Momentum junkie meets value hoarder with a tech crush and a mild diversification allergy
Report created on Jul 25, 2026Risk profile
4/7
Diversification profile
3/5
Positions
-
SP Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 25.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 20.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 20.00% -
SP Invesco S&P 500® Quality ETF
SPHQ - US46137V2410 20.00% -
QQ Invesco NASDAQ 100 ETF
QQQM - US46138G6492 15.00%
This portfolio looks like someone rage‑clicked every “smart beta” ETF they found and called it a day. It’s five funds, all equity, all factor-heavy, and not a single boring core market fund in sight. Momentum, quality, small-cap value, and a Nasdaq 100 cherry on top – it’s like a tasting menu of every quant buzzword. The structure is basically: 60% factor-amped US large growth plus 40% factor-amped small value, with no shock absorbers anywhere. That makes the whole thing feel more like a barbell experiment than a balanced mix. It’s clever on paper, but it’s also one market tantrum away from feeling very not-balanced.
Growth
Historically, this Franken-factor machine has crushed it: 18.82% CAGR versus 15.66% for the US market and 13.56% globally. Turning $1,000 into $2,696 over the period is flashy, and the max drawdown of -24.1% basically matched the US market, so the ride wasn’t *obviously* rougher. But 90% of the gains came from just 33 days, which is classic high-beta behavior: miss a handful of good days and the magic disappears. And remember, this is a short, very bull‑heavy window; past performance is yesterday’s weather, not a prophecy. Right now you’re just seeing what happens when a factor party lines up nicely with the macro backdrop.
Projection
The Monte Carlo projection basically says, “Yeah, this could work… or not.” A simulation is just a thousand alternate timelines built off past volatility and return patterns, so it’s more weather forecast than destiny. The median outcome of about $2,815 from $1,000 in 15 years (around 8.1% annually) is solid but nowhere near the historical turbo-mode you’ve enjoyed so far. The possible range from roughly $955 to $7,609 screams, “You signed up for equity chaos, live with it.” The 73% chance of a positive outcome is fine, but not magical; the portfolio is clearly built to swing hard, not to glide smoothly.
Asset classes
- Stocks 100%
Asset class breakdown: 100% stocks, 0% chill. Calling this “Balanced” is generous; it’s balanced the way a unicycle is balanced — technically true, but one wobble away from eating pavement. There’s no bonds, no cash buffer, no real diversifiers, just pure equity exposure with turbocharged factor seasoning. That means when markets are friendly, this setup can look brilliant, but when they’re not, everything leans in the same risky direction. Asset allocation is the big-picture foundation; here, the foundation is a single asset class with no backup plan. This isn’t multi-asset; it’s just multi‑marketing‑term.
Sectors
- Technology 31%
- Industrials 15%
- Financials 12%
- Consumer Discretionary 10%
- Consumer Staples 7%
- Energy 6%
- Basic Materials 6%
- Telecommunications 5%
- Health Care 5%
- Utilities 1%
- Real Estate 1%
Sector-wise, this portfolio is clearly tech‑curious: about 31% in technology, then trailing exposure in industrials, financials, and consumer areas. It’s not a full-on tech cult, but it’s definitely hanging out in that corner of the party. That tilt often sneaks in via momentum and Nasdaq 100 exposure—when growthy names dominate performance, they quietly dominate your portfolio too. Lower allocations to defensives like utilities and real estate mean there aren’t many “boring ballast” sectors here. In a boom, that’s fun. In a sector-specific tech or growth unwind, this setup is more “caught in the splash zone” than “watching from a distance.”
Regions
- North America 82%
- Europe Developed 8%
- Japan 6%
- Australasia 2%
- Africa/Middle East 1%
- Asia Developed 1%
Geographically, this is a love letter to North America: 82% at home, and the rest sprinkled thinly across everywhere else. The international small-cap value slice is doing its best to look worldly, but it’s more garnish than main course. This is textbook home bias: most of the world’s companies exist outside the US, yet they’re basically an afterthought here. That’s fine as long as the US continues to dominate, but if leadership rotates elsewhere, this portfolio will be watching the show instead of being on stage. “Moderately diversified” here really means “diversified enough to sound responsible, not enough to actually be global.”
Market capitalization
- Large-cap 30%
- Mega-cap 20%
- Mid-cap 20%
- Small-cap 18%
- Micro-cap 11%
The market cap mix is a bit of a personality split: 50% in large and mega caps, but a chunky 29% in small and micro caps. That’s not accidental; the small-cap value funds are dragging you down-cap whether you meant to go there or not. Small and micro names are the drama kids of the market: big mood swings, occasionally brilliant, often exhausting. The blend means the portfolio can move with the big indices while still adding extra noise from the smaller stuff. When small caps shine, this can look like genius. When they slump, it just looks like you volunteered for extra volatility without telling your future self.
