Russell 3000 Weekly Stats (09/08/09-09/11/09)

Key Figures	Russell 3000	IWV
Total Active Components	2975	1
Total New Listings this period	0	0
Total Inactive this period	3	0
# All-time Closing Highs	58 (0.49%)	0 (0.00%)
# All-time Closing Lows	3 (0.03%)	0 (0.00%)
# Higher Closes	7676 (64.48%)	4 (100.00%)
# Lower Closes	3981 (33.44%)	0 (0.00%)
Total Gains/Losses	$2224.89 (0.81%)	$1.82 (0.75%)
Average True Range	(3.95%)	(1.26%)

* Results are cumulative for the period.

Price verification found 0 errors

Russell 3000 Daily Stats (09/11/09)

Total Active Components = 2975
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures	Russell 3000
# All-time Closing Highs	11 (0.37%)
# All-time Closing Lows	0 (0.00%)
# Stocks Closing Higher	1207 (40.57%)
# Stocks Closing Lower	1704 (57.28%)
Total Gains/Losses	$-79.19 (-0.11%)
Average True Range	(3.68%)

Price verification found 0 errors

Russell 3000 Daily Stats (09/10/09)

Total Active Components = 2976
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures	Russell 3000
# All-time Closing Highs	17 (0.57%)
# All-time Closing Lows	0 (0.00%)
# Stocks Closing Higher	2197 (73.82%)
# Stocks Closing Lower	714 (23.99%)
Total Gains/Losses	$759.08 (1.10%)
Average True Range	(3.97%)

Price verification found 0 errors

Russell 3000 Daily Stats (09/09/09)

Total Active Components = 2977
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures	Russell 3000
# All-time Closing Highs	16 (0.54%)
# All-time Closing Lows	2 (0.07%)
# Stocks Closing Higher	2341 (78.64%)
# Stocks Closing Lower	579 (19.45%)
Total Gains/Losses	$903.64 (1.32%)
Average True Range	(4.17%)

Price verification found 0 errors

[Edit: Google Finance has a limitation of 14 symbols one can load at one time...so I had to switch to Yahoo Finance for the quote links. Actually works out better...I like the View All Charts feature that Yahoo allows.]

Russell 3000 Daily Stats (09/08/09)

Total Active Components = 2977
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures	Russell 3000
# All-time Closing Highs	14 (0.47%)
# All-time Closing Lows	1 (0.03%)
# Stocks Closing Higher	1931 (64.86%)
# Stocks Closing Lower	984 (33.05%)
Total Gains/Losses	$641.70 (0.95%)
Average True Range	(3.97%)

Price verification found 0 errors
[Edit: This post was corrected. Having troubles with the pricing database this week. I believe I've identified the issues...but time will tell. Most of the issues were a result of adding benchmark comparison functionality to the reporting engine. I haven't rolled out the front-end to this yet. But, once I'm sure all the issues are resolved, the stats will post with a comparison to the ETF benchmark IWV. Should always be roughly the same...but will be interesting if there are days that miss the mark.]

Russell 3000 Weekly Stats (08/31/09-09/04/09)

Total Active Components = 2978
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures	Russell 3000
# All-time Closing Highs	14 (0.09%)
# All-time Closing Lows	4 (0.03%)
# Stocks Closing Higher	6731 (45.20%)
# Stocks Closing Lower	7881 (52.93%)
Total Gains/Losses	$-1082.93 (-0.32%)
Average True Range	(4.30%)

Price verification found 0 errors

[Edit: Post was corrected. Pricing database was incorrect and miscalculated the number of all-time highs and lows for the week.]

Portfolio Performance for August 2009

What a bad month for the portfolio. The S&P 500 is really trouncing me. And what's worse, I'm not quite sure the reason. I'm 98% invested in the market. And not trailing...actually delinking from the market. The coming months will shed more light on why the portfolio is zigging when the market is zagging.







