Skip to Content
Symphonies
Diversification - daily rebalance
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple 5‑fund portfolio from Schwab ETFs: U.S. stocks, international stocks, growth and dividend tilts, plus a short‑term Treasury fund for stability—kept at equal sizes with daily rebalancing.
NutHow it works
It splits your money equally across 5 Schwab funds, then rebalances every day to keep each slice the same size. - SCHB: most U.S. stocks - SCHG: big, fast‑growing U.S. companies (lots of tech) - SCHD: steady, dividend‑paying U.S. companies - SCHF: stocks outside the U.S. (developed markets) - SCHO: short‑term U.S. government bonds for stability
CheckmarkValue prop
Out-of-sample edge: higher Sharpe (1.214 vs SPY), lower drawdown (13.17% vs 18.76%), Calmar ~1.17, and ~15.38% annual return—better risk-adjusted growth than the S&P 500 from a diversified, equal-weight 5-fund portfolio rebalanced daily.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Asset allocation, diversified etf portfolio, equal-weight, daily rebalancing, u.s. and international equities, short-term treasuries, style tilts
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SCHB
Schwab U.S. Broad Market ETF
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SCHF
Schwab International Equity ETF
Stocks
SCHG
Schwab U.S. Large-Cap Growth ETF
Stocks
SCHO
Schwab Short-Term U.S. Treasury ETF
Stocks

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 14.48%. 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, and options.