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 | 30.33 | 1,312,503.25 | 1,312.50 | -26.47 | 1.67 | 24.62 | 0.13 | 55.29 | |
| 2 | C# OneNight | 27.17 | 1,005,508.33 | 1,005.51 | -27.41 | 1.18 | 22.51 | 0.13 | 53.60 | |
| 3 | Rotator | 22.94 | 675,106.14 | 675.11 | -52.09 | 0.85 | 11.32 | 0.82 | 59.68 | |
| 4 | Triple Time Frame Swing | 21.81 | 514,176.88 | 514.18 | -28.14 | 1.18 | 15.35 | 76.41 | 87.50 | |
| 5 | Traders-Mag-1 | 20.79 | 558,006.86 | 558.01 | -29.07 | 1.28 | 17.39 | 0.67 | 68.27 | |
| 6 | DeepDrop | 18.69 | 454,019.29 | 454.02 | -40.83 | 0.91 | 11.29 | 0.16 | 59.91 | |
| 7 | QQQ 5-DAY LOW w/ TLT Filter | 16.75 | 370,166.07 | 370.17 | -39.64 | 0.84 | 13.31 | 0.36 | 67.69 | |
| 8 | XLP Mean Reversion w/ Twist | 14.54 | 288,417.28 | 288.42 | -28.73 | 0.68 | 13.05 | 0.31 | 66.70 | |
| 9 | Rotator Gabriel | 14.12 | 255,029.88 | 255.03 | -29.73 | 0.69 | 10.30 | 0.69 | 60.55 | |
| 10 | Bobby | 13.90 | 231,301.09 | 231.30 | -35.33 | 0.70 | 9.50 | 1.71 | 52.83 |
The latest Rankings were run on 12/6/2024, 6 days ago.