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 | 26.94 | 985,535.32 | 985.54 | -31.95 | 1.18 | 21.00 | 0.13 | 53.80 | |
| 2 | C# OneNight w Moving Percentile | 24.72 | 809,807.60 | 809.81 | -28.54 | 1.31 | 19.93 | 0.11 | 55.25 | |
| 3 | XLP Mean Reversion w/ Twist | 21.34 | 591,512.20 | 591.51 | -29.46 | 1.13 | 19.14 | 0.41 | 67.61 | |
| 4 | Traders-Mag-1 | 17.94 | 418,815.85 | 418.82 | -29.02 | 1.15 | 15.16 | 0.58 | 68.69 | |
| 5 | QQQ 5-DAY LOW w/ TLT Filter | 17.46 | 399,515.94 | 399.52 | -36.27 | 0.92 | 14.69 | 0.38 | 66.81 | |
| 6 | DeepDrop | 17.05 | 381,849.63 | 381.85 | -40.86 | 0.86 | 10.28 | 0.15 | 60.01 | |
| 7 | Crypto Money Machine | 13.55 | 255,279.29 | 255.28 | -45.71 | 0.66 | 8.19 | 1.22 | 98.94 | |
| 8 | Rotator | 13.54 | 252,246.22 | 252.25 | -52.07 | 0.56 | 6.67 | 0.54 | 58.07 | |
| 9 | 2MinuteSystem | 12.98 | 238,402.49 | 238.40 | -31.68 | 0.83 | 9.22 | 1.09 | 99.03 | |
| 10 | C# OneNight w Moving Percentile and Ranking | 12.68 | 229,767.54 | 229.77 | -22.75 | 1.13 | 25.16 | 0.13 | 53.54 |
The latest Rankings were run on 12/1/2023, 22 hours ago.