 (-1.72%) $-1.44 (-2.20%)
Average True Range (4.30%) (2.32%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, January 21, 2010

Russell 3000 Daily Stats (01/21/10)

Key Figures Russell 3000 IWV
Total Active Components2980 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 8 (0.27%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 462 (15.50%) 0 (0.00%)
# Lower Closes 2479 (83.19%) 1 (100.00%)

Total Gains/Losses $-1289.10 (-1.69%) $-1.25 (-1.87%)
Average True Range (4.43%) (2.31%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, January 20, 2010

Russell 3000 Daily Stats (01/20/10)

Key Figures Russell 3000 IWV
Total Active Components2980 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 10 (0.34%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 483 (16.21%) 0 (0.00%)
# Lower Closes 2454 (82.35%) 1 (100.00%)

Total Gains/Losses $-960.98 (-1.25%) $-0.68 (-1.01%)
Average True Range (3.76%) (1.85%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, January 19, 2010

Russell 3000 Daily Stats (01/19/10)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 41 (1.38%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 2513 (84.30%) 1 (100.00%)
# Lower Closes 416 (13.96%) 0 (0.00%)

Total Gains/Losses $1074.32 (1.41%) $0.94 (1.41%)
Average True Range (3.58%) (1.44%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, January 15, 2010

Russell 3000 Daily Stats (01/15/10)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 6 (0.20%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 523 (17.54%) 0 (0.00%)
# Lower Closes 2413 (80.95%) 1 (100.00%)

Total Gains/Losses $-893.97 (-1.16%) $-0.83 (-1.23%)
Average True Range (3.73%) (1.50%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, January 14, 2010

Russell 3000 Daily Stats (01/14/10)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 22 (0.74%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1675 (56.19%) 1 (100.00%)
# Lower Closes 1219 (40.89%) 0 (0.00%)

Total Gains/Losses $186.24 (0.24%) $0.16 (0.24%)
Average True Range (3.14%) (0.63%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, January 13, 2010

Russell 3000 Daily Stats (01/13/10)

Key Figures Russell 3000 IWV
Total Active Components2981 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 0 (0.00%) 0 (0.00%)

# Higher Closes 2333 (78.26%) 1 (100.00%)
# Lower Closes 591 (19.83%) 0 (0.00%)

Total Gains/Losses $760.83 (1.00%) $0.58 (0.87%)
Average True Range (3.46%) (1.43%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, January 12, 2010

Russell 3000 Daily Stats (01/12/10)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 7 (0.23%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 611 (20.50%) 0 (0.00%)
# Lower Closes 2303 (77.26%) 1 (100.00%)

Total Gains/Losses $-844.83 (-1.10%) $-0.63 (-0.94%)
Average True Range (3.48%) (1.35%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, January 11, 2010

Russell 3000 Daily Stats (01/11/10)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 28 (0.94%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1374 (46.09%) 1 (100.00%)
# Lower Closes 1524 (51.12%) 0 (0.00%)

Total Gains/Losses $58.64 (0.08%) $0.06 (0.09%)
Average True Range (3.40%) (0.82%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, January 10, 2010

Russell 3000 Weekly Stats (01/04/10-01/08/10)

Key Figures Russell 3000 IWV
Total Active Components2981 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 152 (1.02%) 0 (0.00%)
# All-time Closing Lows 3 (0.02%) 0 (0.00%)

# Higher Closes 8654 (58.06%) 5 (100.00%)
# Lower Closes 5948 (39.91%) 0 (0.00%)

Total Gains/Losses $1926.54 (0.51%) $1.87 (0.56%)
Average True Range (3.62%) (0.96%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, January 03, 2010

Russell 3000 Weekly Stats (12/28/09-12/31/09)

Key Figures Russell 3000 IWV
Total Active Components2984 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 116 (0.97%) 0 (0.00%)
# All-time Closing Lows 1 (0.01%) 0 (0.00%)

# Higher Closes 4748 (39.79%) 1 (25.00%)
# Lower Closes 6827 (57.21%) 3 (75.00%)

Total Gains/Losses $-770.22 (-0.25%) $-0.70 (-0.27%)
Average True Range (2.82%) (0.70%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, January 01, 2010

David Swenson Lecture

So long 2009, Hello 2010!

