Russell 3000 Daily Stats (02/08/10)

Key Figures	Russell 3000	IWV
Total Active Components	2975	1
Total New Listings this period	0	0
Total Inactive this period	2	0
# All-time Closing Highs	2 (0.07%)	0 (0.00%)
# All-time Closing Lows	15 (0.50%)	0 (0.00%)
# Higher Closes	662 (22.25%)	0 (0.00%)
# Lower Closes	2248 (75.56%)	1 (100.00%)
Total Gains/Losses	$-602.84 (-0.85%)	$-0.57 (-0.91%)
Average True Range	(3.71%)	(1.44%)

* Results are cumulative for the period.

Price verification found 0 errors

TaylorTrade weekly Stats (02/01/10-02/05/10)

Key Figures	TaylorTrade	SPY
Active Components	29	1
Entries this period	0	0
Exits this period	0	0
IPOs this period	0	0
Inactive this period	0	0
Missing in PriceDB	0	0
# 1yr Closing Highs	2 (0.80%)	0 (0.00%)
# 1yr Closing Lows	0 (0.00%)	0 (0.00%)
# Higher Closes	123 (49.20%)	3 (60.00%)
# Lower Closes	127 (50.80%)	2 (40.00%)
Total Gains/Losses	$-29.10 (-0.21%)	$-0.73 (-0.13%)
Average True Range	(3.00%)	(1.86%)

* Results are cumulative for the period.

Russell 3000 Weekly Stats (02/01/10-02/05/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	0
# All-time Closing Highs	30 (0.20%)	0 (0.00%)
# All-time Closing Lows	43 (0.29%)	0 (0.00%)
# Higher Closes	6851 (46.00%)	3 (60.00%)
# Lower Closes	7715 (51.80%)	2 (40.00%)
Total Gains/Losses	$-867.29 (-0.24%)	$-0.37 (-0.12%)
Average True Range	(3.98%)	(1.90%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (02/05/10)

Key Figures	Russell 3000	IWV
Total Active Components	2977	1
Total New Listings this period	0	0
Total Inactive this period	2	0
# All-time Closing Highs	3 (0.10%)	0 (0.00%)
# All-time Closing Lows	12 (0.40%)	0 (0.00%)
# Higher Closes	1765 (59.29%)	1 (100.00%)
# Lower Closes	1135 (38.13%)	0 (0.00%)
Total Gains/Losses	$285.35 (0.40%)	$0.17 (0.27%)
Average True Range	(4.47%)	(2.23%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (02/04/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	0
# All-time Closing Highs	3 (0.10%)	0 (0.00%)
# All-time Closing Lows	16 (0.54%)	0 (0.00%)
# Higher Closes	159 (5.34%)	0 (0.00%)
# Lower Closes	2782 (93.39%)	1 (100.00%)
Total Gains/Losses	$-2292.51 (-3.14%)	$-2.04 (-3.17%)
Average True Range	(4.71%)	(3.19%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (02/03/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	0
# All-time Closing Highs	7 (0.23%)	0 (0.00%)
# All-time Closing Lows	8 (0.27%)	0 (0.00%)
# Higher Closes	932 (31.29%)	0 (0.00%)
# Lower Closes	1956 (65.66%)	1 (100.00%)
Total Gains/Losses	$-427.90 (-0.58%)	$-0.29 (-0.45%)
Average True Range	(3.47%)	(0.88%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (02/02/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	0
# All-time Closing Highs	13 (0.44%)	0 (0.00%)
# All-time Closing Lows	5 (0.17%)	0 (0.00%)
# Higher Closes	1816 (60.96%)	1 (100.00%)
# Lower Closes	1097 (36.82%)	0 (0.00%)
Total Gains/Losses	$643.60 (0.88%)	$0.78 (1.22%)
Average True Range	(3.60%)	(1.58%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (02/01/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	0
# All-time Closing Highs	4 (0.13%)	0 (0.00%)
# All-time Closing Lows	2 (0.07%)	0 (0.00%)
# Higher Closes	2180 (73.18%)	1 (100.00%)
# Lower Closes	744 (24.97%)	0 (0.00%)
Total Gains/Losses	$924.44 (1.29%)	$1.01 (1.61%)
Average True Range	(3.67%)	(1.62%)

* Results are cumulative for the period.

Price verification found 0 errors

TaylorTrade weekly Stats (01/25/10-01/29/10)

Key Figures	TaylorTrade	SPY
Active Components	29	1
Entries this period	0	0
Exits this period	0	0
IPOs this period	0	0
Inactive this period	0	0
Missing in PriceDB	0	0
# All-time Closing Highs	8 (3.20%)	0 (0.00%)
# All-time Closing Lows	0 (0.00%)	0 (0.00%)
# Higher Closes	96 (38.40%)	2 (40.00%)
# Lower Closes	153 (61.20%)	3 (60.00%)
Total Gains/Losses	$-13.08 (-0.09%)	$-1.82 (-0.33%)
Average True Range	(3.16%)	(1.70%)

* Results are cumulative for the period.

Russell 3000 Weekly Stats (01/25/10-01/29/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	1	0
# All-time Closing Highs	30 (0.20%)	0 (0.00%)
# All-time Closing Lows	23 (0.15%)	0 (0.00%)
# Higher Closes	5790 (38.87%)	2 (40.00%)
# Lower Closes	8795 (59.05%)	3 (60.00%)
Total Gains/Losses	$-1569.99 (-0.43%)	$-1.21 (-0.38%)
Average True Range	(3.93%)	(1.72%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (01/29/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	0
# All-time Closing Highs	7 (0.23%)	0 (0.00%)
# All-time Closing Lows	8 (0.27%)	0 (0.00%)
# Higher Closes	893 (29.98%)	0 (0.00%)
# Lower Closes	2014 (67.61%)	1 (100.00%)
Total Gains/Losses	$-719.60 (-0.99%)	$-0.76 (-1.19%)
Average True Range	(4.31%)	(2.45%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (01/28/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	0
# All-time Closing Highs	10 (0.34%)	0 (0.00%)
# All-time Closing Lows	5 (0.17%)	0 (0.00%)
# Higher Closes	493 (16.55%)	0 (0.00%)
# Lower Closes	2451 (82.28%)	1 (100.00%)
Total Gains/Losses	$-982.74 (-1.33%)	$-0.79 (-1.23%)
Average True Range	(4.26%)	(2.20%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (01/27/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (01/26/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (01/25/10)

Key Figures	Russell 3000	IWV
Total Active Components	2979	1
Total New Listings this period	0	0
Total Inactive this period	1	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

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

Key Figures	Russell 3000	IWV
Total Active Components	2981	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (01/22/10)

Key Figures	Russell 3000	IWV
Total Active Components	2980	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (01/21/10)

Key Figures	Russell 3000	IWV
Total Active Components	2980	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (01/20/10)

Key Figures	Russell 3000	IWV
Total Active Components	2980	1
Total New Listings this period	0	0
Total Inactive this period	1	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