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 | 27.27 | 1,013,977.36 | 1,013.98 | -32.15 | 1.25 | 21.25 | 0.13 | 53.35 | |
2 | C# OneNight w Moving Percentile | 24.99 | 829,355.14 | 829.36 | -19.64 | 1.39 | 22.77 | 0.11 | 55.25 | |
3 | Traders-Mag-1 | 18.82 | 458,770.11 | 458.77 | -29.01 | 1.20 | 15.90 | 0.61 | 68.76 | |
4 | DeepDrop | 16.83 | 372,895.30 | 372.90 | -40.83 | 0.86 | 10.15 | 0.15 | 59.99 | |
5 | Rotator | 13.19 | 241,799.98 | 241.80 | -52.09 | 0.55 | 6.51 | 0.53 | 58.67 | |
6 | C# OneNight w Moving Percentile and Ranking | 12.67 | 229,565.99 | 229.57 | -23.17 | 1.17 | 24.95 | 0.13 | 53.58 | |
7 | 2MinuteSystem | 12.37 | 220,465.31 | 220.47 | -34.60 | 0.81 | 8.43 | 0.99 | 98.84 | |
8 | Gap Closer | 10.75 | 177,565.98 | 177.57 | -22.94 | 0.75 | 9.65 | 0.27 | 88.64 | |
9 | Swing Trade Marcelo Sommer | 9.83 | 154,463.30 | 154.46 | -24.35 | 0.59 | 7.87 | 0.56 | 39.34 | |
10 | RSI2 Connors | 9.51 | 130,685.25 | 130.69 | -32.38 | 0.72 | 10.24 | 0.47 | 69.91 |
The latest Rankings were run on 9/29/2023, 3 days ago.