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We propose a generalization of the well-known Magic Sets technique to Datalog¬ programs with (possibly unstratified) negation under stable model semantics. Our technique produces a new program whose evaluation is generally more efficient (due to a smaller instantiation), while preserving soundness under cautious reasoning. Importantly, if the original program is consistent, then full query-equivalence is guaranteed for both brave and cautious reasoning, which turn out to be sound and complete. In order to formally prove the correctness of our Magic Sets transformation, we introduce a novel notion of modularity for Datalog¬ under the stable model semantics, which is relevant per se. We prove that a module can be evaluated independently from the rest of the program, while preserving soundness under cautious reasoning. For consistent programs, both soundness and completeness are guaranteed for brave reasoning and cautious reasoning as well. Our Magic Sets optimization constitutes an effective method for enhancing the performance of data-integration systems in which query-answering is carried out by means of cautious reasoning over Datalog¬ programs. In fact, preliminary results of experiments in the EU project INFOMIX, show that Magic Sets are fundamental for the scalability of the system.