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.
- Limit Order Strategies are backtested using 10-minute Granular Processing.
Top 10 Published Strategies by APR
| Strategy | Author | ▼APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Sharp Mean Reversion with Stops | 38.25 | 1,743,084.82 | 1,743.08 | -32.14 | 1.40 | 74.81 | 0.78 | 56.12 | |
| 2 | ROC6 Monthly Sector Rotation Strategy | 37.12 | 1,903,280.19 | 1,903.28 | -51.61 | 0.93 | 18.75 | 12.65 | 44.23 | |
| 3 | ROC3 Monthly Rotation | 30.36 | 1,225,476.82 | 1,225.48 | -43.66 | 0.83 | 17.52 | 5.63 | 53.68 | |
| 4 | Rotator | 23.84 | 733,201.65 | 733.20 | -51.70 | 0.98 | 11.91 | 0.85 | 60.39 | |
| 5 | Traders-Mag-1 | 20.05 | 519,150.97 | 519.15 | -28.86 | 1.33 | 16.68 | 0.64 | 68.73 | |
| 6 | DeepDrop | 19.93 | 514,741.19 | 514.74 | -41.22 | 1.08 | 11.97 | 0.17 | 60.08 | |
| 7 | C# MoonPhaser | 17.98 | 422,017.01 | 422.02 | -23.48 | 1.03 | 28.81 | 1.49 | 63.41 | |
| 8 | Sharp Mean Reversion with nBar Exit | 17.31 | 320,459.46 | 320.46 | -40.10 | 0.75 | 25.71 | 0.59 | 65.45 | |
| 9 | Rotator Gabriel | 16.64 | 337,844.42 | 337.84 | -29.17 | 0.92 | 12.28 | 0.77 | 61.63 | |
| 10 | Triple Time Frame Swing | 16.37 | 303,412.39 | 303.41 | -35.83 | 1.06 | 10.18 | 57.75 | 81.82 |
The latest Rankings were run on 11/29/2025, 7 hours ago.