Every strategy on this page kept its worst peak-to-trough fall at or below 25% over its whole backtest. A shallow drawdown is what lets a strategy be held through a bad year without being abandoned at the bottom, so this list is the place to start before looking at returns.
Each dot is one strategy: further left is a shallower worst fall, higher up is a higher annual rate. The upper-left corner is where return came with the least drawdown.
| # | 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 |
Re-run 2026-10-04.
A maximum drawdown of 25% or less over the full backtest. 10 of the 27 re-run strategies meet it.
Tactical ETF Regime Switcher: +35.9% CAGR with a -14.6% max drawdown (Calmar 2.46).
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.