DETAILED ACTION
1. The present application, filed on or after March 16, 2013, is being examined under the first inventor to file provisions of the AIA . This Office action is in response to Applicant’s communication (RCE) filed on March 30, 2026. Amendments to claims 1-4, 9 and 10 and addition of new claims 12-15 have been entered. Claims 1-4, 9, 10, and 12-15 are pending and have been examined. The statement of reasons for the indication of allowable subject matter over prior art was already discussed in the Office action mailed on June 18, 2024 and hence not repeated here. The claim interpretation, rejections and response to the Affidavits and the arguments are stated below.
Claim Interpretation
2. Claim 1 recites “A computer-implemented method for extracting future performance indication and potential loss indication from historical investment results of an identified investment asset, where the underlying probabilities of said historical investment results are unknowable and cannot be determined, yet probability-weighted analysis of the investment results requires knowledge of said underlying probabilities, the method addressing this technical impossibility by using a time-averaging technique over said historical investment results,
the method comprising:
a) identifying said investment asset traded according to an identified investment strategy compared to a predetermined benchmark strategy;
b) organizing, by said computer processor, the original trading results of both said investment strategy and said benchmark strategy by dividing and/or combining the original trading results into a dataset of sufficiently large sample size to satisfy the principle of large numbers in probability and statistics, and categorizing each organized result as either a gain or a loss;
c) determining, by said computer processor, historical performance from said organized results for both said investment strategy and said benchmark strategy, comprising all individual gains and all individual losses;
d) substituting, by said computer processor, time averages computed over said historical investment results for the probability-weighted averages that would require the unknowable underlying probabilities, thereby enabling probability-weighted analysis of investment performance without determining or estimating said underlying probabilities and thus solving said technical impossibility, said substituting comprising:
(i) computing probability-weighted gain by calculating arithmetic average gain, as defined by dividing the sum of all organized individual gains by the total number of the organized returns, for both said investment strategy and said benchmark strategy;
(ii) computing probability-weighted loss by calculating arithmetic average loss, as defined by dividing the sum of all organized individual losses by the total number of the organized returns, for both said investment strategy and said benchmark strategy;
(iii) computing arithmetic average net profit by subtracting said arithmetic average loss from said arithmetic average gain, for both said investment strategy and said benchmark strategy; and
(iv) computing probability-weighted net-profit-to-loss ratio by calculating the ratio of said arithmetic average net profit to said arithmetic average loss for both said investment strategy and said benchmark strategy, and thereby obtaining an investment strategy average-net-profit-to-average-loss ratio and a benchmark average-net-profit-to-average-loss ratio, respectively, wherein said substituting enables computation of said probability-weighted metrics directly from said historical investment results without requiring estimation of said unknowable underlying probabilities;
e) extracting, by said computer processor, future performance indication from the calculated investment-strategy average-net-profit-to-average-loss ratio and the calculated benchmark ratio;
f) extracting, by said computer processor, potential loss indication from the calculated probability-weighted loss, for both said investment strategy and said benchmark strategy; and
g) evaluating, by said computer processor, said investment strategy by determining it to be superior to said benchmark strategy when said investment-strategy average-net-profit-to-average-loss ratio is statistically significantly greater than said benchmark average-net-profit-to-average-loss ratio based on the sufficiently large sample size;
whereby the method bypasses the technical impossibility of determining the unknowable underlying probabilities of the investment results by computing time averages directly from the observed results, thereby enabling extraction of probability-weighted future performance indication and potential loss indication that are unattainable through conventional probability-weighted methods that require knowledge of the underlying probabilities, and further enabling said extraction to be performed in real-time directly from the observed results without requiring any estimation of said unknowable underlying probabilities without requiring any estimation of said unknowable underlying probabilities, and thereby reducing computational requirements from simulation-based processing to direct computation from the observed results.”
It is not clear if the underlined steps of the claim are performed manually and or by the computer-based system. “A computer-implemented method” in the preamble does not imply that all the steps of the claim are performed by a computer. The Examiner has broadly interpreted these steps to be performed manually also. Such ambiguities are present in claims 2-4, 9-10 and 12-15 also. Appropriate clarification is required.
