Leveraged thrill ride portfolio with a secret obsession for long bonds and needless volatility tax
Report created on Jul 19, 2026Risk profile
5/7
Diversification profile
4/5
Positions
-
UP ProShares UltraPro S&P500
UPRO - US74347X8645 40.00% -
CT Simplify Managed Futures Strategy ETF
CTA - US82889N6994 20.00% -
GL SPDR Gold MiniShares Trust
GLDM - US98149E3036 20.00% -
GO iShares 25+ Year Treasury STRIPS Bond ETF
GOVZ - US46436E5776 20.00%
This portfolio looks like someone grabbed four ETFs from completely different aisles and called it a strategy. A 3x S&P turbocharger takes up 40%, then there’s 20% in long-duration Treasuries, 20% in gold, and 20% in managed futures. It’s half meme, half macro hedge fund cosplay. On paper it’s “broadly diversified”; in practice it’s a tug-of-war between a leverage junkie, a doomsday prepper, and a quant tourist. The result is a structure where nothing is clearly in charge, yet one piece quietly drives almost all the risk. It’s diversification as a vibe, not as a coherent blueprint.
Growth
Historically, this chaos machine actually worked: $1,000 became $1,925, beating both the US and global markets on CAGR. But that victory lap came with a -34% max drawdown, meaning a full third vanished at the worst point. CAGR (compound annual growth rate) is like your average speed on a road trip; drawdown is how deep the potholes are. Here, the speed was slightly better than the benchmarks, but the potholes were more like sinkholes. Also, 90% of returns came from just 14 days — that’s “miss a few big up days and game over” territory. Past data is helpful, but it’s still just a highlight reel, not a guarantee.
Projection
The Monte Carlo projection takes the portfolio’s past behavior and scrambles it into 1,000 alternate futures. Median outcome: $1,000 grows to around $2,133 after 15 years, which is… fine, not thrilling. The possible range runs from $1,109 to $4,040, which basically says, “You might mildly beat cash or occasionally crush it, flip a coin a few times.” The average projected annual return is 5.47%, not exactly heroic for a portfolio that takes this much risk. Simulations are like weather forecasts: they can say “expect storms,” but they can’t tell you exactly when lightning hits. Here the message is: lots of drama, middling payoff.
Asset classes
- Other 61%
- Stocks 41%
The asset class mix is 41% stocks and a chunky 61% “Other,” which is where all the weird stuff lives: gold, long bonds, and managed futures. This is less a traditional growth portfolio and more an experiment in uncorrelated toys duct-taped to a leveraged equity engine. Asset classes are supposed to be the main food groups; this plate has protein (stocks) and then a suspicious pile of supplements. The irony is that despite the unusual mix, the overall profile is still very risky, as the risk stats and frontier show. It’s like eating kale and protein powder then chasing it with six energy drinks.
Sectors
- Technology 15%
- Financials 5%
- Telecommunications 4%
- Consumer Discretionary 4%
- Health Care 3%
- Industrials 3%
- Consumer Staples 2%
- Energy 1%
- Utilities 1%
- Real Estate 1%
- Basic Materials 1%
This breakdown covers the equity portion of your portfolio only.
The sector breakdown says “diversified,” but it’s basically the S&P 500’s personality faintly bleeding through a leveraged ETF and some top holdings. Tech at 15% leads, with finance, telecom, and the usual suspects trickling in. But remember, this sector view only applies to the equity slice — the real story is leverage, duration, and macro bets, not whether you have enough utilities. Talking sectors here is like arguing about side dishes when the main course is a 3x burger and a 25+ year bond milkshake. It looks normal-ish on the surface, but the actual risk has very little to do with this tidy sector pie chart.
Regions
- North America 40%
This breakdown covers the equity portion of your portfolio only.
Geographically, this thing is basically a one-country show: 40% in North America, and the rest hiding inside commodities, bonds, and macro strategies that don’t have a nationality. So yes, the equity exposure is unapologetically US-centric, while the non-equity pieces are more about themes than maps. Geography usually tells you where your economic bets live; here, it mostly just says, “US stocks plus global macro noise.” It’s not wildly reckless, just lazily familiar. You get the domestic concentration risk without the usual excuse of a clean, simple US stock portfolio — instead it’s wrapped in leverage and derivatives flair.
Market capitalization
- Mega-cap 9%
- Large-cap 7%
- Mid-cap 3%
This breakdown covers the equity portion of your portfolio only. Some holdings may not have full classification data available. Percentages may not add up to 100%.
On the market-cap side, the equity exposure tilts toward big kids: 9% mega-cap, 7% large-cap, 3% mid-cap. That’s basically hugging the top of the market with very little interest in smaller companies. Normally, this would mean boring, stable-ish blue chips steering the ride. But in this portfolio, the large-cap tilt is more like a garnish on top of the real risk drivers: long-duration bonds and leveraged beta. Market cap breakdown is supposed to say something profound about growth vs. stability. Here, it just says, “You own the usual giants,” while the other holdings quietly crank the volatility dial.
