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

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

Key Figures	Russell 3000	IWV
Total Active Components	2968	1
Total New Listings this period	0	0
Total Inactive this period	1	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

Russell 3000 Daily Stats (11/13/09)

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	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

Russell 3000 Daily Stats (11/12/09)

Key Figures	Russell 3000	IWV
Total Active Components	2965	1
Total New Listings this period	0	0
Total Inactive this period	3	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

Russell 3000 Daily Stats (11/11/09)

Key Figures	Russell 3000	IWV
Total Active Components	2968	1
Total New Listings this period	0	0
Total Inactive this period	0	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

Russell 3000 Daily Stats (11/10/09)

Key Figures	Russell 3000	IWV
Total Active Components	2968	1
Total New Listings this period	0	0
Total Inactive this period	0	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