Patent ID: 7742963

Claim:
A computerized method comprising the steps of: first, electronically receiving and storing data regarding performance over a selected previous time period of all securities in a selected group of securities; second, dividing said group of securities into subgroups based on net price performance over said time period, so that a first subgroup comprises securities with net price performance over said time period greater than or equal to securities in all other subgroups of said group, and a second subgroup comprises securities with net price performance over said time period less than or equal to securities in all other subgroups of said group; and third, applying, by a computer, a volume/turnover filter to said first subgroup and said second subgroup, wherein said volume/turnover filter is operable to calculate a change in turnover over said time period for each security in said first and second subgroups based on volume data, and divide said first subgroup and said second subgroup into further subgroups according to said change in turnover.