Let's start the new year right with a great video refresher on long term investing by Yale Endowment hall of famer, David Swenson. It's long but well worth the view. And be sure to watch the Q&A at the end. Some highlights from the lecture:

Swenson covered 3 areas in relation to portfolio returns:
  1. Asset Allocation
  2. Market Timing
  3. Security Selection

Swenson believes Market Timing and Security Selection are actually a negative drag on returns. And Asset Allocation produce over 100% of the returns. Does a nice job explaining this.

Also covers how survivorship & backfill bias makes things seem better than they really are. I was really surprised at some of the numbers he shared on this topic. Based on Swenson's study...I would have thought survivorship bias would impact my long-term trading system's results more than they have.

The best tidbit mentioned in the video was Swenson's coverage of the differences 1st quartile managers generate versus 3rd quartile. In the bond market he found very little difference between the best managers returns and those in the 3rd quartile. But, as he drove down into the more inefficient markets...the differences between the best and the rest grew further apart. Swenson's take: spend time and energy persuing the most inefficiently priced asset classes cause great rewards in finding the top managers.

The final item I took away was from the Q&A session at the end. Swenson worries about the top down but invests from the bottom up. Identifies asset classes that are overpriced or underpriced. Extends his time horizon out 3 or 4 years. Bets big while keeping his asset allocation to the asset class at an annually reviewed level.

Well, that's it from the cold midwest where I plan to spend the first day of the new year: taking the kids to get doughnuts in the morning, hopefully watching snow fall during the day, and enjoying some great fajitas and cervezas for dinner.

Happy New Year,

MT

Thursday, December 31, 2009

Russell 3000 Daily Stats (12/31/09)

Key Figures Russell 3000 IWV
Total Active Components2982 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 9 (0.30%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 514 (17.24%) 0 (0.00%)
# Lower Closes 2421 (81.19%) 1 (100.00%)

Total Gains/Losses $-824.73 (-1.09%) $-0.66 (-1.00%)
Average True Range (2.97%) (1.23%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, December 30, 2009

Russell 3000 Daily Stats (12/30/09)

Key Figures Russell 3000 IWV
Total Active Components2984 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 28 (0.94%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1486 (49.80%) 0 (0.00%)
# Lower Closes 1385 (46.41%) 1 (100.00%)

Total Gains/Losses $64.25 (0.08%) $-0.03 (-0.05%)
Average True Range (2.85%) (0.45%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, December 29, 2009

Russell 3000 Daily Stats (12/29/09)

Key Figures Russell 3000 IWV
Total Active Components2984 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 33 (1.11%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1379 (46.21%) 0 (0.00%)
# Lower Closes 1501 (50.30%) 1 (100.00%)

Total Gains/Losses $-16.83 (-0.02%) $-0.07 (-0.11%)
Average True Range (2.60%) (0.42%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, December 28, 2009

Russell 3000 Daily Stats (12/28/09)

Key Figures Russell 3000 IWV
Total Active Components2984 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 47 (1.58%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 1370 (45.91%) 1 (100.00%)
# Lower Closes 1521 (50.97%) 0 (0.00%)

Total Gains/Losses $7.09 (0.01%) $0.06 (0.09%)
Average True Range (2.85%) (0.68%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, December 27, 2009

Russell 3000 Weekly Stats (12/21/09-12/24/09)

Key Figures Russell 3000 IWV
Total Active Components2986 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 199 (1.67%) 0 (0.00%)
# All-time Closing Lows 5 (0.04%) 0 (0.00%)

# Higher Closes 8324 (69.69%) 4 (100.00%)
# Lower Closes 3279 (27.45%) 0 (0.00%)

Total Gains/Losses $2316.64 (0.78%) $1.46 (0.56%)
Average True Range (3.05%) (0.76%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, December 24, 2009

Russell 3000 Daily Stats (12/24/09)

Key Figures Russell 3000 IWV
Total Active Components2986 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 60 (2.01%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 2039 (68.29%) 1 (100.00%)
# Lower Closes 838 (28.06%) 0 (0.00%)

Total Gains/Losses $380.35 (0.50%) $0.31 (0.47%)
Average True Range (2.25%) (0.53%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, December 22, 2009

Russell 3000 Daily Stats (12/22/09)

Key Figures Russell 3000 IWV
Total Active Components2986 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 37 (1.24%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1854 (62.09%) 1 (100.00%)
# Lower Closes 1047 (35.06%) 0 (0.00%)

Total Gains/Losses $526.43 (0.71%) $0.32 (0.49%)
Average True Range (3.11%) (0.64%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, December 21, 2009

Russell 3000 Daily Stats (12/21/09)

