Leveraged chaos wearing a diversification badge built on two months of vibes not evidence
Report created on Jul 21, 2026Risk profile
5/7
Diversification profile
5/5
Positions
-
RS Return Stacked International Stock & Managed Futures ETF
RSIT 45.00% -
UP ProShares UltraPro S&P500
UPRO - US74347X8645 20.00% -
GO iShares 25+ Year Treasury STRIPS Bond ETF
GOVZ - US46436E5776 15.00% -
CT Simplify Managed Futures Strategy ETF
CTA - US82889N6994 10.00% -
FM MarketDesk Focused U.S. Momentum ETF
FMTM 10.00%
This portfolio looks like someone tried to stack every spicy idea they’ve seen on finance Twitter into one bundle. Nearly half the money sits in a “return stacked” international plus managed futures product, then you slam on 3x S&P exposure and a momentum ETF for extra adrenaline. Long-duration Treasuries and another managed futures fund are sprinkled in like a calm garnish on a very nervous meal. With only about two months of history, none of this structure has actually been stress-tested together, so the current mix is more concept art than proven design. On paper it screams “sophisticated diversification,” but in practice it’s just a concentrated bet that complexity itself will save the day.
Growth
The recent performance basically says, “You took extra risk and got paid in disappointment.” Over this tiny two‑month window, $1,000 shrank to $973 while both the US and global markets actually made money. A -12.9% annualized return versus +8.1% for the US market is a pretty brutal short-term gap, with a deeper drawdown to match. The portfolio also needed just one day to drive 90% of its total return, which is classic “blink and you missed it” behavior. With such a short sample, this isn’t destiny carved in stone, but if this is the audition tape, it’s not exactly star material so far.
Projection
The Monte Carlo projection is politely optimistic, but it’s basically extrapolating from a two‑month shrug. Monte Carlo is just a fancy way of saying “we made the portfolio relive a thousand random market histories and checked the outcomes.” Median result more than doubling in 15 years looks nice on a slide, yet it’s built on historical stats that barely cover a single billing cycle. So the range from “modest growth” to “nice jackpot” is less prophecy and more fan fiction. The only honest takeaway: this is a high-uncertainty setup whose future depends far more on its ingredients than its baby-sized track record.
Asset classes
- Stocks 93%
- Other 31%
On the asset class front, the numbers shout “93% stocks” while happily pretending the “Other” bucket at 31% isn’t basically alternative chaos in disguise. Between managed futures overlays, leveraged equity, and long-duration bonds, this is not a simple stock‑bond salad; it’s a layered derivatives parfait with a light equity dressing. The label says diversified, but the actual economic exposure is more like: risky growth engines everywhere, with some duration risk and trend-following tossed in. With such limited history, it’s impossible to say how these pieces truly dance together in a real storm; right now, it’s an exotic recipe no one’s actually cooked long enough.
Sectors
- Technology 21%
- Financials 13%
- Industrials 11%
- Health Care 7%
- Consumer Discretionary 5%
- Telecommunications 5%
- Consumer Staples 4%
- Basic Materials 3%
- Energy 3%
- Utilities 2%
- Real Estate 1%
This breakdown covers the equity portion of your portfolio only.
Sector allocation looks almost suspiciously reasonable compared with the rest of this circus. Tech leads, but not in a “sell everything and buy chips” way, and the rest is spread across financials, industrials, health care, and the usual suspects. For a portfolio that uses leverage and futures like seasoning salt, the sector mix is almost boringly index-like. That’s not a criticism, just ironic: all the risk drama is coming from structure and leverage, not from some massive overbet on one flashy industry. If anything, the sector view gives a false sense of normality that the rest of this portfolio absolutely does not deserve.
Regions
- North America 42%
- Europe Developed 20%
- Japan 7%
- Asia Developed 3%
- Australasia 2%
This breakdown covers the equity portion of your portfolio only.
Geography is where this thing accidentally looks like it knows what it’s doing. Roughly 40%+ in North America, a solid dose of developed Europe, plus Japan and other developed markets — this is actually respectable global exposure. The SPDR ex‑US ETF showing up as a big look-through holding explains a lot: the portfolio outsources its geographic sanity to broad funds while the rest of the design goes wild on structure. Again, with only a couple of months of data, none of this has been tested through real international crises, but the allocation at least avoids the classic “America and vibes only” mistake.
Market capitalization
- Mega-cap 35%
- Large-cap 25%
- Mid-cap 15%
- Small-cap 4%
This breakdown covers the equity portion of your portfolio only.
The market cap breakdown looks like a normal global equity portfolio that got lost and wandered into a derivatives bar. Mega- and large-caps dominate, mid-caps have a decent slice, and small-caps are a small afterthought. So the underlying companies aren’t the weird part — it’s the way their returns are being levered, stacked, and trend-followed that turns routine exposure into something more extreme. If someone just saw this cap table, they’d think “vanilla global equity blend.” Then they’d see ProShares UltraPro and managed futures everywhere and realize the wrapper is doing far more heavy lifting than the actual company sizes.
