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 SharpeRatio
| Strategy | Author | APR | Profit | Profit% | MaxDD% | ▼Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C# OneNight w Moving Percentile | 29.17 | 1,191,725.96 | 1,191.73 | -21.68 | 1.60 | 25.57 | 0.13 | 55.26 | |
| 2 | C# OneNight w Moving Percentile and Ranking | 14.40 | 283,595.76 | 283.60 | -22.22 | 1.18 | 28.21 | 0.15 | 53.82 | |
| 3 | C# OneNight | 26.80 | 973,806.61 | 973.81 | -35.26 | 1.18 | 20.02 | 0.13 | 53.48 | |
| 4 | Traders-Mag-1 | 18.11 | 425,863.82 | 425.86 | -29.01 | 1.14 | 15.18 | 0.58 | 68.65 | |
| 5 | DeepDrop | 17.44 | 398,366.64 | 398.37 | -40.83 | 0.86 | 10.52 | 0.15 | 59.96 | |
| 6 | Crypto Money Machine | 13.20 | 244,339.02 | 244.34 | -29.93 | 0.76 | 10.36 | 1.14 | 98.97 | |
| 7 | RSI2 Connors | 10.18 | 143,965.77 | 143.97 | -31.52 | 0.73 | 11.04 | 0.50 | 69.93 | |
| 8 | 2MinuteSystem | 11.47 | 195,722.11 | 195.72 | -31.25 | 0.69 | 8.10 | 1.07 | 98.74 | |
| 9 | Gap Closer | 9.82 | 154,987.21 | 154.99 | -28.19 | 0.63 | 8.19 | 0.25 | 88.14 | |
| 10 | Rotator | 15.38 | 313,039.17 | 313.04 | -52.08 | 0.61 | 7.57 | 0.61 | 58.46 |
The latest Rankings were run on 5/17/2024, 2 days ago.