Key Figures Russell 3000 IWV
Total Active Components2986 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 45 (1.51%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 2244 (75.15%) 1 (100.00%)
# Lower Closes 680 (22.77%) 0 (0.00%)

Total Gains/Losses $798.05 (1.09%) $0.60 (0.93%)
Average True Range (3.73%) (1.26%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, December 20, 2009

Russell 3000 Weekly Stats (12/14/09-12/18/09)

Key Figures Russell 3000 IWV
Total Active Components2958 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 140 (0.95%) 0 (0.00%)
# All-time Closing Lows 21 (0.14%) 0 (0.00%)

# Higher Closes 7795 (52.70%) 3 (60.00%)
# Lower Closes 6684 (45.19%) 2 (40.00%)

Total Gains/Losses $817.86 (0.23%) $0.13 (0.04%)
Average True Range (3.55%) (0.94%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, December 18, 2009

Russell 3000 Daily Stats (12/18/09)

Key Figures Russell 3000 IWV
Total Active Components2958 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 31 (1.05%) 0 (0.00%)
# All-time Closing Lows 4 (0.14%) 0 (0.00%)

# Higher Closes 1984 (67.07%) 1 (100.00%)
# Lower Closes 923 (31.20%) 0 (0.00%)

Total Gains/Losses $489.32 (0.68%) $0.44 (0.68%)
Average True Range (4.07%) (1.02%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, December 17, 2009

Russell 3000 Daily Stats (12/17/09)

Key Figures Russell 3000 IWV
Total Active Components2958 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 3 (0.10%) 0 (0.00%)

# Higher Closes 598 (20.22%) 0 (0.00%)
# Lower Closes 2300 (77.76%) 1 (100.00%)

Total Gains/Losses $-681.92 (-0.94%) $-0.71 (-1.09%)
Average True Range (3.39%) (1.27%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, December 16, 2009

Russell 3000 Daily Stats (12/16/09)

Key Figures Russell 3000 IWV
Total Active Components2958 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 30 (1.01%) 0 (0.00%)
# All-time Closing Lows 4 (0.14%) 0 (0.00%)

# Higher Closes 1886 (63.76%) 1 (100.00%)
# Lower Closes 985 (33.30%) 0 (0.00%)

Total Gains/Losses $461.43 (0.64%) $0.14 (0.22%)
Average True Range (3.38%) (0.72%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, December 15, 2009

Russell 3000 Daily Stats (12/15/09)

Key Figures Russell 3000 IWV
Total Active Components2958 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 7 (0.24%) 0 (0.00%)

# Higher Closes 938 (31.71%) 0 (0.00%)
# Lower Closes 1968 (66.53%) 1 (100.00%)

Total Gains/Losses $-355.75 (-0.49%) $-0.32 (-0.49%)
Average True Range (3.41%) (0.77%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, December 14, 2009

Russell 3000 Daily Stats (12/14/09)

Key Figures Russell 3000 IWV
Total Active Components2958 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 39 (1.32%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 2389 (80.76%) 1 (100.00%)
# Lower Closes 508 (17.17%) 0 (0.00%)

Total Gains/Losses $905.82 (1.26%) $0.58 (0.90%)
Average True Range (3.48%) (0.90%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, December 13, 2009

Russell 3000 Weekly Stats (12/07/09-12/11/09)

Key Figures Russell 3000 IWV
Total Active Components2960 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 75 (0.51%) 0 (0.00%)
# All-time Closing Lows 25 (0.17%) 0 (0.00%)

# Higher Closes 6916 (46.74%) 3 (60.00%)
# Lower Closes 7515 (50.78%) 2 (40.00%)

Total Gains/Losses $-55.50 (-0.02%) $0.09 (0.03%)
Average True Range (3.45%) (0.99%)

* Results are cumulative for the period.

Price verification found 0 errors

Saturday, December 12, 2009

Spanish Water Dog


Found out about Spanish Water Dogs about a year ago. Sounded like a perfect breed of dog for our family. But, they are very rare in the United States. Didn't think we'd be able to get one.

Thankfully, a year later...we found one. A great female from Nebraska.


The whole family is excited.

