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 ETF Regime Switcher | Mega-Cap Price Acceleration and Quality Engine | |
|---|---|---|
| Max drawdown | -14.6% | -14.0% |
| CAGR | +35.9% | +15.6% |
| Calmar (CAGR ÷ drawdown) | 2.46 | 1.11 |
| Sharpe | 1.56 | 1.33 |
| Total return | +535.6% | +321.3% |
| Risk tier | Lower drawdown | Lower drawdown |
| Strategy type | Momentum rotation | Factor |
| Period | 2020-09-18 – 2026-10-02 | 2016-10-21 – 2026-10-02 |
Mega-Cap Price Acceleration and Quality Engine had the shallower worst fall (-14.0%). Tactical ETF Regime Switcher compounded faster (+35.9% a year). On return per unit of drawdown Tactical ETF Regime Switcher leads, 2.46 against 1.11; the two backtests cover different periods, so read the comparison with that in mind.
$10,000 start, 2020-09-18 – 2026-10-02.
$10,000 start, 2016-10-21 – 2026-10-02, SPY dashed.
Mega-Cap Price Acceleration and Quality Engine, at -14.0%.
Tactical ETF Regime Switcher on the Calmar ratio (2.46 vs 1.11); Tactical ETF Regime Switcher on the Sharpe ratio (1.56).
Both are US stocks & ETFs strategies re-run with their current code on historical prices, over 2020-09-18 – 2026-10-02 and 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.