Claim Rejections - 35 USC § 101
3. 35 U.S.C. 101 reads as follows:
Whoever invents or discovers any new and useful process, machine, manufacture, or composition of matter, or any new and useful improvement thereof, may obtain a patent therefor, subject to the conditions and requirements of this title.
4. Claims 1-4, 9-10 and 12-15 are rejected under 35 U.S.C. § 101 because the claimed invention is directed to an abstract idea without significantly more.
The claim(s) recite(s) a computer-implemented method for extracting future performance indication and potential loss indication from historical investment results of an identified investment asset, which is considered a judicial exception because it falls under the category of “Certain Methods of organizing human activity” such as fundamental economic practice as well as commercial or legal interactions including agreements as discussed below. This judicial exception is not integrated into a practical application as discussed below. The claim(s) does/do not include additional elements that are sufficient to amount to significantly more than the judicial exception as discussed below.
Analysis
Step 1: In the instant case, exemplary claim 1 is directed to a method.
Step 2A – Prong One: The limitations of “A computer-implemented method for extracting future performance indication and potential loss indication from historical investment results of an identified investment asset, where the underlying probabilities of said historical investment results are unknowable and cannot be determined, yet probability-weighted analysis of the investment results requires knowledge of said underlying probabilities, the method addressing this technical impossibility by using a time-averaging technique over said historical investment results,
the method comprising:
a) identifying said investment asset traded according to an identified investment strategy compared to a predetermined benchmark strategy;
b) organizing, by said computer processor, the original trading results of both said investment strategy and said benchmark strategy by dividing and/or combining the original trading results into a dataset of sufficiently large sample size to satisfy the principle of large numbers in probability and statistics, and categorizing each organized result as either a gain or a loss;
c) determining, by said computer processor, historical performance from said organized results for both said investment strategy and said benchmark strategy, comprising all individual gains and all individual losses;
d) substituting, by said computer processor, time averages computed over said historical investment results for the probability-weighted averages that would require the unknowable underlying probabilities, thereby enabling probability-weighted analysis of investment performance without determining or estimating said underlying probabilities and thus solving said technical impossibility, said substituting comprising:
(i) computing probability-weighted gain by calculating arithmetic average gain, as defined by dividing the sum of all organized individual gains by the total number of the organized returns, for both said investment strategy and said benchmark strategy;
(ii) computing probability-weighted loss by calculating arithmetic average loss, as defined by dividing the sum of all organized individual losses by the total number of the organized returns, for both said investment strategy and said benchmark strategy;
(iii) computing arithmetic average net profit by subtracting said arithmetic average loss from said arithmetic average gain, for both said investment strategy and said benchmark strategy; and
(iv) computing probability-weighted net-profit-to-loss ratio by calculating the ratio of said arithmetic average net profit to said arithmetic average loss for both said investment strategy and said benchmark strategy, and thereby obtaining an investment strategy average-net-profit-to-average-loss ratio and a benchmark average-net-profit-to-average-loss ratio, respectively, wherein said substituting enables computation of said probability-weighted metrics directly from said historical investment results without requiring estimation of said unknowable underlying probabilities;
e) extracting, by said computer processor, future performance indication from the calculated investment-strategy average-net-profit-to-average-loss ratio and the calculated benchmark ratio;
f) extracting, by said computer processor, potential loss indication from the calculated probability-weighted loss, for both said investment strategy and said benchmark strategy; and
g) evaluating, by said computer processor, said investment strategy by determining it to be superior to said benchmark strategy when said investment-strategy average-net-profit-to-average-loss ratio is statistically significantly greater than said benchmark average-net-profit-to-average-loss ratio based on the sufficiently large sample size;
whereby the method bypasses the technical impossibility of determining the unknowable underlying probabilities of the investment results by computing time averages directly from the observed results, thereby enabling extraction of probability-weighted future performance indication and potential loss indication that are unattainable through conventional probability-weighted methods that require knowledge of the underlying probabilities, and further enabling said extraction to be performed in real-time directly from the observed results without requiring any estimation of said unknowable underlying probabilities without requiring any estimation of said unknowable underlying probabilities, and thereby reducing computational requirements from simulation-based processing to direct computation from the observed results” as drafted, when considered collectively as an ordered combination is a process that, under the broadest reasonable interpretation, covers methods of organizing human activity such as a fundamental economic practice as well as commercial or legal interactions including agreements.
