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Symphonies
Diversification - daily rebalance
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Evenly divides money across five Schwab ETFs—U.S. market, U.S. growth, U.S. dividend, international stocks, and short‑term Treasuries—and rebalances daily to keep each slice the same size.
NutHow it works
It splits your money evenly across five ETFs: broad U.S. stocks (SCHB), U.S. growth stocks (SCHG), U.S. dividend stocks (SCHD), developed international stocks (SCHF), and short‑term U.S. Treasuries (SCHO). Each day it rebalances back to equal slices.
CheckmarkValue prop
Out-of-sample, this strategy boosts risk-adjusted returns vs the S&P 500: Sharpe ~1.07 vs ~1.00, drawdown ~13% vs ~19%, beta ~0.68, Calmar ~1.05, with smoother volatility—and still solid upside.

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Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Etf asset allocation,equal weight,daily rebalance,us stocks,international stocks,treasuries,growth tilt,dividend tilt,low-cost
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Diversification - daily rebalance" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Diversification - daily rebalance" is currently allocated toSCHB, SCHD, SCHF, SCHGandSCHO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Diversification - daily rebalance" has returned 13.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Diversification - daily rebalance" is 13.17%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Diversification - daily rebalance", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.