Stricktly +EV for a Young Investor

[mtgordon]

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Your strategy will give you higher risk, but not higher EV. Just invest in a diversified portfolio of indexes and weight it more heavily towards value and small cap. In fact this would likely be more +EV than purchasing individual stocks if your selections are in large cap/mid cap.

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By this argument wouldn't it be maximum EV to just buy value and small cap? I know it will increase volatility, etc but if you're saying that being heavier in those areas increases the overall EV then being 100% in those areas should be even more EV right?