Patent ID: 7555452

Claim:
A method for improving the return of an investment portfolio including a plurality of shares for each of a plurality of different stocks, the method comprising: providing a processor having spreadsheet functions, stored on a computer readable medium causing the computer to perform the steps of: a) forming pairs of said stocks, each pair including a first and a second stock, at least one of the stocks belonging to a plurality of pairs of stocks; b) for each of the pairs of stocks, i) determining an interrelated share price variation between the first and the second stock of said pair corresponding to the variation of the relative price difference between shares of the first and second stock of said pair; ii) comparing the interrelated share price variation with a predetermined price variation threshold and thereby triggering a signal to sell shares of one of the first and second stock and to buy shares of the other of the first and second stock; and, iii) when the interrelated share price variation exceeds the predetermined interrelated price variation threshold, tagging the pair and subsequently initializing the interrelated share price variation; c) after at least one pair of stocks have been tagged, i) selecting one sell candidate stock from the tagged pairs of stocks; and ii) selecting at least one buy candidate stock from the tagged pairs of stocks which includes a said sell candidate stock, wherein the price of a share of the sell candidate stock is rising compared to the price of a share of the buy candidate stock.