Extracting future performance indication and potential loss indication from historical investment results of an identified investment asset is a fundamental economic practice such as forecasting future performance of an investment based on criteria and rules. The steps of “e) extracting, by said computer processor, future performance indication from the calculated investment-strategy average-net-profit-to-average-loss ratio and the calculated benchmark ratio; f) extracting, by said computer processor, potential loss indication from the calculated probability-weighted loss, for both said investment strategy and said benchmark strategy; g) evaluating, by said computer processor, said investment strategy by determining it to be superior to said benchmark strategy when said investment-strategy average-net-profit-to-average-loss ratio is statistically significantly greater than said benchmark average-net-profit-to-average-loss ratio based on the sufficiently large sample size” is a fundamental economic practice such as forecasting future performance of an investment. Also, these steps e-g, considered collectively as an ordered combination is a form of commercial/legal interaction such as fulfilling agreements between the party making the prediction and the other parties that rely on the prediction. Hence, the steps of the claim, considered collectively as an ordered combination, covers the abstract category of “Certain Methods of organizing human activity”. Similar interpretation and analysis apply to independent claim 3 also.
The computer processor, in the claims, is broadly interpreted to correspond to a generic computer processor suitably programmed to perform the associated functions. If the claim limitations, under the broadest reasonable interpretation, covers methods of organizing human activity but for the recitation of generic computer components, then it falls within the “Certain methods of organizing human activity” grouping of abstract ideas. Accordingly, the claims 1 and 3 recite an abstract idea.
Step 2A – Prong Two: The judicial exception is not integrated into a practical application. The claims only recite the additional elements of a computer processor to perform most of the functions recited in the claims. A plain reading of the Specification of at least paragraphs [0023] – [0056] reveals that the computer-based system comprises a generic processor suitably programmed to execute the claimed steps. Hence, the additional elements in the claims are all generic components suitably programmed to perform their respective functions. The additional elements in all the steps are recited at a high-level of generality (i.e., as generic computer components performing generic computer functions) such that it amounts no more than mere instructions to apply the exception using generic computer components. Accordingly, these additional elements do not integrate the abstract idea into a practical application because they do not impose any meaningful limits on practicing the abstract idea. Hence, the claims 1 and 3 are directed to an abstract idea.
Step 2B: The claims do not include additional elements that are sufficient to amount to significantly more than the judicial exception. As discussed above with respect to integration of the abstract idea into a practical application, using the additional elements (identified above) to perform the claimed steps amounts to no more than mere instructions to apply the exception using a generic computer component. The additional elements of the instant underlying process, when taken in combination, together do not offer substantially more than the sum of the functions of the elements when each is taken alone. Mere instructions to apply an exception using a generic computer component cannot provide an inventive concept. Hence, independent claims 1 and 3 are not patent eligible.
Dependent claims 2, 4, 9-10, and 12-15 when analyzed as a whole are held to be patent ineligible under 35 U.S.C. 101 because the additional recited limitations only refine the abstract idea further.
For instance, in claim 2, the step “further comprising:
h) evaluating, by said computer processor, said investment strategy by determining it to be able to statistically generate positive net profit when said investment-strategy ratio is statistically significantly greater than zero based on the sufficiently large sample size, wherein zero serves as said predetermined benchmark” under the broadest reasonable interpretation, is a further refinement of methods of organizing human activity because this step describes the intermediate/final step of the underlying process.
In claim 4, the steps “further comprising:
h) evaluating, by said computer processor, said investment strategy by determining it to be able to statistically generate positive net profit when said investment-strategy total-net-profit-to-total-losses ratio is statistically significantly greater than zero based on the sufficiently large sample size, wherein zero serves as said predetermined benchmark” under the broadest reasonable interpretation, is a further refinement of methods of organizing human activity because this step describes the intermediate/final step of the underlying process.
In claims 9 and 10, the steps “further comprising trading said identified investment asset according to said investment strategy based on the future performance indication extracted in step e), the potential loss indication extracted in step f), and the evaluation in step g)” under the broadest reasonable interpretation, are further refinements of methods of organizing human activity because these steps describe the intermediate step of the underlying process.
