If you turned this into a poll, I'm voting for this:
Here's an alternative version with similar expected returns:
15% SCHO (Schwab Short-Term U.S. Treasury ETF); 0.08% ER
5% VNQ (Vanguard REIT ETF); 0.10% ER
5% VNQI (Vanguard Global ex-U.S. Real Estate ETF); 0.35% ER
15% TILT (FLEXSHARES MORNINGSTAR U.S. MARKET FACTOR TILT ETF ); 0.27% ER
15% IWW (iShares Russell 3000 Value ETF); 0.25% ER
15% VTWV (Vanguard Russell 2000 Value ETF); 0.33% ER
10% PXF (PowerShares FTSE RAFI Developed Markets ex-U.S. Portfolio ETF); 0.45% ER
10% VSS (Vanguard FTSE All-World ex-US Small-Cap ETF); 0.28% ER
10% EVAL (iShares MSCI Emerging Markets Value ETF); 0.49% ER
And then I'm going to use that new 'like' button to like this:
You tell us: With the time spent over-engineering your plan, what else could you be doing?
But seriously, how do you plan to rebalance when you are taking the precision of the AA to such great heights?
That .75 business will last about ten seconds into trading day number one and then what?
If I was reconstructing my AA I would not have anything at less than 10% Too much work, it just becomes a hassle.
I like your general idea [factor tilting, etc] as long as you will stick with it but you will likely tire of trying to keep those extremely precise allocations balanced.
But hey maybe you want to keep that close of an eye on things, different strokes and all.