Two US stocks & ETFs strategies from the top of the return-to-drawdown ranking, compared on the same measures: how far each fell, how fast each grew, and how much return each bought per unit of risk.
| Tactical Leveraged Trend Rotation | Fifty-Two Week High Leaderboard | |
|---|---|---|
| Worst drop (max drawdown) | -29.4% | -34.5% |
| Yearly growth (CAGR) | +18.2% | +16.1% |
| Calmar (CAGR ÷ drawdown) | 0.62 | 0.47 |
| Return per unit of risk (Sharpe) | 0.84 | 0.73 |
| Total return | +428.1% | +338.3% |
| Risk tier | High drawdown | High drawdown |
| Strategy type | Momentum rotation | Momentum rotation |
| Period | 2016-10-26 – 2026-10-07 | 2016-10-24 – 2026-10-05 |
Backtest = historical simulation on past prices, not real trading.
Tactical Leveraged Trend Rotation had the shallower worst fall (-29.4%). Tactical Leveraged Trend Rotation compounded faster (+18.2% a year). On return per unit of drawdown Tactical Leveraged Trend Rotation leads, 0.62 against 0.47; the two backtests cover different periods, so read the comparison with that in mind.
$10,000 start, 2016-10-26 – 2026-10-07, SPY dashed.
$10,000 start, 2016-10-24 – 2026-10-05, SPY dashed.
Tactical Leveraged Trend Rotation, at -29.4%.
Tactical Leveraged Trend Rotation on the Calmar ratio (0.62 vs 0.47); Tactical Leveraged Trend Rotation on the Sharpe ratio (0.84).
Both are US stocks & ETFs strategies re-run with their current code on historical prices, over 2016-10-26 – 2026-10-07 and 2016-10-24 – 2026-10-05.
All strategy backtests, lowest drawdown first
Disclosure. Backtests are hypothetical simulations on historical data. They do not include every real-world cost, are not live results, and do not guarantee future returns. Educational research only, not investment advice.