In claims 12 and 14, the steps “wherein the organizing in step b) comprises dividing the original trading results into organized returns at minute-level or second-level time intervals, thereby increasing the sufficiently large sample size proportionally and enabling said time averages in step d) to be computed over a correspondingly larger dataset directly from the observed results” under the broadest reasonable interpretation, are further refinements of methods of organizing human activity because these steps describe the intermediate/final step of the underlying process.
In claims 13 and 15, the step “further comprising optimizing said investment strategy based on the future performance indication extracted in step e) and the potential loss indication extracted in step f), wherein said optimizing comprises adjusting said investment strategy to achieve improved net profit with reduced risk as indicated by said extracted indications” are further refinements of methods of organizing human activity because these steps describe the intermediate/final step of the underlying process.
In the dependent claims, the judicial exception is not integrated into a practical application because the limitations are recited at a high-level of generality such that it amounts no more than mere instructions to apply the exception using generic computer components. Also, the claims do not affect an improvement to another technology or technical field; the claims do not amount to an improvement to the functioning of a computer system itself; the claims do not affect a transformation or reduction of a particular article to a different state or thing; and the claims do not move beyond a general link of the use of an abstract idea to a particular technological environment. In addition, the dependent claims do not include additional elements that are sufficient to amount to significantly more than the judicial exception. The additional elements of the instant underlying process, when taken in combination, together do not offer substantially more than the sum of the functions of the elements when each is taken alone. The claims as a whole, do not amount to significantly more than the abstract idea itself. For these reasons, the dependent claims also are not patent eligible.
Response to the Affidavits (“Declaration” filed on March 30, 2026) and Response to Arguments
5. The fact that the claims are Patent-Ineligible when considered under the MPEP 2106 has already been addressed in the rejection and hence not all the details of the rejection are repeated here.
In response to the Applicant’s assertion in pages 1-17 of the Declaration that “this declaration explains how the claimed invention represents a new use of an established scientific knowledge and technique - applying the well-established principle of time-averaging (rooted in ergodicity theory from Statistical Physics and Statistical Thermodynamics) to a new domain: financial investment analysis where the underlying probabilities are unknowable and cannot be determined” , the Examiner would like note that applying the well-established principle of time-averaging (rooted in ergodicity theory from Statistical Physics and Statistical Thermodynamics) to a new domain: financial investment analysis where the underlying probabilities are unknowable and cannot be determined, belongs to the realm of improvement in the abstract idea of Mathematical relationships and concepts. The Applicant’s assertion (on Page 3 of the Declaration) that “The claimed invention represents a new use of this established scientific knowledge and technique - specifically, applying the ergodicity-based substitution of time averages for ensemble averages to the domain of financial investment analysis, where ensemble averages (probability-weighted expected values) cannot be determined because only one market realization exists at each point in time” that the invention represents an improvement in the abstract idea of Mathematical relationships and concepts. Efficient computer programming and using the appropriate model assumptions fall in the category of improvements in mathematical computations. Improvements in the mathematical computations fall in the realm of abstract idea.
The Applicants are confusing the concept of improvements in the mathematical computations with the improvements in Technology as defined by the guidelines provided by the USPTO (to evaluate patentability of inventions). The claimed features such as “computing probability-weighted gain by calculating arithmetic average gain, as defined by dividing the sum of all organized individual gains by the total number of the organized returns, for both said investment strategy and said benchmark strategy; (ii) computing probability-weighted loss by calculating arithmetic average loss, as defined by dividing the sum of all organized individual losses by the total number of the organized returns, for both said investment strategy and said benchmark strategy; (iii) computing arithmetic average net profit by subtracting said arithmetic average loss from said arithmetic average gain, for both said investment strategy and said benchmark strategy; and (iv) computing probability-weighted net-profit-to-loss ratio by calculating the ratio of said arithmetic average net profit to said arithmetic average loss for both said investment strategy and said benchmark strategy, and thereby obtaining an investment strategy average-net-profit-to-average-loss ratio and a benchmark average-net-profit-to-average-loss ratio, respectively, wherein said substituting enables computation of said probability-weighted metrics directly from said historical investment results without requiring estimation of said unknowable underlying probabilities is an improvement in the abstract idea of extracting future performance indication and potential loss indication from historical investment results of an identified investment asset. It does not involve any improvements to another technology, technical field, or improvements to the functioning of the computer itself. The Applicant’s other arguments presented on pages 2-17 have been fully considered by the Examiner, but are no persuasive for the reasons above and also for the reasons discussed in the response to the past Affidavits and arguments presented by the Applicants.
