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 $100,000, with 1.1 Margin, and Position Size based on the Strategy's published value.
- No dividends and no commission are applied.
- 10 years of historical daily data is used in the backtests.
- Limit Order Strategies are backtested using 10-minute Granular Processing.
Top 10 Published Strategies by APR
| Strategy | Author | ▼APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C# OneNight w Moving Percentile | 93.45 | 73,102,121.89 | 73,102.12 | -21.92 | 3.10 | 76.57 | 0.30 | 58.12 | |
| 2 | C# OneNight | 69.96 | 19,969,422.04 | 19,969.42 | -32.62 | 2.26 | 50.92 | 0.26 | 54.96 | |
| 3 | AR Champion 2022 | 49.67 | 5,355,319.71 | 5,355.32 | -13.03 | 2.60 | 89.04 | 0.35 | 55.17 | |
| 4 | ROC6 Monthly Sector Rotation Strategy | 35.41 | 1,679,855.15 | 1,679.86 | -51.63 | 0.90 | 18.00 | 12.68 | 45.10 | |
| 5 | ROC3 Monthly Rotation | 28.18 | 1,024,015.10 | 1,024.02 | -43.66 | 0.79 | 16.30 | 5.48 | 52.99 | |
| 6 | Sharp Mean Reversion with Stops | 27.07 | 763,031.52 | 763.03 | -34.94 | 1.07 | 55.22 | 0.59 | 54.31 | |
| 7 | Volatility Cruiser | 25.98 | 890,549.36 | 890.55 | -12.68 | 2.35 | 42.63 | 0.19 | 55.52 | |
| 8 | C# OneNight w Moving Percentile and Ranking | 23.00 | 692,074.29 | 692.07 | -24.50 | 1.83 | 41.33 | 0.22 | 55.00 | |
| 9 | 1M$_strategy | 22.84 | 674,796.10 | 674.80 | -22.07 | 1.65 | 35.40 | 0.17 | 54.29 | |
| 10 | Rotator | 21.79 | 606,424.94 | 606.42 | -53.19 | 0.90 | 10.47 | 0.77 | 59.73 |
The latest Rankings were run on 8/29/2025, 2 days ago.