Zeev's Turnips Patch-No Politics (ZEEV)

[YxY]

Limtex there is tons of program like that. The parameter will be tweak in order to show you the best possible past performance. But I'm not aware of any that performs well enough realtime. In most case some realistic slippage and commission will wipe out performance. you might try a web search under "statistical arbitrage"

here are some links you might like :

http://www.unifr.ch/econophysics/

also about the prediction company (I think a new book has been recently published)
http://www.cs.brown.edu/research/ai/dynamics/tutorial/Documents/CrackingWallStreet.html