The article discusses a new method for evaluating stock portfolios in the U.S. stock market. Instead of just looking at returns and risks like the Sharpe ratio does, the researchers introduced the trend ratio to better assess portfolios with stable uptrends. They used a special algorithm called GNQTS to optimize portfolios efficiently. By testing different time periods, they found that portfolios guided by the trend ratio had more stable uptrends and lower risks compared to those guided by the Sharpe ratio. The study also found that the best single stock may not always be in a portfolio, and even stocks with negative returns could be important in the selection process.