A dangerous portfolio with significant volatility. This portfolio is only for the stout of heart! Some of the funds in this portfolio have a value tilt (including CAPE) in order to provide some diversification and protection in the next selloff for growth stocks.
15% MTUM: iShares US Momentum ETF
*15% CAPE: Barclays ETN + Shiller CAPE ETN
15% ARKK: Ark Innovation ETF
20% SMLF: iShares Multifactor Small Cap ETF
10% IMTM: iShares International Momentum ETF
10% ISCF: iShares International Multifactor Small Cap ETF
15% EMGF: iShares Multifactor Emerging Markets ETF
*CAPE is thinly traded — only about 5000 shares per day. So be aware of your order type if you are placing a large order. You may want to use QUAL (iShares US Quality Factor ETF) instead, which has a reasonable correlation with CAPE.