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 MaxDrawdownPct
| Strategy | Author | APR | Profit | Profit% | ▼MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Volatility Squeeze | 1.76 | 18,888.75 | 18.89 | -4.32 | 0.03 | 16.97 | 0.64 | 61.43 | |
| 2 | 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 | |
| 3 | C# Bensdorp's Short Rsi Thrust V2 | 0.54 | 5,450.59 | 5.45 | -10.57 | -0.25 | 15.83 | 0.20 | 54.73 | |
| 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 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 1.32 | 13,459.82 | 13.46 | -14.54 | -0.03 | 19.47 | 0.38 | 57.55 | |
| 6 | Volatility Cruiser | 7.84 | 111,471.03 | 111.47 | -16.04 | 0.61 | 12.33 | 0.06 | 52.27 | |
| 7 | C# Bensdorp's Long Mean Reversion Selloff V2 | 0.87 | 8,520.28 | 8.52 | -18.37 | -0.17 | 58.72 | 0.43 | 88.89 | |
| 8 | C# OneNight w Moving Percentile | 29.17 | 1,191,725.96 | 1,191.73 | -21.68 | 1.60 | 25.57 | 0.13 | 55.26 | |
| 9 | RSI Pullback | 3.06 | 34,861.85 | 34.86 | -21.92 | 0.18 | 5.07 | 0.24 | 50.54 | |
| 10 | C# OneNight w Moving Percentile and Ranking | 14.40 | 283,595.76 | 283.60 | -22.22 | 1.18 | 28.21 | 0.15 | 53.82 |
The latest Rankings were run on 5/17/2024, 2 days ago.