Strategy Rankings
We rank the Published Strategies weekly using the following backtest settings.
Rankings Methodology
- We use an internal "WealthLab 100" DataSet that represents a cross section of the US stock market.
- We keep the composition of this DataSet a secret to avoid users "gaming" the Rankings.
- Starting Capital is $100,000, with 1.1 Margin, and Position Size based on the Strategy's published value.
- No dividends and no commission are applied.
- 10 years of historical daily data is used in the backtests.
Top 10 Published Strategies by APR
| Strategy | Author | ▼APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C# OneNight w Moving Percentile | 26.72 | 966,587.27 | 966.59 | -20.83 | 1.54 | 23.65 | 0.12 | 54.66 | |
| 2 | C# OneNight | 23.35 | 714,894.71 | 714.89 | -37.22 | 1.08 | 16.96 | 0.11 | 53.20 | |
| 3 | Traders-Mag-1 | 18.30 | 434,723.14 | 434.72 | -29.00 | 1.16 | 15.33 | 0.59 | 68.56 | |
| 4 | DeepDrop | 16.98 | 379,126.45 | 379.13 | -40.82 | 0.84 | 10.24 | 0.15 | 59.85 | |
| 5 | XLP Mean Reversion w/ Twist | 15.77 | 332,167.33 | 332.17 | -47.63 | 0.71 | 10.58 | 0.33 | 67.81 | |
| 6 | Rotator | 15.35 | 312,082.70 | 312.08 | -52.07 | 0.61 | 7.55 | 0.61 | 58.69 | |
| 7 | QQQ 5-DAY LOW w/ TLT Filter | 14.87 | 299,913.66 | 299.91 | -30.43 | 0.79 | 13.86 | 0.33 | 67.01 | |
| 8 | Gap Closer | 13.44 | 252,633.63 | 252.63 | -27.23 | 0.97 | 11.36 | 0.33 | 88.86 | |
| 9 | Crypto Money Machine | 13.35 | 249,019.05 | 249.02 | -32.48 | 0.72 | 10.09 | 1.11 | 98.86 | |
| 10 | C# OneNight w Moving Percentile and Ranking | 12.69 | 230,087.77 | 230.09 | -22.23 | 1.01 | 24.84 | 0.13 | 53.29 |
The latest Rankings were run on 5/3/2024, 5 days ago.