Originally Posted by Mad (Flt) Scientist
In a manner similar to the sail on a yacht while tacking, the careful correspondence of the winglet angle and the direction of flow of the local tip vortex flow is such that the "lift" generated by the airfoil that is the winglet is - very slightly - oriented in the forward direction. Thus there is indeed a forward force component.
This is the explanation the inventor of the winglets, Richard Whitcomb used.
However, I suspect that once the winglets start generating lift, they change the flow field, so that intensity of the vortex is reduced. There would be a high pressure area outboard of the winglets which would tend to inhibit the flow from the bottom of the wing.