These strategies trade US-listed stocks and ETFs, including 3x leveraged index ETFs such as TQQQ and UPRO with Treasury, gold or cash ETFs as the defensive side. Most of them switch between a growth sleeve and a defensive sleeve on a trend or momentum signal, so the drawdown they report is mostly the cost of the signal being late, not the full fall of the leveraged fund itself.
23 strategies. Median max drawdown 27.0%, median CAGR 17.6%. Shallowest drawdown: Mega-Cap Price Acceleration and Quality Engine (-14.0%). Highest return per unit of drawdown: Tactical ETF Regime Switcher (2.46).
By strategy type: Momentum rotation 11, Factor 4, Trend following 4, Volatility targeting & hedging 3, Intraday & microstructure 1.
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 | Canary-Signaled Tactical ETF Strategy | -16.9% | Moderate drawdown | +4.5% | 0.46 | 0.27 | 2016–2026 |
| 5 | Vigilant Leveraged Trend Rotation | -18.6% | Moderate drawdown | +10.7% | 0.82 | 0.57 | 2016–2026 |
| 6 | Tsallis Entropy Weight Optimization | -19.0% | Moderate drawdown | +17.8% | 1.02 | 0.94 | 2016–2026 |
| 7 | Volatility Managed Index Portfolio | -19.6% | Moderate drawdown | +11.9% | 0.82 | 0.61 | 2016–2026 |
| 8 | Systematic Option Collar | -21.5% | Moderate drawdown | +18.3% | 1.06 | 0.85 | 2016–2026 |
| 9 | Dynamic Factor Strength Strategy | -24.1% | Moderate drawdown | +17.9% | 0.97 | 0.74 | 2016–2026 |
| 10 | Tactical Leveraged Trend Rotation | -25.4% | High drawdown | +17.8% | 0.81 | 0.7 | 2016–2026 |
| 11 | The Turtle Tactical Trend System | -25.5% | High drawdown | +15.8% | 0.77 | 0.62 | 2016–2026 |
| 12 | Same-Weekday Return Continuation | -27.0% | High drawdown | +12.9% | 0.66 | 0.48 | 2016–2026 |
| 13 | Velocity Strength Filter | -27.4% | High drawdown | +17.6% | 0.84 | 0.64 | 2016–2026 |
| 14 | Intraday Opening Range Breakout | -30.9% | High drawdown | +35.3% | 1.06 | 1.14 | 2016–2026 |
| 15 | Tactical Gearing System | -31.0% | High drawdown | +17.0% | 0.9 | 0.55 | 2016–2026 |
| 16 | Asymmetric Trend-Following System | -33.4% | High drawdown | +12.1% | 0.63 | 0.36 | 2016–2026 |
| 17 | Return Stacking with Capital-Efficient Overlays | -33.5% | High drawdown | +43.7% | 1.17 | 1.3 | 2016–2026 |
| 18 | Fifty-Two Week High Leaderboard | -34.5% | High drawdown | +15.8% | 0.72 | 0.46 | 2016–2026 |
| 19 | Growth-Value Style Selection | -35.0% | High drawdown | +29.6% | 0.97 | 0.85 | 2016–2026 |
| 20 | Gross Profitability and Price Acceleration | -36.6% | Very high drawdown | +17.4% | 0.78 | 0.48 | 2016–2026 |
| 21 | Kaufman Efficiency Index Strategy | -48.6% | Very high drawdown | +23.5% | 0.82 | 0.48 | 2016–2026 |
| 22 | Faber Ivy Amplified Leaderboard | -49.6% | Very high drawdown | +51.7% | 1.01 | 1.04 | 2016–2026 |
| 23 | Leveraged Dual Momentum ETF | -57.2% | Very high drawdown | +38.5% | 0.89 | 0.67 | 2018–2026 |
Re-run 2026-10-04.
Mega-Cap Price Acceleration and Quality Engine, with a worst fall of -14.0% and a CAGR of +15.6% from 2016-10-21 to 2026-10-02.
Tactical ETF Regime Switcher: +35.9% CAGR against a -14.6% max drawdown, a return-to-drawdown (Calmar) ratio of 2.46.
No. Each number comes from re-running the strategy's current code on historical prices. Backtests leave out some real costs and do not predict future returns.
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.