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Symphonies
The Golden Ratio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple, conservative mix using golden‑ratio weights across stocks, long Treasuries, gold, real estate, and T‑bills to smooth ups and downs versus an all‑stock portfolio, with an annual rebalance to keep it on track.
NutHow it works
Your money is split into five buckets sized by the “golden ratio”: 42%, 26%, 16%, 10%, 6%. They hold: stocks, long U.S. government bonds, gold, global real estate, and very short‑term Treasury bills. The 42% in stocks is split equally: VUG (large U.S. growth names), VIOV (U.S. small‑company value stocks), USMV (lower‑volatility U.S. stocks). Once a year you reset back to these targets.
CheckmarkValue prop
Out-of-sample Sharpe 2.20 vs S&P ~1.41, drawdown 7.8% vs 13.7%, Calmar 3.15, and 24.6% annualized returns from a diversified 5-asset mix. Safer, smoother growth with stronger risk-adjusted performance than all-equities.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.430.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
177.48%14.17%-1.77%0.2%0.78
The Golden Ratio
91.31%8.79%-1.45%3.28%0.85
Initial Investment
$10,000.00
Final Value
$19,130.96
Regulatory Fees
$0.29
Total Slippage
$2.28
Invest in this strategy
OOS Start Date
Mar 10, 2025
Trading Setting
Yearly
Type
Stocks
Category
Multi-asset, strategic allocation, conservative-moderate, etf-based, yearly rebalance, diversified
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLDM
SPDR Gold MiniShares
Stocks
REET
iShares Global REIT ETF
Stocks
USMV
iShares MSCI USA Min Vol Factor ETF
Stocks
VGLT
Vanguard Long-Term Treasury ETF
Stocks
VIOV
Vanguard S&P Small-Cap 600 Value ETF
Stocks
VUG
Vanguard Growth 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.

"The Golden Ratio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Golden Ratio" is currently allocated toBIL, VUG, GLDM, REET, USMV, VGLTandVIOV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Golden Ratio" has returned 19.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Golden Ratio" is 7.80%. 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 "The Golden Ratio", 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.