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Sophisticated methodology and cutting-edge algorithm were
embedded into a robust and powerful trading strategy. The
strategy has been back-tested for last three decades.

The winner portfolio side has annualized return of 27% while
the loser side has -9%(prediction on loser side starts with
-9.0% expectation from 2006 only). The strategy is on NYSE
securities only and to hold the portfolio for 13 consecutive
months (Dec.1st ,yyyy to Dec. 31st, yyyy+1). These ensure high
capacity, lower turnover (trading cost and price impact), and
tax efficiency.

Read the file and Pay attention to the upload date.

The first Prediction: Winner Portfolio(17.2%)/Loser Portfolio
(-13%) V.S. SP500(-0.6%) for Jan/Feb-2005 period.