The bigger your leverage the more market/black swan/blowup risk you are taking. In addition sometimes you can't take really big positions due lack of liquidity or HFTs who will detect you and increase your slippage costs
You must like John Paulson: http://www.bloomberg.com/news/2014-...to-rico-to-become-singapore-of-caribbean.html I think, I will open a boutique in Puerto Rico, too. I heard the food is just phantastic and the ladies like "to rumble"