The alleged advantages such as “The method can be executed in sub-second on standard computing equipment, enabling real-time evaluation of both strategy performance and risk exposure during trading hours, which allows timely investment decisions that were impossible with Monte Carlo simulation. b. Large-Scale Data Analysis: The method makes practical the analysis of much larger datasets, providing better statistical reliability for both performance metrics and risk assessments, enabling more informed and timely investment decisions. C. Multiple Strategy Monitoring: The computational efficiency enables simultaneous evaluation of dozens or hundreds of strategies, facilitating portfolio management, strategy comparison, and aggregate risk assessment, allowing timely investment decisions across the entire portfolio. d. High-Frequency Updates: Both performance metrics and risk assessments can be recalculated whenever new data arrives, providing up-to-date information enabling timely investment decisions about position sizing, risk limits, and trading adjustments. e. Accessibility: The reduced computational requirements make sophisticated probability-weighted performance and risk analysis accessible to smaller firms and individual traders who may not have access to high-performance computing resources, enabling them to make timely investment decisions based on probability-weighted analysis. f. High-Frequency Data Analysis: In real-world practice, financial professionals use high-frequency data (1-minute intervals providing 390 observations per trading day) to achieve large sample sizes over short, recent periods. The claimed invention makes this practical - direct arithmetic mean calculation scales efficiently to any data frequency, while Monte Carlo simulation becomes prohibitively time-consuming (billions of instructions per analysis, performed multiple times daily)” are due to improvements in the abstract idea of a method for predicting future performance from historical investment results of an identified investment asset traded according to an identified investment strategy compared to a predetermined benchmark strategy, using the computer as a tool its ordinary capacity. Similarly, the other advantages listed in paragraphs 34 – 57 of the Declaration are due to improvements in the abstract idea of a method for extracting future performance indication and potential loss indication from historical investment results of an identified investment asset, using the computer as a tool its ordinary capacity. By relying on a computer to perform routine tasks more quickly or more accurately is insufficient to render a claim patent eligible (See Alice, 134 S. Ct. at 2359 (use of a computer to create electronic records, track multiple transactions, and issue simultaneous instructions” is not an inventive concept). Hence, the Applicant’s Declaration is not persuasive.
The claims recite a computer-implemented method for extracting future performance indication and potential loss indication from historical investment results of an identified investment asset, which is considered a judicial exception because it falls under the category of “Certain Methods of organizing human activity” such as fundamental economic practice as well as commercial or legal interactions including agreements as discussed in the rejection.
The so called improvements touted by the Applicants are not in the technical field but in the abstract idea of extracting future performance indication and potential loss indication from historical investment results of an identified investment asset, using improvements in the mathematical relationships governing the underlying process. In response to Applicant’s characterization that “The claimed invention represents a technological improvement in the technical fields of decision-making under uncertainty and applied statistics”, the Examiner respectfully disagrees. The claimed invention is an improvement in the abstract idea of a method for predicting future performance from historical investment results of an identified investment asset traded according to an identified investment strategy compared to a predetermined benchmark strategy using mathematical computations and a suitably programmed generic computer as tools in their ordinary capacity. The Applicants are confusing the concept of improvements in the mathematical computations with the improvements in Technology as defined by the guidelines provided by the USPTO (to evaluate patentability of inventions). The alleged advantages such as “it enables financial professionals to predict future performance and assess potential risk using probability-weighted analysis despite the fundamental impossibility of determining underlying probabilities in financial markets. It improves financial data analysis by making real-time probability-weighted analysis computationally feasible, thereby enabling timely investment decisions that were previously impractical due to the time-consuming nature of conventional Monte Carlo simulation methods” are due to improvements in the abstract idea of a method for predicting future performance from historical investment results of an identified investment asset traded according to an identified investment strategy compared to a predetermined benchmark strategy. An improvement in abstract idea is still abstract (SAP America v. Investpic *2-3 (“We may assume that the techniques claimed are “groundbreaking, innovative, or even brilliant,” but that is not enough for eligibility. Association for Molecular Pathology v. Myriad Genetics, Inc., 569 U.S. 576, 591 (2013); accord buySAFE, Inc. v. Google, Inc., 765 F.3d 1350, 1352 (Fed. Cir. 2014). Nor is it enough for subject-matter eligibility that claimed techniques be novel and nonobvious in light of prior art, passing muster under 35 U.S.C. §§ 102 and 103. See Mayo Collaborative Servs. v. Prometheus Labs., Inc., 566 U.S. 66, 89–90 (2012); Synopsys, Inc. v. Mentor Graphics Corp., 839 F.3d 1138, 1151 (Fed. Cir. 2016) (“A claim for a new abstract idea is still an abstract idea). It does not involve any improvements to another technology, technical field, or improvements to the functioning of the computer itself.
