No. of Recommendations: 3
make sure you're using an out-of-date list of Russell 1000 members--use one that's at least several months old.
New entries are big underperformers on average, and demoted ones are big outperformers on average.
Hmm. Luckily I started saving the Russell 1000 & 2000 every month since July 2021.
"FTSE Russell announced in January 2025 that the reconstitution of the Russell U.S. indices will take place semi-annually in June and November starting in 2026."
The 2025 one began on May 23. Lock-down was June 9. Finalized on June 27.
So maybe take the Russell *holdings* of May & October, just before the updates, and use the *data* of the current Russell lists. ?
I currently grab the current Russell lists & data and filter those that have a VL Timeliness. Wouldn't be too hard to also filter by the Russell holdings from a month or two ago, or just before the most recent reconstitution.
Actually I use the Russell 1000 plus the top Russell 2000 by market cap. Turns out that the VL1500 has quite a few stocks that are in the Russell 2000.
Although, hmmm, if the names in the reconstitution are just moving between the R1000 and R2000, then it doesn't matter. They rebalance the indexes, but I don't care about that, I'm just looking at the names.
"As of 1Q2025, there is one preliminary addition to the Russell 1000 Index and seven additions to the Russell 2000 Index."
I'm running out of things to do, but now I have a new task -- see how much the R1000 & R2000 names change from month to month. ;-)
