A diversified US equity portfolio built from five groups (core large-cap, small-cap, Nasdaq-100, factor tilts, and select sectors) with fixed 100% weights. Core weights split 75/25 inside each group. No automatic rebalance; 2% drift tolerance. Aims for broad exposure plus momentum/value/quality tilts and sector bets.

- The portfolio is built from five groups: S&P 500, Small Cap, Nasdaq 100, Factors, and Select Sectors. Each group has a defined weight contributing to the whole 100%. - Within each group, 75% of that group’s weight goes to a primary ETF and 25% to a secondary ETF. For example, the S&P 500 group (35% of the portfolio) uses VOO for 26.25% of the total portfolio and COWZ for 8.75%. - S&P 500 group: VOO (core large-cap exposure) plus COWZ (cash-generative quality) to diversify within large caps. - Small Cap group (5%): VIOO (large slice of small-caps) and VIOG (small-cap growth) balance value and growth in small companies. - Nasdaq 100 group (25%): QQQ (tech-heavy large-cap) plus QQQG (growth-leader subset) to tune growth exposure within tech. - Factors group (30%): VFMO (momentum), VFVA (value), VFQY (quality) tilt the overall market exposure toward different styles. - Select Sectors group (5%): KBWP (insurance), VPU (utilities), VGT (tech), VIS (industrials), VHT (health care), VCR (consumer discretionary) add targeted sector bets. - There is no automatic rebalance in this setup, but the corridor width of 2% indicates the tolerance for deviation if rebalancing were enabled later. The net effect is a diversified US-equity portfolio that blends broad exposure with style and sector tilts to target multiple sources of return while containing risk through diversification.

Diversified fixed-weight US equity strategy with multi-factor tilts and sector bets. Out-of-sample risk-adjusted returns are competitive with the S&P 500, while delivering broader diversification across styles, sectors, and market regimes.