The question and the answers are purely speculative unless there was a controlled experiment where fighters from any style could enter the ring to duke it out between each other - under a minimal set of rules. The rules should allow for kicks, hand strikes, throws, grappling techniques - basically everything short of eye-gauging - to give every style the opportunity to prove itself, and the winner should be the one who manages to incapacitate his opponent or force him to submit. There has to be a high number of matches to produce reliable results. One wrestler winning against a boxer doesn't mean a lot on its own. But having a hundred matches resulting in a 70-30 win-loss ratio for wrestling is a statistically significant result. If the result were an unsurprising 100-0 between Muay Thai and Tai Chi, that would really say something of the latter.
Luckily for everyone interested (and open-minded), such an experiment has been going on for almost 30 years. When the Gracie family launched the Ultimate Fighting Championship in 1993, few people noticed. Today, it's a major source of entertainment worldwide and has produced probably the best hand-to-hand prizefighters in human history.
So, what does the UFC tell us about the effectiveness of martial art styles? Or in other words, which style(s) should one learn if he or she wants to be able to handle him- or herself? The short answer is that there is no such style. Every single champion or high-level athlete in UFC is proficient in multiple ones. But there may be a priority order, and I'll try to establish a possible one below.
Submission grappling
The biggest impact on the world of martial arts in modern times was when in 1993, Royce Gracie won the first UFC with a previously almost unknown fighting style. Brazilian Jiu-jitsu, the style his family developed from Judo, concentrated solely on the ground fight. Gracie was not only the most unassuming fighter in the ring - an average built and average height guy, nothing like the default lean-body-builder-like competitors of today - but he was evidently untrained in any art of punching and kicking. Every fight of his went down the same way. He ate some punches while getting close enough to his opponent to grab him, dragged him to the ground, and finished him quickly with some choke or armbar.
Brazilian Jiu-jitsu became a phenomenon overnight, and by now it has become the fundamental building block of every fighter's skillset. Today, you can rarely win a match with BJJ only - since everyone is an expert - but you will never win many without it. BJJ is, of course, only one of several submission grappling styles, although the most famous, and it can be substituted by Sambo, Judo, and various forms of catch-wrestling.
So if there is only one martial art you want to learn, go for BJJ (or something alike). I wrote a lot about why a fight between a grappler and a striker favors the grappler in a previous post, here I just point to the historical records. If your opponent doesn't know grappling, you have a very good chance to win - as Royce Gracie demonstrated. And if he knows, by managing to get to the ground with him, you can at least neutralize his other skills.
Takedowns
Submission grappling skills can sometimes be substituted by good takedown skills combined with some striking ability. Lots of UFC matches end with one fighter taking his opponent down and pounding him into submission. The so-called "ground and pound" is not as elegant as a nice choke or a lock, but it works. The most common takedowns seen in UFC come from wrestling. Judo sweeps, trips, and throws are less frequent - maybe because they were developed against gi-wearing opponents -, but there are some very good fighters with Judo backgrounds, as well.
Western boxing
The second skillset (for the sake of simplicity, I just lumped takedowns to submission grappling) no serious UFC fighter can afford to lack is good old western-style boxing. Boxing is a marvelous and deceptively simple form of pugilism. Contrasted by e.g. the dozens of different Karate strikes (moving the hand up, or down, or sideways; hitting with the knuckles, the palm, the fingertip, the blade of the hand, backhand, elbow, ...), its whole offensive repertoire is built up from six types of punches. Jab, cross, left hook, right hook, left uppercut, right uppercut. (The dynamics of performing the same strike with the leading or the rear hand are so different that it justifies talking about two different punches). But boxing completely lacks the rigidity of traditional martial arts, and these basic punches are endlessly variable by playing with angles and distances. Additionally, the Pareto rule applies to fighting as well. An overwhelming majority of fights are won by a very small set of techniques. Boxers have taken the lesson to the heart and spent their time honing the handful of punches that always work. The only type of strikes missing from boxing, that have demonstrated utility, is elbow strikes.
Box's defensive repertoire is also simple and sophisticated at the same time. Body shots are simply blocked by the elbows and forearms kept tightly to the upper body. Instead of relying only on parries and other defense moves common in Eastern martial arts, vulnerable parts like the solar plexus, chin, or ribs are constantly covered by the arms and shoulders, to provide only small and moving targets to the opponent. Attacks to the head are bobbed, ducked, or deflected by shoulder rolls. Boxing is unique among martial arts in how it uses head and shoulder moves to evade punches, which makes defense experts almost impossible to hit. Mike Tyson was a master of this in his prime, and James Tooney was an artist. Rolling with a punch - which means absorbing the energy of the punch by simply moving with it - is another very effective technique mostly missing from other martial arts. Ultimately, the superiority of boxing over other forms of striking arts stems from two sources. One is that box has evolved as a sport unburdened by philosophy and tradition. Prizefighting hasn't left much room for theories, and what didn't work, didn't get adopted. Secondly, whereas Eastern martial arts aimed to develop techniques that work equally against armed and unarmed attacks, boxing never tried to be generalistic. Blocks and rolls would be of little use against, let's say, knife attacks.
Despite being such an effective combat style, on its own, it's clearly insufficient. Pure boxers never fared well neither in MMA, where they could be taken down and finished on the ground nor under K1 or a similar set of rules, where their superior striking skills couldn't compensate for the lack of ...
Kicks
Which is the last indispensable set of techniques. The most used kicks, like in the case of hand strikes, are the simplest ones. Front kicks, roundhouse kicks, knees. Every now and then some very good kicker finishes his opponent with a more spectacular turning back kick, hook kick, or side kick, but these are rare. These listed above are basically part of almost every martial art's repertoire, so there is no style to single out as "the ultimate kicking art". There is only one type of widely-used kick that's not ubiquitous in traditional martial arts, and that is the low-kick known from Muay Thai. Again, what is true for punches, is true for kicks as well. Taekwondo and various kungfu styles developed a huge variety of kicks, and only a fraction of them is used regularly. Eight out ten kick-KOs are the good old round kick to the head.
And from the bird's eye view, that seems to be it. If the original question is formulated as "which are the most important martial art skillsets to learn?", then the answer is that one should be competent in three distinct groups: grappling, boxing, and kicking. Of course, during this super-condensed attempt for a neat categorization, lots of things fell between the cracks. Among many things unmentioned, neither takedowns, elbow strikes, nor Muay Thai clinches fit very well in these categories, and each category encompasses many very different schools.
If the question is posed as "which styles should I learn", then the answer is: learn BJJ or some other form of submission grappling and then learn a stand-up style that emphasizes a small set of simple techniques of strikes and kicks and a sparring-oriented approach. Muay Thai, for example, ticks almost all the boxes.
Observant readers probably have noticed that apart from being brought up occasionally as references to the negative, traditional martial arts have gone unmentioned. How come, one might wonder. Are they just not good enough? My short and unkind answer is that it is exactly the case: they are just not good enough. But the topic deserves a post of its own.
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