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A growth portfolio dressed like diversification but secretly just mainlining big tech and leverage

Report created on Jan 11, 2026

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

2/5
Low Diversity
Less diversification More diversification

Positions

This setup looks diversified at first glance, then you realize it’s basically “US stocks plus more US stocks plus leverage.” You’ve got a broad total market fund doing the heavy lifting, then you stack NASDAQ 100, a 2x leveraged NASDAQ fund, semis, a dividend ETF, and a single stock in Coinbase on top. That’s not asset allocation, that’s remixing the same song with more bass. Compared with a typical broad index portfolio, this is much more tech-heavy and juiced. A cleaner layout would separate “core” holdings from “fun” bets, cut the copy-paste NASDAQ exposure, and actually introduce something that doesn’t move in lockstep with US growth stocks.

Growth Info

Historically, the numbers look like the kind of chart that makes people overconfident. A CAGR of 18.28% is wild; if someone threw $10,000 in at the start, they’d be feeling like a genius today. But the -36.39% max drawdown is the hangover: that’s “portfolio down by more than a third” territory. CAGR (Compound Annual Growth Rate) is like averaging your speed over a road trip; you don’t see the potholes, just the final average. Also, 90% of the gains coming from 15 days screams “miss a few big up days and the story changes.” Past returns are helpful, but they’re yesterday’s weather, not a prophecy. Trimming leverage and single-stock risk could smooth the ride.

Projection Info

The Monte Carlo stats are basically saying, “This could be amazing, or it could punch you in the face.” Monte Carlo simulation just runs a ton of what-if futures using past-like patterns: not magic, just glorified dice rolls guided by history. Median outcome up nearly 379% sounds dreamy, but that ugly 5th percentile at -68.6% is the part people conveniently ignore. An annualized 22.62% across simulations is more “optimistic backtest fantasy” than guaranteed future. The core message: high upside, but tails that bite hard if things go sideways. If the goal is long-term wealth rather than drama, dialing back leverage and extreme concentration would make those bad-case scenarios less catastrophic.

Asset classes Info

  • Stocks
    98%
  • Cash
    2%

Asset-class “diversification” here is basically: 98% stocks, 2% cash, 0% everything else. That’s not diversification; that’s just almost full send into equities with a token cash tip jar. Compared with a more balanced setup that might sprinkle in bonds, real assets, or other stabilizers, this is 100% conviction that stocks are the only game in town. That’s fine for a long horizon and strong stomach, but brutal in prolonged bear markets when everything equity-related bleeds. Cash at 2% won’t save much. If smoother returns or future withdrawal flexibility matters, adding even a small allocation to lower-volatility assets could help dampen the “all or nothing” equity roller coaster.

Sectors Info

  • Technology
    41%
  • Financials
    17%
  • Consumer Discretionary
    8%
  • Telecommunications
    8%
  • Health Care
    8%
  • Industrials
    6%
  • Consumer Staples
    5%
  • Energy
    4%
  • Utilities
    1%
  • Basic Materials
    1%
  • Real Estate
    1%

Sector exposure is basically: “Tech addiction with a supporting cast.” Tech at 41% plus semis as a turbocharger, then some financials and a token spread over other sectors so it looks respectable on a pie chart. Compared with a standard broad US index, this is heavily tilted toward tech and growth drivers. That works brilliantly in tech booms and looks awful when that theme cools off. It’s like building a band with five lead guitarists and one drummer. Allowing more space for boring sectors that don’t all tank together—think steadier cash-flow industries—would help reduce the portfolio’s mood swings when the innovation narrative hits a rough patch.

Regions Info

  • North America
    97%
  • Europe Developed
    2%
  • Asia Developed
    2%

Geographically, this is loud and clear: “America or bust.” With roughly 97% in North America and a microscopic nod to developed Europe and Asia, this is a home-country bias on steroids. When the US leads, this feels great; when other regions outperform or the US stumbles, you’re basically watching from the sidelines. Global diversification exists for a reason: different regions peak and crash at different times. Right now this setup is betting heavily that the US growth engine keeps winning indefinitely. Slipping in more truly international exposure could help hedge against a future where US large caps stop being the only heroes in the story.

