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 WinPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | ▼Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Crypto Money Machine | 13.20 | 244,339.02 | 244.34 | -29.93 | 0.76 | 10.36 | 1.14 | 98.97 | |
| 2 | 2MinuteSystem | 11.47 | 195,722.11 | 195.72 | -31.25 | 0.69 | 8.10 | 1.07 | 98.74 | |
| 3 | 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 | |
| 4 | Gap Closer | 9.82 | 154,987.21 | 154.99 | -28.19 | 0.63 | 8.19 | 0.25 | 88.14 | |
| 5 | RSI2 Connors | 10.18 | 143,965.77 | 143.97 | -31.52 | 0.73 | 11.04 | 0.50 | 69.93 | |
| 6 | Neo Master | 4.84 | 60,394.29 | 60.39 | -42.12 | 0.27 | 3.23 | 1.49 | 69.01 | |
| 7 | Traders-Mag-1 | 18.11 | 425,863.82 | 425.86 | -29.01 | 1.14 | 15.18 | 0.58 | 68.65 | |
| 8 | RSI Three Strikes | 8.69 | 128,843.68 | 128.84 | -51.57 | 0.46 | 5.41 | 0.77 | 67.91 | |
| 9 | 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 | |
| 10 | Cat Power | 8.73 | 106,255.91 | 106.26 | -39.26 | 0.60 | 7.22 | 0.66 | 66.98 |
The latest Rankings were run on 5/17/2024, 2 days ago.