The purpose of this paper is to present a simple quantitative method that improves the risk-adjusted returns across various asset classes. The approach is examined since 1972 in an allocation framework utilizing a combination of publicly traded indices including the Standard and Poor’s 500 Index (S&P 500), Morgan Stanley Capital International Developed Markets Index (MSCI EAFE), Goldman Sachs Commodity Index (GSCI), National Association of Real Estate Investment Trusts Index (NAREIT), and United States Government 10-Year Treasury Bonds. The empirical results are equity-like returns with bond-like volatility and drawdown, and over thirty consecutive years of positive performance.

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