Michael B Meet Dalio
Backtest results
Metrics
1Y · since Oct 2025Michael B Meet Dalio | |
|---|---|
| Total Return | +4.76% |
| CAGR | +4.80% |
| Sharpe | 0.55 |
| Calmar | 1.02 |
| Max DD | -4.72% |
| Volatility | 9.41% |
| Win Rate | 55.0% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
Dynamic sector-rotation strategy that keeps a core of defensive utilities (XLU) and a dollar-neutral mix of top-performing energy, real-estate, health and tech funds, while balancing risk with inverse-volatility weighting of GLD, DBMF and a value-focused core. It switches to a risk-off mix of bonds, gold and the dollar when market volatility rises, protecting against drawdowns.
Current allocation
What the rules select as of Oct 30, 2026.
- TMF16.6%
Direxion Daily 20+ Year Treasury Bull 3X ETF
- GLD10%
SPDR Gold Trust, SPDR Gold Shares
- XLP9.8%
State Street Consumer Staples Select Sector SPDR ETF
- TQQQ8.4%
ProShares UltraPro QQQ
- TYD8.3%
Direxion Daily 7-10 Year Treasury Bull 3X ETF
- PDBC5.6%
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
- SCHD5.6%
Schwab US Dividend Equity ETF
- VDE4.4%
Vanguard Energy ETF
- DBMF4.4%
iMGP DBi Managed Futures Strategy ETF
- BTAL4.2%
AGF U.S. Market Neutral Anti-Beta Fund
- DBA2.8%
Invesco DB Agriculture Fund
- DBC2.8%
Invesco DB Commodity Index Tracking Fund
- NTSX2.6%
WisdomTree U.S. Efficient Core Fund
- VGT2.2%
Vanguard Information Technology ETF
- SHV1.9%
iShares Trust iShares 0-1 Year Treasury Bond ETF
- SHY1.5%
iShares 1-3 Year Treasury Bond ETF
- XLU1.5%
State Street Utilities Select Sector SPDR ETF
- FNDX1.1%
Schwab Fundamental U.S. Large Company ETF
- CCOR1%
Core Alternative Capital
- RWL1%
Invesco S&P 500 Revenue ETF
- VTV0.9%
Vanguard Morningstar Value ETF
- COM0.8%
Direxion Auspice Broad Commodity Strategy ETF
- FAAR0.8%
First Trust Exchange-Traded Fund VII First Trust Alternative Absolute Return Strategy ETF
- FTLS0.5%
First Trust Long/Short Equity ETF
- VLUE0.5%
iShares MSCI USA Value Factor ETF
- DBE0.4%
Invesco DB Energy Fund
- DBO0.4%
Invesco DB Oil Fund
Frequently asked questions
What is Michael B Meet Dalio?
Dynamic sector-rotation strategy that keeps a core of defensive utilities (XLU) and a dollar-neutral mix of top-performing energy, real-estate, health and tech funds, while balancing risk with inverse-volatility weighting of GLD, DBMF and a value-focused core. It switches to a risk-off mix of bonds, gold and the dollar when market volatility rises, protecting against drawdowns.
What is Michael B Meet Dalio holding today?
As of Oct 30, 2026, Michael B Meet Dalio allocates to TMF 16.6%, GLD 10%, XLP 9.8%, TQQQ 8.4%, TYD 8.3%, PDBC 5.6%, SCHD 5.6%, VDE 4.4%, DBMF 4.4%, BTAL 4.2%, DBA 2.8%, DBC 2.8%, NTSX 2.6%, VGT 2.2%, SHV 1.9%, SHY 1.5%, XLU 1.5%, FNDX 1.1%, CCOR 1%, RWL 1%, VTV 0.9%, COM 0.8%, FAAR 0.8%, FTLS 0.5%, VLUE 0.5%, DBE 0.4%, DBO 0.4%.
How has Michael B Meet Dalio performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Michael B Meet Dalio returned +5.1% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Michael B Meet Dalio?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Michael B Meet Dalio in a hypothetical backtest was -4.7%.
How do I use Michael B Meet Dalio?
Open Michael B Meet Dalio in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.