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 | ROC6 Monthly Sector Rotation Strategy | 32.68 | 1,367,726.45 | 1,367.73 | -51.65 | 0.80 | 16.78 | 12.64 | 45.45 | |
| 2 | C# OneNight w Moving Percentile | 29.17 | 1,191,205.15 | 1,191.21 | -23.68 | 1.58 | 24.47 | 0.13 | 55.62 | |
| 3 | ROC3 Monthly Rotation | 23.75 | 698,902.89 | 698.90 | -43.66 | 0.65 | 13.78 | 5.11 | 51.52 | |
| 4 | C# OneNight | 21.98 | 628,497.14 | 628.50 | -33.47 | 1.02 | 16.78 | 0.11 | 53.44 | |
| 5 | Rotator | 20.46 | 533,149.67 | 533.15 | -51.95 | 0.77 | 10.10 | 0.75 | 59.49 | |
| 6 | Traders-Mag-1 | 19.96 | 514,433.54 | 514.43 | -29.11 | 1.23 | 16.63 | 0.64 | 68.52 | |
| 7 | quantCTA | 19.03 | 462,316.49 | 462.32 | -45.24 | 0.68 | 12.07 | 2.09 | 22.76 | |
| 8 | DeepDrop | 18.88 | 462,593.72 | 462.59 | -40.81 | 0.91 | 11.40 | 0.16 | 59.98 | |
| 9 | Triple Time Frame Swing | 17.07 | 326,524.13 | 326.52 | -30.45 | 1.00 | 11.36 | 64.82 | 88.24 | |
| 10 | Rotator Gabriel | 15.32 | 293,141.52 | 293.14 | -27.78 | 0.74 | 11.45 | 0.74 | 60.42 |
The latest Rankings were run on 3/24/2025, 9 days ago.