This web site should give you some great insight on your question. For a simple answer though it must be no. Lower volatility (which is what you need to use your margin strategy) can be achieved by various means but only so much before affecting your return. It's not on the website but it's interesting to note that, using historical data to predict future performance which isn't necessarily accurate, the lowest volatility portfolio is 98% cash and 2% foreign stocks. Even though foreign stocks tend to fairly volatile the blending effect is smoother than 100% cash.