The goal of this study is to construct an enhanced process based on the investment satisfied
capability index (ISCI). The process is divided into two stages. The first stage is to apply the
Process Capability Indices (PCI) for quality management so as to develop a new performance
appreciation method. Investors can utilize the ISCI index to rapidly evaluate individual
stock performance and then select those stocks which can lead to achieve investment
satisfaction. In the second stage, a particle swarm optimization (PSO) algorithm with moving
interval windows is applied to find the optimal investment allocation of the stocks in
this portfolio. Based on those algorithms we can ensure investment risk control and obtain
a more profitable stock investment portfolio.