On to other things...

You'll notice I'm posting Russell 3000 stats each day. And posting a weekly roundup each Sunday. These should become a regular thing since the whole process is now automated. Hopefully, I'll get a monthly roundup setup as well to start posting the end of this September.

At this point, not a whole lot is being tracked on the daily stats. My main goal is to use the stats as a way to ensure my pricing database is correct. At the end of the daily stats post, you'll find the following line:
Price verification found 0 errors

This line represents that out of all the Russell 3000 end of day quotes posted...none of the following errors were found for a given period:
pricerec['high'] is not less than pricerec['low']

pricerec['low'] is not greater than pricerec['high']

pricerec['close'] is not greater than pricerec['high']

pricerec['open'] is not greater than pricerec['high']

pricerec['close'] is not less than pricerec['low']

pricerec['open'] is not less than pricerec['low']

pricerec['low'] is not equal to or less than 0.00

pricerec['high'] is not equal to or less than 0.00

pricerec['close'] is not equal to or less than 0.00

pricerec['open'] is not equal to or less than 0.00

The daily stats posting also lists the number of stocks that did not receive a price quote for the day via this field:
Total Inactive this period = 0

And new listings...which are not as important for the Russell 3000 since these should only change once a year.

Of course, you can see the number of new all-time highs and lows along with a link to google finance for the corresponding stocks.

Overall, these daily stats are just an easy way to keep up with the price database each day. A stock market dashboard, if you will. With the overall goal of incorporating a portfolio dashboard into these daily stats in order to answer the question...why is my portfolio delinking from the market? Ha.

Later trades,

MT

Russell 3000 Daily Stats (09/04/09)

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures	Current
# All-time Closing Highs	5 (0.17%)
# All-time Closing Lows	1 (0.03%)
# Stocks Closing Higher	2425 (81.43%)
# Stocks Closing Lower	504 (16.92%)
Total Gains/Losses	$852.71 (1.27%)
Average True Range	(3.87%)

Price verification found 0 errors

Russell 3000 Daily Stats (09/03/09)

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures	Current
# All-time Closing Highs	6 (0.20%)
# All-time Closing Lows	2 (0.07%)
# Stocks Closing Higher	2256 (75.76%)
# Stocks Closing Lower	647 (21.73%)
Total Gains/Losses	$747.08 (1.13%)
Average True Range	(3.82%)

Price verification found 0 errors

Russell 3000 Daily Stats (09/02/09)

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures	Current
# All-time Closing Highs	1 (0.03%)
# All-time Closing Lows	3 (0.10%)
# Stocks Closing Higher	1182 (39.69%)
# Stocks Closing Lower	1717 (57.66%)
Total Gains/Losses	$-223.12 (-0.34%)
Average True Range	(3.85%)

Price verification found 0 errors

Russell 3000 Daily Stats - 20090901

PriceHouse Stats for the period 20090901 - 20090901

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures	Current
# All-time Closing Highs	0 (0.00%)
# All-time Closing Lows	4 (0.13%)
# Stocks Closing Higher	337 (11.32%)
# Stocks Closing Lower	2607 (87.54%)
Total Gains/Losses	$-1567.76 (-2.30%)
Average True Range	(5.94%)

Price verification found 0 errors

Russell 3000 Daily Stats - 20090831

PriceHouse Stats for the period 20090831 - 20090831
Total Active = 2979

Total New Listings this period = 0
Total Inactive this period = 0

Closing at new all-time highs = 5 (0.17%)
Closing at new all-time lows = 2 (0.07%)

Up Closes = 531 (17.83%)
Down Closes = 2406 (80.79%)

Average True Range = 4.00%

Price verification found 0 errors

Russell 3000 Weekly Stats - 20090828

PriceHouse Stats for the period 20090824 - 20090828
Total Active = 2979

Total New Listings this period = 0
Total Inactive this period = 0

Closing at new all-time highs = 73 (0.49%)
Closing at new all-time lows = 6 (0.04%)