True holdings
-
MU Micron Technology Inc 3.42%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Invesco S&P 500® Momentum ETF
-
NV NVIDIA Corporation 3.29%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Invesco S&P 500® Momentum ETF
-
AA Apple Inc. 2.13%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Invesco S&P 500® Quality ETF
-
LR Lam Research Corp 1.86%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Invesco S&P 500® Quality ETF
-
AM Advanced Micro Devices Inc 1.69%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Invesco S&P 500® Momentum ETF
-
AV Broadcom Inc 1.65%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
GO Alphabet Inc Class A 1.59%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Invesco S&P 500® Momentum ETF
-
CA Caterpillar Inc 1.37%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Invesco S&P 500® Quality ETF
-
GO Alphabet Inc Class C 1.33%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Invesco S&P 500® Momentum ETF
-
JN Johnson & Johnson 1.08%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Top 10 total 19.40%
The look-through holdings shout one word: chips. Micron, NVIDIA, AMD, Broadcom, plus Alphabet twins and Apple — it’s a greatest hits playlist of mega-cap growth, especially in semiconductors. And that’s *just* the top-10 coverage, which only sees about a third of the actual portfolio; real overlap is almost certainly higher. That means multiple ETFs are stacking the same names, so your “five-fund mix” is secretly a concentrated bet on a handful of large tech and growth stocks. It’s like ordering five different combo meals and discovering they all come with the same side of fries whether you wanted that many potatoes or not.
Factors
Factor exposure here is like a finance nerd’s mood board. The only real standout is value at 61% — a mild, but clear, lean toward cheaper-looking stocks, mostly from the small-cap value sleeves. The rest — size, momentum, quality, yield, low volatility — all hover around market-like. The irony is funny: on paper you own Momentum and Quality ETFs, yet the overall factor profile comes out mostly neutral with just a nudge toward value. Factor exposure is basically the ingredient list under the label; here, you tried to be extra spicy, but the final dish is only mildly seasoned. It’s not incoherent, just less edgy than the ticker names suggest.
Risk contribution
-
Invesco S&P 500® Momentum ETF
Weight: 25.00% 26.1% -
Avantis® U.S. Small Cap Value ETF
Weight: 20.00% 22.2% -
Invesco S&P 500® Quality ETF
Weight: 20.00% 17.9% -
Invesco NASDAQ 100 ETF
Weight: 15.00% 17.2% -
Avantis® International Small Cap Value ETF
Weight: 20.00% 16.7%
Risk contribution exposes who’s really driving the drama. The S&P 500 Momentum ETF and the US small-cap value fund together contribute almost half the total risk, even though they’re only 45% of the weight. Add the Nasdaq 100 ETF and the top three positions are responsible for about two-thirds of your volatility. That’s a lot of power concentrated in a few aggressive sleeves. Risk contribution is basically asking, “Who’s shaking the portfolio?” and the answer isn’t “everyone equally.” The supposedly safer quality and international pieces are supporting actors; the US momentum, growth, and small-value cluster is hogging the spotlight.
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.
On the efficient frontier, this portfolio is leaving easy points on the table. The current Sharpe ratio of 0.87 sits below both the max Sharpe portfolio (1.11) and even the min variance one (1.0), using the *same* set of funds. Translation: just shuffling the weights between your existing ETFs could get higher returns for similar risk, or similar returns for lower risk. Being 1.12 percentage points below the frontier at this risk level is like paying for premium gas and then driving in first gear. The holdings themselves aren’t the issue; the mix is just inefficient, with more volatility than the performance really justifies.
Dividends
- Avantis® International Small Cap Value ETF 2.80%
- Avantis® U.S. Small Cap Value ETF 1.30%
- Invesco NASDAQ 100 ETF 0.50%
- Invesco S&P 500® Quality ETF 1.10%
- Invesco S&P 500® Momentum ETF 0.70%
- Weighted yield (per year) 1.29%
The yield here is a shrug: about 1.29% overall. The international small-cap value sleeve is trying with a 2.8% yield, but it’s outvoted by growth-heavy, low-payout funds like the Nasdaq 100 and momentum ETF. This is a total-return, price-movement-driven setup, not an income engine. Dividends are the slow, boring part of returns that keep paying you even when markets are flat; this portfolio clearly isn’t prioritizing that. Nothing wrong with a low yield if that’s intentional, but anyone expecting generous cash flow from this mix is basically bringing a thimble to a firehose fight.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Invesco NASDAQ 100 ETF 0.15%
- Invesco S&P 500® Quality ETF 0.15%
- Invesco S&P 500® Momentum ETF 0.13%
- Weighted costs total (per year) 0.21%
Costs are the one area where this portfolio doesn’t try to be dramatic. A total TER around 0.21% is very reasonable for an all-factor, multi-ETF circus. The Avantis funds are a bit pricier than plain vanilla, but that’s the usual toll for more complex strategies. The Invesco funds come in cheaper and keep the blended cost under control. It’s actually almost suspiciously sensible: you went full galaxy-brain on factor tilts but didn’t also light money on fire with fees. So yes, the strategy is extra, but at least you’re not overpaying for the privilege.
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