The Sharpe ratio is return per unit of day-to-day volatility. Ranking by it rather than by CAGR rewards strategies that earned steadily, and pushes down the ones whose high annual rate came with wild swings.
| # | Strategy | Max drawdown | Risk tier | CAGR | Sharpe | Return ÷ drawdown | Period |
|---|---|---|---|---|---|---|---|
| 1 | Tactical ETF Regime Switcher | -14.6% | Lower drawdown | +35.9% | 1.56 | 2.46 | 2020–2026 |
| 2 | Mega-Cap Price Acceleration and Quality Engine | -14.0% | Lower drawdown | +15.6% | 1.33 | 1.11 | 2016–2026 |
| 3 | Asymmetric Sharpe Perpetual Corridor | -16.8% | Moderate drawdown | +18.6% | 1.17 | 1.11 | 2020–2026 |
| 4 | Return Stacking with Capital-Efficient Overlays | -33.5% | High drawdown | +43.7% | 1.17 | 1.3 | 2016–2026 |
| 5 | Tactical Index Acceleration | -14.7% | Lower drawdown | +17.2% | 1.11 | 1.17 | 2016–2026 |
| 6 | Systematic Option Collar | -21.5% | Moderate drawdown | +18.3% | 1.06 | 0.85 | 2016–2026 |
| 7 | Intraday Opening Range Breakout | -30.9% | High drawdown | +35.3% | 1.06 | 1.14 | 2016–2026 |
| 8 | Tsallis Entropy Weight Optimization | -19.0% | Moderate drawdown | +17.8% | 1.02 | 0.94 | 2016–2026 |
| 9 | Quarter-Hour Microstructure Flow | -26.9% | High drawdown | +18.9% | 1.01 | 0.7 | 2019–2026 |
| 10 | Faber Ivy Amplified Leaderboard | -49.6% | Very high drawdown | +51.7% | 1.01 | 1.04 | 2016–2026 |
| 11 | Dynamic Factor Strength Strategy | -24.1% | Moderate drawdown | +17.9% | 0.97 | 0.74 | 2016–2026 |
| 12 | Growth-Value Style Selection | -35.0% | High drawdown | +29.6% | 0.97 | 0.85 | 2016–2026 |
| 13 | Crypto Multi-Asset Momentum & Trend System | -58.1% | Very high drawdown | +43.2% | 0.94 | 0.74 | 2020–2026 |
| 14 | Tactical Gearing System | -31.0% | High drawdown | +17.0% | 0.9 | 0.55 | 2016–2026 |
| 15 | Leveraged Dual Momentum ETF | -57.2% | Very high drawdown | +38.5% | 0.89 | 0.67 | 2018–2026 |
| 16 | Velocity Strength Filter | -27.4% | High drawdown | +17.6% | 0.84 | 0.64 | 2016–2026 |
| 17 | Vigilant Leveraged Trend Rotation | -18.6% | Moderate drawdown | +10.7% | 0.82 | 0.57 | 2016–2026 |
| 18 | Volatility Managed Index Portfolio | -19.6% | Moderate drawdown | +11.9% | 0.82 | 0.61 | 2016–2026 |
| 19 | Kaufman Efficiency Index Strategy | -48.6% | Very high drawdown | +23.5% | 0.82 | 0.48 | 2016–2026 |
| 20 | Tactical Leveraged Trend Rotation | -25.4% | High drawdown | +17.8% | 0.81 | 0.7 | 2016–2026 |
| 21 | Gross Profitability and Price Acceleration | -36.6% | Very high drawdown | +17.4% | 0.78 | 0.48 | 2016–2026 |
| 22 | The Turtle Tactical Trend System | -25.5% | High drawdown | +15.8% | 0.77 | 0.62 | 2016–2026 |
| 23 | Fifty-Two Week High Leaderboard | -34.5% | High drawdown | +15.8% | 0.72 | 0.46 | 2016–2026 |
| 24 | Same-Weekday Return Continuation | -27.0% | High drawdown | +12.9% | 0.66 | 0.48 | 2016–2026 |
| 25 | Realized Skewness Lottery Demand | -66.8% | Very high drawdown | +18.0% | 0.66 | 0.27 | 2019–2026 |
| 26 | Asymmetric Trend-Following System | -33.4% | High drawdown | +12.1% | 0.63 | 0.36 | 2016–2026 |
| 27 | Canary-Signaled Tactical ETF Strategy | -16.9% | Moderate drawdown | +4.5% | 0.46 | 0.27 | 2016–2026 |
Re-run 2026-10-04.
Tactical ETF Regime Switcher at 1.56, with +35.9% CAGR and a -14.6% max drawdown from 2020-09-18 to 2026-10-02.
10 of 27. The median is 0.90.
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.