Honestly, if you can stand the volatility and have the capital just look at a simple trend following approach on a balanced portfolio of around 25 futures markets.....stock indices, currencies, energy, grains, software. Use modest leverage.
Probably my favourite is the simple Bollinger band breakout with a holding period of a few months and a profit taking mechanism. I achieved 16% cagr between 2006 and 2012 when I was blown out of the water by MFG. Max DD around 40%.
Nothing clever about it and used a very standard volatility based money management routine .
What is it? Well, probably simply asset allocation with market timing.
Plenty of track records out there you can look at.
Too simple for most of you guys perhaps. And too volatility.