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.
| Return Stacking with Capital-Efficient Overlays | Tactical Index Acceleration | |
|---|---|---|
| Max drawdown | -33.5% | -14.7% |
| CAGR | +43.7% | +17.2% |
| Calmar (CAGR ÷ drawdown) | 1.30 | 1.17 |
| Sharpe | 1.17 | 1.11 |
| Total return | +3572.0% | +384.9% |
| Risk tier | High drawdown | Lower drawdown |
| Strategy type | Momentum rotation | Momentum rotation |
| Period | 2016-10-21 – 2026-10-02 | 2016-10-21 – 2026-10-02 |
Tactical Index Acceleration had the shallower worst fall (-14.7%). Return Stacking with Capital-Efficient Overlays compounded faster (+43.7% a year). On return per unit of drawdown Return Stacking with Capital-Efficient Overlays leads, 1.30 against 1.17.
$10,000 start, 2016-10-21 – 2026-10-02, SPY dashed.
$10,000 start, 2016-10-21 – 2026-10-02, SPY dashed.
Tactical Index Acceleration, at -14.7%.
Return Stacking with Capital-Efficient Overlays on the Calmar ratio (1.30 vs 1.17); Return Stacking with Capital-Efficient Overlays on the Sharpe ratio (1.17).
Both are US stocks & ETFs strategies re-run with their current code on historical prices, over the same period (2016-10-21 – 2026-10-02).
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.