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