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 | ROC6 Monthly Sector Rotation Strategy | 36.82 | 1,864,430.70 | 1,864.43 | -51.64 | 0.88 | 18.85 | 13.21 | 47.47 | |
| 2 | C# OneNight | 32.01 | 1,503,320.77 | 1,503.32 | -29.18 | 1.40 | 25.71 | 0.15 | 53.93 | |
| 3 | C# OneNight w Moving Percentile | 28.45 | 1,119,460.89 | 1,119.46 | -28.87 | 1.56 | 22.33 | 0.12 | 55.26 | |
| 4 | ROC3 Monthly Rotation | 25.47 | 814,454.58 | 814.45 | -43.66 | 0.68 | 14.78 | 5.34 | 52.67 | |
| 5 | Triple Time Frame Swing | 23.63 | 604,409.90 | 604.41 | -28.85 | 1.27 | 16.52 | 78.29 | 90.24 | |
| 6 | Rotator | 20.95 | 559,239.25 | 559.24 | -52.02 | 0.79 | 10.34 | 0.77 | 59.08 | |
| 7 | Traders-Mag-1 | 19.27 | 479,640.34 | 479.64 | -29.02 | 1.18 | 16.10 | 0.63 | 68.08 | |
| 8 | DeepDrop | 18.57 | 448,014.98 | 448.01 | -40.82 | 0.90 | 11.22 | 0.16 | 59.93 | |
| 9 | C# OneNight w Moving Percentile and Ranking | 15.50 | 322,080.84 | 322.08 | -20.90 | 1.25 | 30.07 | 0.16 | 54.47 | |
| 10 | T1ETF | 15.36 | 315,831.28 | 315.83 | -45.95 | 0.55 | 8.63 | 1.35 | 66.41 |
The latest Rankings were run on 2/18/2025, 1 month.