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 AvgProfitPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | ▼Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Golden Cross | 9.47 | 129,976.43 | 129.98 | -33.22 | 0.57 | 6.48 | 9.66 | 46.43 | |
| 2 | C# Bensdorp's Long Trend High Momentum | 3.73 | 40,077.55 | 40.08 | -29.88 | 0.20 | 2.73 | 6.68 | 32.05 | |
| 3 | Trend Following Marcelo Sommer | 6.06 | 74,225.56 | 74.23 | -29.08 | 0.36 | 4.24 | 5.00 | 40.00 | |
| 4 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.15 | 34,722.65 | 34.72 | -10.67 | 0.36 | 91.75 | 1.80 | 67.84 | |
| 5 | C# Bensdorp's Long Trend Low Volatility | 3.35 | 35,452.46 | 35.45 | -28.61 | 0.18 | 2.69 | 1.54 | 12.20 | |
| 6 | Bobby | 11.21 | 165,774.35 | 165.77 | -35.93 | 0.59 | 7.61 | 1.51 | 48.87 | |
| 7 | Neo Master | 4.84 | 60,394.29 | 60.39 | -42.12 | 0.27 | 3.23 | 1.49 | 69.01 | |
| 8 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.37 | 14,221.63 | 14.22 | -6.69 | -0.12 | 111.58 | 1.19 | 61.06 | |
| 9 | Crypto Money Machine | 13.20 | 244,339.02 | 244.34 | -29.93 | 0.76 | 10.36 | 1.14 | 98.97 | |
| 10 | C# Mystical End Of Month | 12.01 | 209,913.96 | 209.91 | -23.67 | 0.59 | 25.40 | 1.12 | 59.17 |
The latest Rankings were run on 5/17/2024, 2 days ago.