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Market Systems Research, Inc. (MSR) was established in 1970 by Frank A. Peluso to sell stock selection reports to institutional clients. Mr. Peluso's publication, The Portfolio Selection Report, has a forty-three year performance record with a cumulative net gain of + 46,583 % vs. the SP500 at + 7,255 % over the same forty-three year time period. Mr. Peluso is also the author of the successful MSR Bond Research Letter from 1983 to 1997.

The MSR Mathematical Model is based on computer studies, which have been interpreted to indicate that the price patterns of individual stocks are affected statistically by a series of short-term, intermediate-term and long-term cycles, whose frequencies have been approximately determined. This study anticipated the field of Chaos Theory by a number of years.


The model uses proprietary indicators, which act as filters to help isolate the positions and magnitudes of individual price cycles. The superposition of this data is then projected into the future and Selection Ratings are assigned to each stock based upon their estimated likelihood of price performance during the next six month to one year time period.


Mr. Peluso developed the MSR Quantitative Primary Wave System in 2007 and he is the author of the Global Wave Analysis Report, which was established in 2007 and continues to be published on a weekly basis, covering U.S. Industry Sectors, Global Market Indices, global Market ETFs and Currencies & U.S. T-Bonds.