True holdings
-
GW SPDR S&P World ex-US ETF 33.20%
Part of fund(s):- Return Stacked International Stock & Managed Futures ETF
-
SB Simplify Government Money Market ETF 11.74%
Part of fund(s):- Simplify Managed Futures Strategy ETF
-
FG First American Funds Inc. - Government Obligations Fund 7.17%
Part of fund(s):- Return Stacked International Stock & Managed Futures ETF
-
BR Brent Crude Future July 26 5.77%
Part of fund(s):- Simplify Managed Futures Strategy ETF
-
IQ Proshares Genius Money Market ETF 4.38%
Part of fund(s):- ProShares UltraPro S&P500
-
BR Brent Crude Future Aug 26 2.17%
Part of fund(s):- Simplify Managed Futures Strategy ETF
-
NV NVIDIA Corporation 0.78%
Part of fund(s):- ProShares UltraPro S&P500
-
AA Apple Inc. 0.76%
Part of fund(s):- ProShares UltraPro S&P500
-
MS Microsoft Corporation 0.46%
Part of fund(s):- ProShares UltraPro S&P500
-
CR Carpenter Technology Corporation 0.41%
Part of fund(s):- MarketDesk Focused U.S. Momentum ETF
- Top 10 total 66.85%
This breakdown covers the equity portion of your portfolio only.
The look-through holdings reveal the punchline: you’ve built a portfolio where the headliners are money markets, an ex‑US equity ETF, and Brent crude futures, plus the usual megacap suspects hiding in the background. SPDR World ex‑US quietly drives a third of the covered exposure, while multiple money market funds pile up defensiveness that doesn’t actually look defensive in the top-level stats. Overlap in names like NVIDIA, Apple, and Microsoft is small for now, but top‑10 data only shows the tip of the iceberg. With just 62% coverage and a newborn track record, there’s a decent chance the true concentration is messier than it currently appears.
Factors
Factor exposures are estimated using statistical models based on historical data and measure systematic (market-relative) tilts, not absolute portfolio characteristics. Results may vary depending on the analysis period, data availability, and currency of the underlying assets.
Factor-wise, this thing is a walking contradiction: high momentum, high yield, almost no size tilt, and very low low-vol. Factors are just the “personality traits” of a portfolio — here the vibe is “chase what’s working while also demanding income and ignoring stability.” Leaning hard into momentum with very low low-vol is like driving fast on bald tires: thrilling until the road curves. The very low size exposure means this isn’t even getting paid for small‑cap risk; it’s mostly surfing big, trendy names and yield. With two months of data, these tilts are more sketch than gospel, but the overall recipe screams “pro‑cyclical and touchy in rough markets.”
Risk contribution
-
Return Stacked International Stock & Managed Futures ETF
Weight: 45.00% 50.8% -
ProShares UltraPro S&P500
Weight: 20.00% 33.4% -
MarketDesk Focused U.S. Momentum ETF
Weight: 10.00% 12.4% -
iShares 25+ Year Treasury STRIPS Bond ETF
Weight: 15.00% 3.2% -
Simplify Managed Futures Strategy ETF
Weight: 10.00% 0.3%
Risk contribution spills the real tea: three positions own basically the entire mood of this portfolio. The return-stacked ETF at 45% weight delivers over half the risk on its own, the 3x S&P fund punches far above its weight, and the momentum ETF adds another chunk. Meanwhile, long Treasuries and managed futures might as well be wearing invisibility cloaks in risk terms. This is the classic “it looks diversified until you check who’s actually rocking the boat” scenario. One leveraged equity product plus one complex stacked fund doing almost all the shaking is not a balanced ensemble; it’s a duo act with backup dancers.
Risk vs. return
This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.
Click on the colored dots to explore allocations.
The risk–return optimization chart basically calls the current portfolio “needlessly inefficient.” The Sharpe ratio — think profit per unit of stress — is negative, while an alternative mix of the same ingredients could get much better risk-adjusted returns, albeit at even higher volatility. Being 13.5 percentage points below the efficient frontier at your current risk level is like running a loud, powerful engine but leaving it stuck in second gear. Importantly, this is all based on just two months of returns, so the frontier is drawn with a very shaky hand. Still, even on this short record, the portfolio manages to look like the clumsiest version of itself.
Dividends
- Simplify Managed Futures Strategy ETF 4.90%
- iShares 25+ Year Treasury STRIPS Bond ETF 5.30%
- ProShares UltraPro S&P500 0.80%
- MarketDesk Focused U.S. Momentum ETF 0.20%
- Weighted yield (per year) 1.46%
Despite all the complexity, the overall yield is only about 1.46%, which barely qualifies as “income” and more as a light snack. The standout yields come from managed futures and especially the long-duration Treasury STRIPS, while the leveraged and momentum equity pieces offer almost nothing in payouts. For a structure that claims diversification, the income stream is thin and heavily propped up by a couple of defensive-looking ingredients. With such a short history, those yields may not be stable either, especially for futures-heavy strategies. The setup leans far more on capital gains drama than dependable cashflow, despite the factor stats bragging about “high yield.”
Ongoing product costs
- Simplify Managed Futures Strategy ETF 0.78%
- iShares 25+ Year Treasury STRIPS Bond ETF 0.10%
- ProShares UltraPro S&P500 0.92%
- Weighted costs total (per year) 0.28%
Costs are the one area where this circus doesn’t totally overcharge for tickets. A blended TER around 0.28% is actually reasonable considering there’s leverage, managed futures, and long-duration bonds in the mix. Yes, some individual pieces are pricey — near 0.8–0.9% — but they’re diluted by cheaper holdings to keep the average from looking obscene. This is like flying a weird multi-stop route but somehow still paying economy prices. The catch: low-ish fees don’t rescue a structurally noisy portfolio; they just mean you’re not paying extra for the privilege of underperforming in its first two months.
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