Up Closes = 6815 (45.77%)
Down Closes = 7711 (51.79%)

Average True Range = 3.92%

Price verification found 0 errors

Russell 3000 Daily Stats - 20090828

PriceHouse Stats for the period 20090828 - 20090828
Total Active = 2979

Total New Listings this period = 0
Total Inactive this period = 0

Closing at new all-time highs = 9 (0.30%)
Closing at new all-time lows = 2 (0.07%)

Up Closes = 931 (31.26%)
Down Closes = 1995 (66.99%)

Average True Range = 4.09%

Price verification found 0 errors

Russell 3000 Stats - 08/27/2009

PriceHouse Stats for the period 20090827 - 20090827
Total Active = 2979

Total New Listings this period = 0
Total Inactive Stocks this period = 0

Closing at new all-time highs = 12 (0.40%)
Closing at new all-time lows = 2 (0.07%)

Up Closes = 1433 (48.12%)
Down Closes = 1452 (48.76%)

Average True Range = 4.24%

Price verification found 0 errors

Russell 3000 Stats - 08/26/2009

I'll start posting stats on the Russell 3000 components each working day. This will be a work in progress. Adding new fields as I go. I still don't have it 100% tested nor 100% automated...so may miss some days or some values may be wrong. Over time...it'll get better.

PriceHouse Stats for the period 20090826 - 20090826
Total Active = 2979

Total New Listings this period = 0
Total Inactive Stocks this period = 0

Closing at new all-time highs = 15 (0.50%)
Closing at new all-time lows = 0 (0.00%)

Up Closes = 1517 (50.94%)
Down Closes = 1388 (46.61%)

Average True Range = 3.58%

Price verification found 0 errors

One last thing, tomorrow is my 15 year wedding anniversary. It has been a great 15 years...many all-time highs along with a few rough drawdowns. Exactly what life and investing are all about. What's funny is my wife and I were discussing our past anniversaries:

• our 5 year we stayed in Galveston and they evacuated the island due to a hurricane.
• our 10 year we stayed in a b&b in Kemah that at first looked remote and enchanting set off on its own peninsula. Which quickly turned into isolated and horror movie'esque..that is after big honkin' wharf rats scattered about outside all night long.

This anniversary we plan to keep it simple, just stay home. Of course, this upcoming front system could bring a tornado with our luck. Ha. Regardless, to my wife...thank you for the dance.

“The most wonderful of all things in life, I believe, is the discovery of another human being with whom one's relationship has a growing depth, beauty, and joy as the years increase. This inner progressiveness of love between two human beings is a most marvelous thing; it cannot be found by looking for it or by passionately wishing for it. It is a sort of divine accident, and the most wonderful of all things in life.” -- Hugh Walpole Sr.

MT

Russell 3000 Stocks - 2009

The table below covers the delisted stocks of the active Russell 3000 Index. I'll update this page later to include the active stocks as well.

Delisted Russell 3000 Stocks

Symbol	Name	Status
CNB	Colonial Bancgroup Inc	Delisted 08/14/2009: Filed for bankruptcy
CGRB	Cougar Biotechnology In	Acquired 07/10/2009: by Johnson & Johnson (JNJ)
DDUP	Data Domain Inc	Acquired 07/23/2009: by EMC (EMC)
EQ	Embarq Corp	Acquired 07/01/2009: by CenturyTel (CTL)
ENTU	Entrust Inc	Delisted 07/29/2009: Acquired by private Thoma Bravo, LLC.
FCL	Foundation Coal Holding	Merged 07/31/2009: with Alpha Natural Resources (ANR)
LEA	Lear Corp	Delisted 07/02/2009: Filed for bankruptcy
LGTY	Logility Inc	Acquired 07/09/2009: by American Software (AMSWA)
SUMT	Sumtotal Systems Inc	Delisted 07/21/2009: Merged with private Vista Equity Partners Fund III, L.P.
WIND	Wind River Systems Inc	Acquired 07/17/2009: by Intel Corp (INTC)

