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 | 29.99 | 1,277,281.83 | 1,277.28 | -29.25 | 1.42 | 24.47 | 0.14 | 53.73 | |
| 2 | C# OneNight w Moving Percentile | 28.87 | 1,162,945.41 | 1,162.95 | -20.32 | 1.64 | 26.13 | 0.13 | 55.46 | |
| 3 | Traders-Mag-1 | 18.02 | 422,374.67 | 422.37 | -29.01 | 1.18 | 15.27 | 0.59 | 68.93 | |
| 4 | Rotator | 14.55 | 284,729.11 | 284.73 | -52.06 | 0.62 | 7.19 | 0.56 | 58.40 | |
| 5 | Gap Closer | 14.22 | 277,793.33 | 277.79 | -19.16 | 1.11 | 13.48 | 0.35 | 89.10 | |
| 6 | C# OneNight w Moving Percentile and Ranking | 14.06 | 272,648.93 | 272.65 | -22.64 | 1.34 | 27.99 | 0.15 | 54.01 | |
| 7 | 2MinuteSystem | 12.20 | 216,030.88 | 216.03 | -28.94 | 0.83 | 9.07 | 0.98 | 98.88 | |
| 8 | Bema2 | 11.76 | 201,362.21 | 201.36 | -26.16 | 0.75 | 8.28 | 0.06 | 53.14 | |
| 9 | Swing Trade Marcelo Sommer | 10.41 | 168,303.21 | 168.30 | -19.64 | 0.69 | 8.86 | 0.59 | 38.17 | |
| 10 | BBL | 10.04 | 158,401.07 | 158.40 | -41.36 | 0.67 | 6.07 | 0.47 | 66.31 |
The latest Rankings were run on 3/13/2023, 9 days ago.