Every strategy here was re-run with its current code on historical prices, and the table lists them from the shallowest maximum drawdown to the deepest. A high CAGR with a 50% drawdown is a different risk from the same CAGR with a 15% drawdown, so drawdown comes first and the return-to-drawdown ratio sits next to it. Backtests that stopped trading partway, returned nothing, or cover less than three years are left out rather than shown with an inflated annual rate.
| # | Strategy | Max drawdown | Risk tier | CAGR | Sharpe | Return ÷ drawdown | Period |
|---|---|---|---|---|---|---|---|
| 1 | Mega-Cap Price Acceleration and Quality Engine | -14.0% | Lower drawdown | +15.6% | 1.33 | 1.11 | 2016–2026 |
| 2 | Tactical ETF Regime Switcher | -14.6% | Lower drawdown | +35.9% | 1.56 | 2.46 | 2020–2026 |
| 3 | Tactical Index Acceleration | -14.7% | Lower drawdown | +17.2% | 1.11 | 1.17 | 2016–2026 |
| 4 | Asymmetric Sharpe Perpetual Corridor | -16.8% | Moderate drawdown | +18.6% | 1.17 | 1.11 | 2020–2026 |
| 5 | Canary-Signaled Tactical ETF Strategy | -16.9% | Moderate drawdown | +4.5% | 0.46 | 0.27 | 2016–2026 |
| 6 | Vigilant Leveraged Trend Rotation | -18.6% | Moderate drawdown | +10.7% | 0.82 | 0.57 | 2016–2026 |
| 7 | Tsallis Entropy Weight Optimization | -19.0% | Moderate drawdown | +17.8% | 1.02 | 0.94 | 2016–2026 |
| 8 | Volatility Managed Index Portfolio | -19.6% | Moderate drawdown | +11.9% | 0.82 | 0.61 | 2016–2026 |
| 9 | Systematic Option Collar | -21.5% | Moderate drawdown | +18.3% | 1.06 | 0.85 | 2016–2026 |
| 10 | Dynamic Factor Strength Strategy | -24.1% | Moderate drawdown | +17.9% | 0.97 | 0.74 | 2016–2026 |
| 11 | Tactical Leveraged Trend Rotation | -25.4% | High drawdown | +17.8% | 0.81 | 0.7 | 2016–2026 |
| 12 | The Turtle Tactical Trend System | -25.5% | High drawdown | +15.8% | 0.77 | 0.62 | 2016–2026 |
| 13 | Quarter-Hour Microstructure Flow | -26.9% | High drawdown | +18.9% | 1.01 | 0.7 | 2019–2026 |
| 14 | Same-Weekday Return Continuation | -27.0% | High drawdown | +12.9% | 0.66 | 0.48 | 2016–2026 |
| 15 | Velocity Strength Filter | -27.4% | High drawdown | +17.6% | 0.84 | 0.64 | 2016–2026 |
| 16 | Intraday Opening Range Breakout | -30.9% | High drawdown | +35.3% | 1.06 | 1.14 | 2016–2026 |
| 17 | Tactical Gearing System | -31.0% | High drawdown | +17.0% | 0.9 | 0.55 | 2016–2026 |
| 18 | Asymmetric Trend-Following System | -33.4% | High drawdown | +12.1% | 0.63 | 0.36 | 2016–2026 |
| 19 | Return Stacking with Capital-Efficient Overlays | -33.5% | High drawdown | +43.7% | 1.17 | 1.3 | 2016–2026 |
| 20 | Fifty-Two Week High Leaderboard | -34.5% | High drawdown | +15.8% | 0.72 | 0.46 | 2016–2026 |
| 21 | Growth-Value Style Selection | -35.0% | High drawdown | +29.6% | 0.97 | 0.85 | 2016–2026 |
| 22 | Gross Profitability and Price Acceleration | -36.6% | Very high drawdown | +17.4% | 0.78 | 0.48 | 2016–2026 |
| 23 | Kaufman Efficiency Index Strategy | -48.6% | Very high drawdown | +23.5% | 0.82 | 0.48 | 2016–2026 |
| 24 | Faber Ivy Amplified Leaderboard | -49.6% | Very high drawdown | +51.7% | 1.01 | 1.04 | 2016–2026 |
| 25 | Leveraged Dual Momentum ETF | -57.2% | Very high drawdown | +38.5% | 0.89 | 0.67 | 2018–2026 |
| 26 | Crypto Multi-Asset Momentum & Trend System | -58.1% | Very high drawdown | +43.2% | 0.94 | 0.74 | 2020–2026 |
| 27 | Realized Skewness Lottery Demand | -66.8% | Very high drawdown | +18.0% | 0.66 | 0.27 | 2019–2026 |
Re-run 2026-10-04.
Max drawdown is the worst fall from a previous high: the size of the loss you would have had to sit through. CAGR is the annual rate that compounds the start value into the end value. Return ÷ drawdown divides the two, so a strategy that earned 15% a year with a 15% worst fall scores 1.0, and one that earned 30% with a 60% fall scores 0.5. Sharpe measures return per unit of day-to-day volatility. A backtest is a simulation of rules on past prices, so read these numbers as evidence about how a rule behaved, not as a forecast.
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.