Yes.
Become a clergyman who has taken a vow of poverty, and then live off your church.
Your church income can never be taxed, and because you are not paid to be a clergyman in your church (and have no income that is taxable), you will never pay any taxes.
Have the church be the owner of the stock market shares.
And check with an attorney, before doing ANY of the things I mentioned.
September 4, 2008, 4:24 PM EDT