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 | C# OneNight w Moving Percentile | 32.06 | 1,512,424.84 | 1,512.42 | -28.05 | 1.74 | 25.75 | 0.14 | 55.00 | |
| 2 | C# OneNight | 27.00 | 991,448.71 | 991.45 | -27.53 | 1.24 | 22.43 | 0.13 | 53.46 | |
| 3 | Traders-Mag-1 | 18.70 | 453,498.92 | 453.50 | -29.01 | 1.17 | 15.66 | 0.60 | 68.81 | |
| 4 | DeepDrop | 16.55 | 361,913.35 | 361.91 | -40.81 | 0.82 | 9.98 | 0.14 | 59.84 | |
| 5 | XLP Mean Reversion w/ Twist | 15.33 | 316,389.49 | 316.39 | -56.95 | 0.70 | 8.40 | 0.35 | 67.44 | |
| 6 | Rotator | 15.09 | 303,233.36 | 303.23 | -52.09 | 0.60 | 7.42 | 0.59 | 58.86 | |
| 7 | C# OneNight w Moving Percentile and Ranking | 13.05 | 240,894.14 | 240.89 | -22.22 | 1.06 | 25.50 | 0.14 | 53.47 | |
| 8 | C# Mystical End Of Month | 11.39 | 193,305.33 | 193.31 | -24.91 | 0.64 | 23.74 | 1.06 | 55.46 | |
| 9 | 2MinuteSystem | 11.00 | 183,580.32 | 183.58 | -31.14 | 0.69 | 7.81 | 0.97 | 98.68 | |
| 10 | QQQ 5-DAY LOW w/ TLT Filter | 10.65 | 175,172.42 | 175.17 | -43.54 | 0.57 | 8.03 | 0.25 | 67.03 |
The latest Rankings were run on 4/23/2024, 1 day ago.