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

Russell 3000 Daily Stats (01/19/10)

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	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

Russell 3000 Daily Stats (01/15/10)

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	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

Russell 3000 Daily Stats (01/14/10)

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	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

Russell 3000 Daily Stats (01/13/10)

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	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

Russell 3000 Daily Stats (01/12/10)

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	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

Russell 3000 Daily Stats (01/11/10)

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	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

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

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

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

Key Figures	Russell 3000	IWV
Total Active Components	2984	1
Total New Listings this period	0	0
Total Inactive this period	2	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

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

Russell 3000 Daily Stats (12/31/09)

Key Figures	Russell 3000	IWV
Total Active Components	2982	1
Total New Listings this period	0	0
Total Inactive this period	2	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

Russell 3000 Daily Stats (12/30/09)

Key Figures	Russell 3000	IWV
Total Active Components	2984	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/29/09)

Key Figures	Russell 3000	IWV
Total Active Components	2984	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/28/09)

Key Figures	Russell 3000	IWV
Total Active Components	2984	1
Total New Listings this period	0	0
Total Inactive this period	2	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

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

Key Figures	Russell 3000	IWV
Total Active Components	2986	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Merry Christmas 2009

Russell 3000 Daily Stats (12/24/09)

Key Figures	Russell 3000	IWV
Total Active Components	2986	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/22/09)

Key Figures	Russell 3000	IWV
Total Active Components	2986	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/21/09)

Key Figures	Russell 3000	IWV
Total Active Components	2986	1
Total New Listings this period	0	0
Total Inactive this period	0	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

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

Key Figures	Russell 3000	IWV
Total Active Components	2958	1
Total New Listings this period	0	0
Total Inactive this period	1	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

Russell 3000 Daily Stats (12/18/09)

Key Figures	Russell 3000	IWV
Total Active Components	2958	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/17/09)

Key Figures	Russell 3000	IWV
Total Active Components	2958	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/16/09)

Key Figures	Russell 3000	IWV
Total Active Components	2958	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/15/09)

Key Figures	Russell 3000	IWV
Total Active Components	2958	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/14/09)

Key Figures	Russell 3000	IWV
Total Active Components	2958	1
Total New Listings this period	0	0
Total Inactive this period	1	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

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

Key Figures	Russell 3000	IWV
Total Active Components	2960	1
Total New Listings this period	0	0
Total Inactive this period	1	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

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

Russell 3000 Daily Stats (12/10/09)

Key Figures	Russell 3000	IWV
Total Active Components	2959	1
Total New Listings this period	0	0
Total Inactive this period	1	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

Russell 3000 Daily Stats (12/09/09)

Key Figures	Russell 3000	IWV
Total Active Components	2960	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	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

Russell 3000 Daily Stats (12/08/09)

Key Figures	Russell 3000	IWV
Total Active Components	2960	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	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

Russell 3000 Daily Stats (12/07/09)

Key Figures	Russell 3000	IWV
Total Active Components	2960	1
Total New Listings this period	0	0
Total Inactive this period	1	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

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

Key Figures	Russell 3000	IWV
Total Active Components	2962	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/04/09)

Key Figures	Russell 3000	IWV
Total Active Components	2961	1
Total New Listings this period	0	0
Total Inactive this period	1	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

Russell 3000 Daily Stats (12/03/09)

Key Figures	Russell 3000	IWV
Total Active Components	2962	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	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

Russell 3000 Daily Stats (12/02/09)

Key Figures	Russell 3000	IWV
Total Active Components	2962	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (12/01/09)

Key Figures	Russell 3000	IWV
Total Active Components	2962	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/30/09)

Key Figures	Russell 3000	IWV
Total Active Components	2962	1
Total New Listings this period	0	0
Total Inactive this period	0	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

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

Key Figures	Russell 3000	IWV
Total Active Components	2964	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/27/09)

Key Figures	Russell 3000	IWV
Total Active Components	2962	1
Total New Listings this period	0	0
Total Inactive this period	2	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

Russell 3000 Daily Stats (11/25/09)

Key Figures	Russell 3000	IWV
Total Active Components	2964	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/24/09)

Key Figures	Russell 3000	IWV
Total Active Components	2964	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/23/09)

Key Figures	Russell 3000	IWV
Total Active Components	2964	1
Total New Listings this period	0	0
Total Inactive this period	0	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

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

Key Figures	Russell 3000	IWV
Total Active Components	2965	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/20/09)

Key Figures	Russell 3000	IWV
Total Active Components	2964	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/19/09)

Key Figures	Russell 3000	IWV
Total Active Components	2964	1
Total New Listings this period	0	0
Total Inactive this period	1	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

Russell 3000 Daily Stats (11/18/09)

Key Figures	Russell 3000	IWV
Total Active Components	2965	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/17/09)

Key Figures	Russell 3000	IWV
Total Active Components	2965	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/16/09)

Key Figures	Russell 3000	IWV
Total Active Components	2965	1
Total New Listings this period	0	0
Total Inactive this period	0	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