MT

Thursday, December 10, 2009

Russell 3000 Daily Stats (12/10/09)

Key Figures Russell 3000 IWV
Total Active Components2959 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 14 (0.47%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 1247 (42.14%) 1 (100.00%)
# Lower Closes 1654 (55.90%) 0 (0.00%)

Total Gains/Losses $11.42 (0.02%) $0.31 (0.48%)
Average True Range (3.48%) (0.92%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, December 09, 2009

Russell 3000 Daily Stats (12/09/09)

Key Figures Russell 3000 IWV
Total Active Components2960 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 10 (0.34%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 1500 (50.68%) 1 (100.00%)
# Lower Closes 1380 (46.62%) 0 (0.00%)

Total Gains/Losses $120.95 (0.17%) $0.26 (0.41%)
Average True Range (3.42%) (1.03%)

* Results are cumulative for the period.

Price verification found 0 errors

For the Love of Books...and Mom

December is bittersweet. A month filled with memories of great holiday traditions. Memories of mom decorating the house for the holidays. She was Swedish, so...the baking of cookies, pies, cupcakes, etc. was around the clock and filled the house with the most amazing smells.

Mom had a love of movies. During Christmas break, we'd spend much of the time catching up on some good movies and eating all those cookies.

Just some really great memories in December. But, December was also the month mom passed away after a long battle with cancer. The day after Christmas to be exact.

And so, I spend the month of December trying to give my kids the great holiday memories mom gave me. Yet, missing mom.

Guess, that's why I enjoyed reading this article about a son stepping up to help his mom's cherished bookstore. Very cool and innovative thing he did. And much luck and success to Broadway Books during this holiday season.

MT

Tuesday, December 08, 2009

Russell 3000 Daily Stats (12/08/09)

Key Figures Russell 3000 IWV
Total Active Components2960 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 8 (0.27%) 0 (0.00%)
# All-time Closing Lows 7 (0.24%) 0 (0.00%)

# Higher Closes 671 (22.67%) 0 (0.00%)
# Lower Closes 2230 (75.34%) 1 (100.00%)

Total Gains/Losses $-653.50 (-0.91%) $-0.74 (-1.15%)
Average True Range (3.69%) (1.44%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, December 07, 2009

Russell 3000 Daily Stats (12/07/09)

Key Figures Russell 3000 IWV
Total Active Components2960 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 20 (0.68%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 1477 (49.90%) 0 (0.00%)
# Lower Closes 1391 (46.99%) 1 (100.00%)

Total Gains/Losses $-14.55 (-0.02%) $-0.04 (-0.06%)
Average True Range (3.34%) (0.90%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, December 06, 2009

Russell 3000 Weekly Stats (11/30/09-12/04/09)

Key Figures Russell 3000 IWV
Total Active Components2962 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 95 (0.64%) 0 (0.00%)
# All-time Closing Lows 25 (0.17%) 0 (0.00%)

# Higher Closes 9165 (61.89%) 4 (80.00%)
# Lower Closes 5346 (36.10%) 1 (20.00%)

Total Gains/Losses $2109.77 (0.59%) $1.09 (0.34%)
Average True Range (4.08%) (1.50%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, December 04, 2009

Russell 3000 Daily Stats (12/04/09)

Key Figures Russell 3000 IWV
Total Active Components2961 1
Total New Listings this period0 0
Total Inactive this period1 0
# All-time Closing Highs 26 (0.88%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 2531 (85.48%) 1 (100.00%)
# Lower Closes 385 (13.00%) 0 (0.00%)

Total Gains/Losses $1110.74 (1.56%) $0.45 (0.70%)
Average True Range (4.64%) (2.17%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, December 03, 2009

Russell 3000 Daily Stats (12/03/09)

Key Figures Russell 3000 IWV
Total Active Components2962 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 9 (0.30%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 605 (20.43%) 0 (0.00%)
# Lower Closes 2304 (77.79%) 1 (100.00%)

Total Gains/Losses $-818.70 (-1.14%) $-0.54 (-0.83%)
Average True Range (3.86%) (1.76%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, December 02, 2009

Russell 3000 Daily Stats (12/02/09)

Key Figures Russell 3000 IWV
Total Active Components2962 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 33 (1.11%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 2015 (68.03%) 1 (100.00%)
# Lower Closes 871 (29.41%) 0 (0.00%)

Total Gains/Losses $473.08 (0.66%) $0.14 (0.22%)
Average True Range (3.72%) (1.01%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, December 01, 2009

Russell 3000 Daily Stats (12/01/09)

Key Figures Russell 3000 IWV
Total Active Components2962 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 20 (0.68%) 0 (0.00%)
# All-time Closing Lows 4 (0.14%) 0 (0.00%)

