Cash at (Risk=0, Return=0) is always on the Efficient Frontier, so you start good! Each month, increase the number of tickers to: 3, 5, 7, 10, 14, 20… Typical ETF has 30-100 stocks, so aim for 10-20 best tickers in your portfolio.

Start buying tickers with: min Risk, max Efficiency and Swing, max Rating and Undervalue. This means you move along the Efficient Frontier, from (0,0) out, increasing risk over time. Stop when your most risky tickers make you lose sleep, when its drop > 2*Drop/Day value. Note your tolerance for Risk.

Your optimum portfolio is a weighted combination of cash + tickers, all points are on EF, with risk sigma < risk tolerance. Reduce portfolio risk by moving allocation toward cash = (0,0). Increase portfolio return by moving allocation away from (0,0).

You will spend a lot of time comparing & researching tickers. You will choose the most efficient to replace the least efficient. Your portfolio is always on the efficient frontier, i.e. has max return for min risk, with most of them < risk tolerance.