Patent ID: 8046285

Claim:
A method of providing a portable alpha investment instrument, comprising: allocating, using at least one computer, a first portion of a financial asset to a first asset class that includes a composite index corresponding to a plurality of securities that are selected using fundamental value methods; allocating, using at least one computer, a second portion of the financial asset to a second asset class that includes shares in a plurality of time-value-based securities that include financial derivatives selected by at least one commodity trading advisor or managed futures trader; establishing, using at least one computer, a swap transaction corresponding to the first portion of the financial asset, the swap transaction configured to define a minimum term corresponding to an asset status change that includes a tax status change corresponding to a change from a combined short term capital gain and long term capital gain tax liability to an exclusively long term capital gain tax liability; and transferring, using at least one computer, the first portion and the second portion of the financial asset responsive to allocating the first and the second portions of the financial asset, wherein the second asset class performs with a negative correlation relative to a performance of the first asset class.