Portfolio diversification alone is rarely a sufficient strategy to protect portfolio value, as it can still subject investors to large losses. Combining diversification with quantitative modeling can provide investors with equity-like performance and protection in negative stock performance periods. Quantitative models are used to determine probable stock market direction. The models are predominantly momentum and trend oriented. Diversification is used to create an uncorrelated portfolio of assets. This includes long positions in S&P 500 E-mini futures, 10 year note futures, and gold futures. Additionally, a portion of the system is allocated to a long/short currency “breakout” strategy.