Testing Jquery DataTables

Test Stocks

Symbol	Name	Status
FLWS	1-800 FLOWERS COM	this is just a test
YHOO	YAHOO CORP	no status
TDSC	3d Systems Corp
MMM	3m Co
PAR	3par Inc
NDN	99 Cents Only Stores
AAON	Aaon Inc
AIR	Aar Corp
AAN	Aarons Inc
ABAX	Abaxis Inc
ABT	Abbott Laboratories
ANF	Abercrombie & Fitch
ABBC	Abington Bancorp Inc
ABMD	Abiomed Inc
ABM	Abm Industries Inc
ABVT	Abovenet Inc
ABII	Abraxis Bioscience Inc
ACTG	Acacia Research Corp
AKR	Acadia Realty Trust
ACCL	Accelrys Inc
ACN	Accenture Ltd Bermuda
ABD	Acco Brands Corp
ARAY	Accuray Inc
ACET	Aceto Corp
ACIW	Aci Worldwide Inc
APKT	Acme Packet Inc
ACOR	Acorda Therapeutics Inc
ACTL	Actel Corp
ACTI	Actividentity Corp
ATVI	Activision Blizzard Inc
ATU	Actuant Corp
ACTU	Actuate Corp
AYI	Acuity Brands Inc
ACUR	Acura Pharmaceuticals
ACXM	Acxiom Corp
ADPT	Adaptec Inc
ADCT	Adc Telecommunications
ASF	Administaff Inc
ADBE	Adobe Systems Inc
ADLR	Adolor Corp
ADTN	Adtran Inc
AEA	Advance America Cash Ad
AAP	Advance Auto Parts Inc
AATI	Advanced Analogic Tech
ABAT	Advanced Battery Tech
AEIS	Advanced Energy Inds In
AMD	Advanced Micro Devices
ADVS	Advent Software Inc
ABCO	Advisory Board Co
ACM	Aecom Technology Corp D
AEPI	Aep Industries Inc
ARO	Aeropostale Inc
AVAV	Aerovironment Inc
AES	Aes Corp
AET	Aetna Inc
AFCE	Afc Enterprises Inc
ACS	Affiliated Computer Svc
AMG	Affiliated Managers Grp
AFFY	Affymax Inc
AFFX	Affymetrix Inc
AFL	Aflac Inc
AGCO	Agco Corp
FEED	Agfeed Industries Inc
A	Agilent Technologies In
AGYS	Agilysys Inc
AGL	Agl Resources Inc
ADC	Agree Realty Corp

Links of Note

Links of note from the physics arXiv blog.

Basketball and The Theory of Networks - Bet this applies to star performers at work as well. It's all about the bottlenecks. If you have a guru at work - logically the thought is we can't live without him/her. True? Would we instead be better off without him/her? Something to think about.

How Dragon Kings Could Trump Black Swans - what's interesting is I had several extensive discussions regarding this topic today. Then found this post tonight. Now I have a name for those extreme events - Dragon Kings.

[edit]
I'm updating this post to include Covel's recent link, Nobel Prize Winner Vernon Smith on Bubbles. This type of stuff fascinates me. Covers why history never quite repeats and why we keep thinking it does.

MT

Portfolio Performance for July 2009

Another month in the green. Let's hope we can keep the momentum going for the portfolio. Still getting trounced by the market, but hopefully I'll start catching up now that 100% of the portfolio is invested.









On to system development news...
I'm deep in the heart of testing all the changes made to the backtesting engine. Most of the simulation output was converted from plain text (csv) files to sqlite tables. This option will broaden the front-end options available to the platform. Testing should wrap up by the end of August. Then I can start sharing some of the results on this blog.

Later Trades,

MT