# Higher Closes 2375 (80.18%) 1 (100.00%)
# Lower Closes 521 (17.59%) 0 (0.00%)

Total Gains/Losses $977.83 (1.39%) $0.72 (1.13%)
Average True Range (3.94%) (1.49%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, November 30, 2009

Russell 3000 Daily Stats (11/30/09)

Key Figures Russell 3000 IWV
Total Active Components2962 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 8 (0.27%) 0 (0.00%)

# Higher Closes 1639 (55.33%) 1 (100.00%)
# Lower Closes 1265 (42.71%) 0 (0.00%)

Total Gains/Losses $367.10 (0.52%) $0.32 (0.50%)
Average True Range (4.22%) (1.07%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, November 29, 2009

Russell 3000 Weekly Stats (11/23/09-11/27/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 47 (0.40%) 0 (0.00%)
# All-time Closing Lows 28 (0.24%) 0 (0.00%)

# Higher Closes 5075 (42.81%) 2 (50.00%)
# Lower Closes 6520 (55.00%) 2 (50.00%)

Total Gains/Losses $-571.81 (-0.20%) $-0.10 (-0.04%)
Average True Range (3.71%) (1.68%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, November 27, 2009

Russell 3000 Daily Stats (11/27/09)

Key Figures Russell 3000 IWV
Total Active Components2962 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 1 (0.03%) 0 (0.00%)
# All-time Closing Lows 13 (0.44%) 0 (0.00%)

# Higher Closes 102 (3.44%) 0 (0.00%)
# Lower Closes 2835 (95.71%) 1 (100.00%)

Total Gains/Losses $-1593.57 (-2.22%) $-1.13 (-1.75%)
Average True Range (4.36%) (3.18%)

* Results are cumulative for the period.

Price verification found 0 errors

Portfolio Performance for October 2009

Nothing like the holidays in order to catch up with the chores. Reporting October's performance being one of them. Really not much to report. Neither the market nor the portfolio did much of anything. Which is good considering all the gloom and doom out there in the financial landscape.



As you can see, the market still has the portfolio by a small edge.



Basically, it was a tie this month with a monthly decline of -1.98% for the market and a decline of -1.95% for the portfolio. Technically, a win this month...but I'm calling it a tie.



As a said before, a pretty nothing month for October. Not much else to say. On to other things...

The simulation platform is ongoing. I'm still hip deep in unit testing. But, getting ever closer to feeling good about the validity of the platform's results.

The system the portfolio is based on, as we know by reviewing the portfolio's performance each month, has quite a bit of volatility. I've discovered a very simple filter recently that may aid in reducing the vol of the system. Of course, the testing platform needs to be finished before I can be sure of the filter's validity. But, preliminary results look promising.

From the fun pile...have you checked out ESPN's wildlife cam? My brother-in-law pointed it out to me and it is truly addicting. Never know what you may see. Last night there was a hog all by his lonesome eating the corn. The other day, about 15 turkeys were feeding, along with some deer. The funnest part is when the coons and deer fight over the feed. Good stuff.

Also, not sure if the readers are aware...but I'm on twitter now...and post every now and then random stuff. You can view my twitter feed at the top right of this blog.

Happy Thanksgiving,

MT

Wednesday, November 25, 2009

Russell 3000 Daily Stats (11/25/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 11 (0.37%) 0 (0.00%)
# All-time Closing Lows 6 (0.20%) 0 (0.00%)

# Higher Closes 1386 (46.76%) 1 (100.00%)
# Lower Closes 1488 (50.20%) 0 (0.00%)

Total Gains/Losses $151.56 (0.21%) $0.26 (0.40%)
Average True Range (2.94%) (0.59%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, November 24, 2009

Russell 3000 Daily Stats (11/24/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 16 (0.54%) 0 (0.00%)
# All-time Closing Lows 4 (0.13%) 0 (0.00%)

# Higher Closes 1119 (37.75%) 0 (0.00%)
# Lower Closes 1761 (59.41%) 1 (100.00%)

Total Gains/Losses $-154.32 (-0.22%) $-0.03 (-0.05%)
Average True Range (3.30%) (0.93%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, November 23, 2009

Russell 3000 Daily Stats (11/23/09)

Key Figures Russell 3000 IWV
Total Active Components2964 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 19 (0.64%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 2468 (83.27%) 1 (100.00%)
# Lower Closes 436 (14.71%) 0 (0.00%)

Total Gains/Losses $1024.90 (1.45%) $0.80 (1.26%)
Average True Range (4.24%) (2.01%)

* Results are cumulative for the period.

Price verification found 0 errors

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