Market capitalization Info

  • Large-cap
    46%
  • Mega-cap
    32%
  • Mid-cap
    15%
  • Small-cap
    4%
  • Micro-cap
    1%

Market cap mix is largely mega and big caps running the show, with a sprinkle of mid and a trace of small and micro. Translation: you’re mostly riding the giants of the market, especially via NASDAQ 100 and total market exposure, plus a few riskier flavors on the side. Compared with a more even spread, this leans strongly toward the big, famous names that dominate headlines and indexes. That’s fine for stability relative to tiny speculative stocks, but it still ties your fate to a narrow club of dominant companies. If the aim is genuine diversification, slightly more balance toward mid and small caps (without going full meme-stock mode) would broaden the growth drivers.

Redundant positions Info

  • ProShares Ultra QQQ
    Invesco NASDAQ 100 ETF
    High correlation

Correlation-wise, you’ve basically doubled down on the same theme. ProShares Ultra QQQ and Invesco NASDAQ 100 ETF are highly correlated, meaning they mostly dance in sync—one just does it with more caffeine and a mild death wish. Correlation is just how much two things move together; if they all tank at once, that’s bad diversification. Here, during a tech slump, those correlated positions don’t help; they just lose together, faster. Cutting overlapping NASDAQ exposure and swapping some of that into assets that actually behave differently in a downturn would make the portfolio less of a one-theme fan club and more of a functioning team.

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.

Risk versus return here screams “YOLO with a fig leaf of respectability.” The historic and simulated returns look fantastic, but the downside scenarios—big drawdowns and ugly tails in the Monte Carlo—show this is not an efficient calm ride. Efficient in portfolio-speak just means getting the most expected return for a given level of risk, not the fantasy of huge returns with no pain. Right now, you’re paying for extra risk with leverage, sector clustering, and country bias that don’t add much true diversification. Dropping redundant NASDAQ exposure, toning down leverage, and adding a genuinely different asset or two would move this setup closer to a saner risk-return trade-off.

Dividends Info

  • ProShares Ultra QQQ 0.20%
  • Invesco NASDAQ 100 ETF 0.50%
  • Schwab U.S. Dividend Equity ETF 3.70%
  • VanEck Semiconductor ETF 0.30%
  • Vanguard Total Stock Market Index Fund ETF Shares 1.10%
  • Weighted yield (per year) 1.11%

The overall yield at 1.11% is basically “lunch money,” and most of that comes from the Schwab dividend ETF trying to act like the adult in the room. The rest of the portfolio is growth-focused and doesn’t care much about payouts. If the goal is income, this setup is not it—this is more about watching line charts than collecting checks. Dividends can act like a slow, dependable drip of returns, but here they’re more like background noise. If future income matters, shifting a bit more weight toward reliable, higher-yielding holdings (without going full “yield-chasing zombie”) would make cash flow less of an afterthought.

Ongoing product costs Info

  • ProShares Ultra QQQ 0.95%
  • Invesco NASDAQ 100 ETF 0.15%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • VanEck Semiconductor ETF 0.35%
  • Vanguard Total Stock Market Index Fund ETF Shares 0.03%
  • Weighted costs total (per year) 0.18%

Costs are the one area where this portfolio actually behaves like it has common sense. A total TER around 0.18% is impressively low given you’ve snuck in a 0.95% leveraged ETF and a 0.35% sector fund. Credit where it’s due: the cheap core funds do the heavy lifting and keep the overall drag reasonable—you must have clicked the right low-cost ETFs on purpose. Still, that pricey leveraged fund is like paying a cover charge for extra volatility. If you trimmed the high-fee, high-drama pieces and leaned even more into low-cost core holdings, you’d keep more of those hard-earned returns over the long run.

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