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Symphonies
Tangency Portfolio 7 (Basic Benchmark)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple 60/40 blend: 60% U.S. stocks for growth (VTI) and 40% very short-term Treasuries for stability (SHV). Easy, low-cost, and conservative-to-moderate. No automatic rebalancing, so weights can drift over time.
NutHow it works
It puts 60% into VTI (a fund owning almost the entire U.S. stock market) and 40% into SHV (very short-term U.S. Treasury bonds that behave like cash). Then it holds. There’s no automatic rebalancing, so the mix can drift; you’d manually reset to 60/40 if desired.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.14 vs 0.99; Calmar ~1.09; max DD 11.65% vs 18.76%; beta ~0.59. A simple 60/40 VTI/SHV blend offers smoother, better risk-adjusted returns than the S&P 500 at low cost.

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Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 30%
Type
Stocks
Category
60/40, buy-and-hold, us stocks, short-term treasuries, benchmark, low-maintenance
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.

"Tangency Portfolio 7 (Basic Benchmark)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 7 (Basic Benchmark)" is currently allocated toSHVandVTI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 7 (Basic Benchmark)" has returned 12.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 7 (Basic Benchmark)" is 11.65%. 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 "Tangency Portfolio 7 (Basic Benchmark)", 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.