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

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

About

An equal‑weight mix of four stock funds (U.S. total, U.S. growth, U.S. dividend, international) plus one short‑term Treasury bond fund. It simply rebalances daily, selling a bit of what rose and buying what fell to keep the same split.
NutHow it works
It splits your money evenly across five Schwab funds: SCHB (entire U.S. stock market), SCHF (non‑U.S. developed stocks), SCHG (U.S. large growth, like big tech), SCHD (U.S. dividend payers), and SCHO (short‑term U.S. Treasuries). Each day it rebalances back to equal weights—no forecasts or indicators.
CheckmarkValue prop
Strong risk-adjusted edge: oos Sharpe ~1.21 vs SPY ~1.02, drawdown 13.2% vs 18.8%, Calmar ~1.17. Diversified, rules-based, equal-weight, daily rebalance offers steadier returns and downside protection vs the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Static allocation, equal-weight, diversified etfs, u.s. & international stocks, treasuries, daily rebalancing, low-cost passive funds
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 12.67%. 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.