Strong Markets, weak markets, inflating economy or deflating, over the last 11 years, 18% gains, if ever achieved with any investment, were generally lost as quickly as they were found.

For example, October, 2002, saw the Dow complete a 33 month collapse, losing 37% of its market cap.  The NASDAQ surrender was more dramatic, giving up 78% in 31 months, the S&P gave back 49%.

The next 5 years saw all indices rise dramatically off these 2002 multi-year lows.  The Dow rose 94%, the NASDAQ 156% and the S&P finished the cycle up 101%.  Only the NASDAQ, on a compounded basis, returned better than an average 18% a year for the five years, October 2002 through October 2007.

By January 2009, however, all indices fell victim to crisis seeing the Dow, NASDAQ and S&P give back, 110%, 91% and 112% of these returns respectively.

Now amidst a reported economic recovery, the indices have recaptured losses realized in the period October 2007 through March 2009.  The Dow is up 102%, the NASDAQ 145% and the S&P is up 109%.

Today, even if we measure market performance from the lowest lows reached in July 2002 to present, (approximately 10 years) the Dow can barely show a 6% compounded annualized return.  The NASDAQ faired better at about 11% and the S&P turned in a Dow-matching performance of 6%.  This all translates to net gains of 82%, 179% and 82% respectively.

While this may sound impressive, when put into perspective, compounded annual returns of 18% would yield net returns of 423% over a 10 year period.  Obviously stocks are not the mystery investment of which we speak.  How about Bonds?  You would be hard pressed to find any bond, junk or otherwise, that produced 18% returns which leaves real estate and commodities as our last two candidates of the major investment classes.

I challenge anyone to show me a home valued at $200,000 in 2002 that is now worth $346,000 (a net gain of 73%) let alone a million plus dollars.  Consider yourself lucky if your home has held equal value.

That leaves commodities.  First to mind is likely oil.  In July 2002, as stocks bottomed, oil, based on a simple average of Brent, West Texas Intermediate and the Dubai Fateh, traded at $25.75 per barrel.  As I write, the same simple average sits at $116.46 for a net gain over the period of 352% which translates to just over 16% on a compounded annualized basis.  In other words, we're close to solving the mystery - but not quite.

So which investment is it that has risen an average 18% a year, not only for the 10 years we've analyzed but for 11 years running - without one losing year?  Click here to solve the mystery and learn why Citibank predicts another 30% rise in 2012 and 100% rise by the end of 2013.