Tactical ETF Regime Switcher compounded at +35.9% a year from 2020-09-18 to 2026-10-02, with a worst drawdown of -14.6% (lower drawdown). It ranks 2 of 27 re-run strategies by drawdown, shallowest first.
| Max drawdown | -14.6% |
|---|---|
| CAGR (annualized) | +35.9% |
| Sharpe | 1.56 |
| Total return | +535.6% |
| S&P 500 (SPY), same period | not in this run |
| Return ÷ drawdown | 2.46 |
| Period | 2020-09-18 – 2026-10-02 (6.0 years) |
| Risk tier | Lower drawdown |
| Drawdown rank | 2 / 27 |
Equity curve of a $10,000 start.
The worst peak-to-trough fall was -14.6%: a $10,000 account would have dropped to about $8,541 at that point before recovering. The +35.9% CAGR is the annual rate that compounds the start value into the end value over 6.0 years; the return-to-drawdown ratio of 2.46 says how many points of annual return each point of worst-case loss bought. Compare strategies on that pair, not on CAGR alone.
Re-run on 2026-10-04 with the strategy's current code on historical prices — a systematic take on Protective Asset Allocation (PAA) + Regime Switching. Numbers change when the strategy is re-run on newer data. The full write-up explains the rules.
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.