Investment Guru, Inc.

New Investment Program That Guarantees Results

Investment Guru, Inc. Newsletter

Twenty-five Years of Investment Experience in US and International Investing

Involving Every Known Investment Vehicle Conceived to Date

I Have Written My Own Proprietary & Sophisticated Investment Analysis Program

Proprietor Contact Info
Phone (330) 507-2719 Email: Investment-Guru@lycos.com

My program is ten times more powerful than the currently top-rated Captools portfolio management software program ($250 Retail). Therefore, my proprietary portfolio management program should sell for approximately $2,500 Retail.

My program calculates probable future expected annual return for the mutual fund for the next year. Captools reports past historical return for the last year only.

My program calculates probable future expected relative strength for the mutual fund for the next year This is the only technical indicator found by Professional University Academic Researchers to provide reliable predictive value in predicting a mutual funds likely direction (up or down) over the long-term. Captools does not even utilize relative strength-the most powerful predictive technical analysis tool found to date by Professional University Academic Researchers.

My program calculates probable future expected volatility (standard deviation) of returns for the mutual fund for the next year. I use this along with the prediction for the probable future expected return for the mutual fund for the next year to calculate the probable future expected Sharpe Ratio for the mutual fund for the next year. The Sharpe Ratio measures the return of the mutual fund per unit of risk. Professional Academic Financial Research has shown that the mutual funds with the highest Sharpe Ratio will produce the highest return over the long-term. Captools does calculate the Sharpe Ratio for mutual funds in its portfolio. But the Sharpe Ratio Captools calculates is based upon past historical return and past historical volatility over the last year, which is not any indication of the future return of the mutual fund per unit of risk over the next year.

My program ranks the mutual funds I monitor daily based upon future expected Sharpe Ratio of the mutual fund (future expected return of the mutual fund for the next year divided by the future expected standard deviation of that mutual funds return) for the next year, future expected relative strength of the mutual fund for the next year, and the current alpha of the mutual fund. The alpha of a mutual fund is a sophisticated statistical measure that assesses the mutual fund portfolio managers ability of selecting excellent stocks that are likely to appreciate in value or selecting poor stocks that will only continue to depreciate in value in his or her mutual fund. Why in the world would any prudent investor want to give their hard earned money to a mutual fund portfolio manager who has a proven track record of only picking poor stocks that will only depreciate in value in his or her mutual fund?

As Ive stated, my proprietary program ranks the mutual funds I monitor daily based upon a weighted average of the mutual funds future expected Sharpe Ratio for the next year, future expected relative strength of the mutual fund for the next year, and current mutual fund portfolio managers alpha. Thus, I can absolutely guarantee any investor that I will only put his or her hard earned money into the mutual funds that are expected to perform the best over the course of the next year.

My sophisticated and proprietary investment analysis program can guarantee the client that he or she will obtain the maximum total return possible for his or her mutual fund portfolio. I have studied all of the Professional Academic University Research to date on portfolio management theory. This knowledge is written into the program and the program calculates daily the correct weighting for each mutual fund in the investors mutual fund portfolio. An investment portfolios return can only be maximized by increasing the weighting of mutual funds that are likely to perform best over the course of the next year (total return vs. risk profile) and decreasing the weighting of mutual funds that are likely to lag in performance over the course of the next year (total return vs. risk profile). I have discussed above how that is done by constantly monitoring each mutual funds future expected Sharpe Ratio, each mutual funds future expected relative strength, and each mutual funds current alpha. By maintaining the correct weighting of each mutual fund in the investors mutual fund portfolio, you thus, insure the investor of having the maximum total return possible for his or her mutual fund portfolio.

As Ive mentioned previously, I have twenty-five years of investment experience. I am an expert in the use of technical analysis for selecting securities to be included in an investment portfolio. I know every technical indicator in existence to date and the reliability of that technical indicator in generating correct buy/sell signals for an investment security. Thus, I can instruct my proprietary investment analysis program to key off of any technical indicator I choose to alert me to the situation that a mutual fund in the investors portfolio should be sold and that money invested in another mutual fund that I can absolutely guarantee will be one of the top performing mutual funds over the course of the next year.