The rules are the following: 
1)  Before starting the test, you choose the computer + OS you want, etc.
2) Then, I give you a certain file.
3) You need to create a self-extracting EXE for it, that is always smaller than the original file. You can use any loseless compression/decompression algorithm tailored for this specific file. The decompression code might be self-contained in this file but of course it can use routines from the OS.

Question: Is it always possible to create this self-extracting EXE for any file that I give you in step 2)?