Most of the Applicant’s arguments have already been addressed in the rejections and response to arguments in the Office action mailed on November 4, 2025 and also in the response to the Supplemental Rule 132 Declaration above and hence are not repeated here. “Time-Average substitution” is an improvement in the mathematical relationships. It is not an improvement in Technology as defined by the guidelines provided by the USPTO (to evaluate patentability of inventions). Similar to SAP America v. InvestPic, the Applicant’s claims lie entirely in the realm of abstract ideas, with no plausibly alleged innovation in the non-abstract application realm. Using the time-averaging technique (ergodicity), represents an improvement in the abstract idea of a method for predicting future performance from historical investment results of an identified investment asset traded according to an identified investment strategy compared to a predetermined benchmark strategy. It does not involve any improvements to another technology, technical field, or improvements to the functioning of the computer itself.
Applicant’s other arguments referencing rejections under Step 2A and Step 2B have been considered but are not persuasive as discussed in the rejections or in the response to arguments in the course of the prosecution. (See Office actions mailed on March 18, 2025, November 4, 2025, and also on January 28, 2026). Hence, these responses to Applicants’ arguments are not repeated here. Therefore, the Applicants’ arguments are not persuasive.
To summarize, what the Applicants characterize as an improvement in technology is in reality an improvement in the abstract idea of a method for predicting future performance from historical investment results of an identified investment asset traded according to an identified investment strategy compared to a predetermined benchmark strategy. It does not involve any improvements to another technology, technical field, or improvements to the functioning of the computer itself. Hence, the claims are directed to an abstract idea. The Declaration by Dr. Wang has already been addressed earlier and hence not repeated here. Therefore, the Applicants’ arguments are not persuasive. For these reasons and those discussed in the rejection, the rejections under 35 USC § 101 are maintained.
Conclusion
6. The prior art made of record and not relied upon is considered pertinent to applicant's disclosure:
(a) Mag; Adrian et al. (US Pub. 2026/0010948 A1) discloses methods, systems, and devices for financial risk assessment and digital security enhancement. This includes receiving, at the host processor via the computing network, a plurality of input signals from a plurality of primary systems, the input signals corresponding to a client identifier to generate a corresponding first record; analyzing the corresponding first record, to extract a corresponding second record by implementing a plurality of predefined tags and generating a categorized record; receiving physical asset signals, associated to the client identifier, from an external asset system; generating a qualifier score based on a predictive algorithm applied to the categorized record and the physical asset signals, the predictive algorithm assigning weights to the plurality of data categories in the categorized record; and determining whether the qualifier score meets a one or more threshold range.
7. Examiner interviews are available via telephone, in-person, and video conferencing using a USPTO supplied web-based collaboration tool. To schedule an interview, applicant is encouraged to use the USPTO Automated Interview Request (AIR) at http://www.uspto.gov/interviewpractice.
Any inquiry concerning this communication or earlier communications from the Examiner should be directed to Narayanswamy Subramanian whose telephone number is (571) 272-6751. The examiner can normally be reached Monday-Friday from 9:00 AM to 5:00 PM. If attempts to reach the examiner by telephone are unsuccessful, the examiner's supervisor, Abhishek Vyas can be reached at (571) 270-1836. The fax number for Formal or Official faxes and Draft to the Patent Office is (571) 273-8300.
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/Narayanswamy Subramanian/
Primary Examiner
Art Unit 3691
April 27, 2026
Prosecution Insights