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 Index Acceleration | Dynamic Factor Strength Strategy | |
|---|---|---|
| Max drawdown | -14.7% | -24.1% |
| CAGR | +17.2% | +17.9% |
| Calmar (CAGR ÷ drawdown) | 1.17 | 0.74 |
| Sharpe | 1.11 | 0.97 |
| Total return | +384.9% | +412.2% |
| Risk tier | Lower drawdown | Moderate drawdown |
| Strategy type | Momentum rotation | Factor |
| Period | 2016-10-21 – 2026-10-02 | 2016-10-21 – 2026-10-02 |
Tactical Index Acceleration had the shallower worst fall (-14.7%). Dynamic Factor Strength Strategy compounded faster (+17.9% a year). On return per unit of drawdown Tactical Index Acceleration leads, 1.17 against 0.74.
$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%.
Tactical Index Acceleration on the Calmar ratio (1.17 vs 0.74); Tactical Index Acceleration on the Sharpe ratio (1.11).
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.