True holdings
-
SB Simplify Government Money Market ETF 23.48%
Part of fund(s):- Simplify Managed Futures Strategy ETF
-
BR Brent Crude Future July 26 11.54%
Part of fund(s):- Simplify Managed Futures Strategy ETF
-
BR Brent Crude Future Aug 26 4.34%
Part of fund(s):- Simplify Managed Futures Strategy ETF
-
NV NVIDIA Corporation 1.52%
Part of fund(s):- ProShares UltraPro S&P500
-
AA Apple Inc 1.25%
Part of fund(s):- ProShares UltraPro S&P500
-
MS Microsoft Corporation 0.92%
Part of fund(s):- ProShares UltraPro S&P500
-
AM Amazon.com Inc 0.78%
Part of fund(s):- ProShares UltraPro S&P500
-
GO Alphabet Inc Class A 0.68%
Part of fund(s):- ProShares UltraPro S&P500
-
AV Broadcom Inc 0.58%
Part of fund(s):- ProShares UltraPro S&P500
-
GO Alphabet Inc Class C 0.55%
Part of fund(s):- ProShares UltraPro S&P500
- Top 10 total 45.63%
This breakdown covers the equity portion of your portfolio only.
The look-through holdings reveal the real punchline: nearly a quarter of the portfolio’s look-through exposure is just a government money market ETF inside the managed futures fund. That’s basically cash in a fancy wrapper. Then you’ve got Brent crude futures taking another 15.88% of the look-through slice, plus the standard mega-cap tech darlings scattered around. But remember, only 27.3% of the portfolio is covered by this top-10 look-through, so hidden overlap is likely bigger than it looks. It’s a strange combo: cash-like collateral, oil bets, and the usual mega-cap suspects. The structure screams “complex,” but the ingredients are oddly basic.
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 portfolio is surprisingly normal on paper: value, momentum, and yield all sit around neutral. Size tilts slightly away from smaller stocks (26%), and low volatility is also low at 28%, which means it leans into the more jumpy stuff. Quality stands out at 65% — a mild tilt toward companies with stronger balance sheets and earnings. Factor exposure is like reading the ingredient label behind the marketing; here it says, “Somewhat high quality, not especially defensive.” The comedy is that the factor profile looks calmer than the actual portfolio behavior. The ingredients are sensible, the cooking method (3x leverage + long bonds) is not.
Risk contribution
-
iShares 25+ Year Treasury STRIPS Bond ETF
Weight: 20.00% 82.5% -
ProShares UltraPro S&P500
Weight: 40.00% 16.5% -
SPDR Gold MiniShares Trust
Weight: 20.00% 1.0% -
Simplify Managed Futures Strategy ETF
Weight: 20.00% 0.0%
Risk contribution is where the mask fully slips. The 25+ Year Treasury STRIPS ETF is only 20% of the weight but a wild 82.47% of the total risk. That’s a risk/weight ratio of 4.12 — it’s lifting four times its share. Meanwhile, the flashy 3x S&P fund at 40% weight contributes just 16.51% of risk. Gold and managed futures are basically background extras. This is textbook “the quiet one is the dangerous one.” Long-duration bonds are hypersensitive to interest-rate moves, and here they dominate the portfolio’s mood swings. The supposed hedge is actually the main rollercoaster, while the levered equity fund ends up as the sidekick.
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 efficient frontier chart absolutely roasts this setup. The current portfolio has a Sharpe ratio of 0.62, with 51.27% risk chasing a monstrous 35.92% return. Meanwhile, the optimal portfolio using the same ingredients has a Sharpe of 1.21 with only 15.07% risk and a far lower return target — way better risk-adjusted. Sitting 5.63 percentage points below the frontier at this risk level is like driving a sports car in first gear with the handbrake on. Reweighting just these four holdings could deliver a much cleaner tradeoff. Instead, this version burns volatility for bragging rights it doesn’t really earn consistently.
Dividends
- Simplify Managed Futures Strategy ETF 4.90%
- iShares 25+ Year Treasury STRIPS Bond ETF 5.30%
- ProShares UltraPro S&P500 0.80%
- Weighted yield (per year) 2.36%
The income story is underwhelming for something with this much drama. Overall yield is 2.36% — nothing special, especially when long Treasuries are supposedly paying 5.3% and the managed futures fund spits out 4.9%. The 3x S&P ETF dribbles out 0.8%, which is what happens when you prioritize leverage over cash flow. Dividends here feel like a side quest, not a core design choice. Yield can provide a cushion in rough markets; in this case, the cushion is thin relative to the wild swings the portfolio is willing to endure. You’re taking hedge-fund-style complexity for fairly pedestrian income.
Ongoing product costs
- Simplify Managed Futures Strategy ETF 0.78%
- SPDR Gold MiniShares Trust 0.10%
- iShares 25+ Year Treasury STRIPS Bond ETF 0.10%
- ProShares UltraPro S&P500 0.92%
- Weighted costs total (per year) 0.56%
Total TER at 0.56% is not criminal, but it’s definitely charging a “complexity tax.” The managed futures ETF at 0.78% and the 3x S&P at 0.92% are doing most of the damage. Fees are like the house edge in a casino — small per spin, painful over time. For a portfolio that mostly boils down to leverage, long duration, and a few macro overlays, you’re paying up for a structure that still lands below the efficient frontier. The gold and Treasury funds are sensibly priced at 0.10%, so at least half the lineup isn’t actively pickpocketing you. Call it a mixed fee bag with some unnecessary premium add-ons.
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