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 | Traders-Mag-1 | vk | 17.82 | 413,380.93 | 413.38 | -29.02 | 1.17 | 15.14 | 0.58 | 68.77 |
| 2 | 2MinuteSystem | vk | 14.07 | 272,667.32 | 272.67 | -31.57 | 0.98 | 10.12 | 1.15 | 99.08 |
| 3 | Rotation weighted on RocketRSI | alkimist | 12.68 | 228,046.43 | 228.05 | -45.75 | 0.64 | 6.96 | 0.22 | 57.97 |
| 4 | Swing Trade Marcelo Sommer | MarceloSommer | 10.18 | 162,805.80 | 162.81 | -18.55 | 0.63 | 8.73 | 0.58 | 40.54 |
| 5 | RSI2 Connors | Eugene | 10.13 | 143,016.49 | 143.02 | -32.89 | 0.81 | 10.67 | 0.48 | 70.27 |
| 6 | BBL | vk | 9.48 | 145,637.04 | 145.64 | -46.62 | 0.55 | 5.20 | 0.44 | 66.90 |
| 7 | Gap Closer | Eugene | 9.19 | 140,758.77 | 140.76 | -23.98 | 0.65 | 8.15 | 0.24 | 88.25 |
| 8 | Golden Cross | Marcel | 8.08 | 104,491.20 | 104.49 | -31.89 | 0.56 | 5.73 | 8.53 | 46.76 |
| 9 | Trend Following Marcelo Sommer | MarceloSommer | 7.58 | 99,075.79 | 99.08 | -27.94 | 0.53 | 5.45 | 7.56 | 48.31 |
| 10 | RSI Three Strikes | Glitch | 7.08 | 97,533.28 | 97.53 | -49.29 | 0.39 | 4.71 | 0.67 | 66.73 |
The latest Rankings were run on 11/26/2022, 19 hours ago.