Actually, thinking back many years, I did drag once, in Deep Bay on Lake Champlain on a charter boat. A strong wind came up out of the south, and Deep Bay is open to the south. The charter boat had a Danforth clone, not a genuine Danforth, and we dragged.
My Pearson 26 had a hi-tensile Danforth with 6' of chain. My Mistral has a 35 pound CQR with 100 feet of chain. I've always anchored in ten feet of water or less, set the hook at 3 to 1, and then let it out to 5 to 1 or more. No tides on the lakes and hardly any in the Chesapeake and Caribbean. Never dragged, except for the charter boat. Friends with cheap clone anchors have dragged plenty. I used to tease one guy in particular who dragged constantly, telling him he had a wooden anchor.
I'm buying an anchor for my 46 foot trawler this year. I'm probably going to go for an 80 pound Rocna or Manson and at least 100 feet of chain. For a secondary anchor, I'm thinking of a Fortress on 20' of chain.
But you're right, Dave, I can't remember a time I've had a 180 degree wind shift. at least not with really strong wind. I've been laid on my beam ends by a passing tornado and even that didn't do it, but I didn't have a big wind shift.