Tricks to reduce drawdown?

[abwillingham]

There have been many discussions over the years in this forum about this.
Do a quick search.
Here is an example.

Low Turnover Strategies as Alternative to High Turnover

If you are like me, you may have been initially attracted to the eye-popping theoretical simulated returns of high-turnover, low liquidity, low number of stocks models available. But in practice the results are mixed. In some of these models, I made lots of money. In others, I lost lots of money. In the end you could say it’s a wash. There is simply no way of knowing ahead of time which will perform. Even within models from a single designer, you can see highly variable performance. It’s …

In general sentiment factors seem to have the most impact.