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 | 28.13 | 1,091,859.81 | 1,091.86 | -24.91 | 1.56 | 23.38 | 0.12 | 55.41 | |
| 2 | C# OneNight | 27.99 | 1,078,744.77 | 1,078.74 | -30.67 | 1.25 | 22.11 | 0.13 | 54.01 | |
| 3 | Rotator | 22.41 | 641,784.58 | 641.78 | -52.08 | 0.83 | 11.05 | 0.80 | 59.72 | |
| 4 | Triple Time Frame Swing | 20.95 | 475,557.92 | 475.56 | -37.67 | 1.05 | 12.40 | 102.08 | 86.67 | |
| 5 | Triple Time Frame Swing v2 | 19.93 | 432,582.33 | 432.58 | -36.58 | 1.04 | 13.47 | 145.87 | 85.71 | |
| 6 | Traders-Mag-1 | 19.31 | 481,615.55 | 481.62 | -29.04 | 1.19 | 16.12 | 0.63 | 68.30 | |
| 7 | DeepDrop | 17.67 | 408,287.30 | 408.29 | -40.80 | 0.86 | 10.68 | 0.15 | 59.83 | |
| 8 | QQQ 5-DAY LOW w/ TLT Filter | 17.41 | 397,644.04 | 397.64 | -33.76 | 0.96 | 15.12 | 0.37 | 67.41 | |
| 9 | Bema2 | 14.94 | 297,433.11 | 297.43 | -23.11 | 0.82 | 10.95 | 0.08 | 52.79 | |
| 10 | Rotator Gabriel | 13.46 | 235,899.15 | 235.90 | -29.74 | 0.65 | 9.81 | 0.67 | 60.22 |
The latest Rankings were run on 12/20/2024, 14 hours ago.