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 AvgProfitPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | ▼Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Triple Time Frame Swing v2 | 22.70 | 557,423.96 | 557.42 | -36.30 | 1.05 | 15.27 | 79.15 | 90.91 | |
| 2 | ROC6 Monthly Sector Rotation Strategy | 33.37 | 1,441,770.94 | 1,441.77 | -51.65 | 0.82 | 17.06 | 12.50 | 44.55 | |
| 3 | C# Bensdorp's Long Trend High Momentum | 4.94 | 55,864.14 | 55.86 | -31.93 | 0.24 | 3.50 | 9.73 | 37.50 | |
| 4 | ROC3 Monthly Rotation | 23.30 | 670,876.17 | 670.88 | -43.66 | 0.64 | 13.52 | 5.10 | 51.91 | |
| 5 | C# Bensdorp's Long Trend Low Volatility | 6.19 | 73,761.16 | 73.76 | -29.14 | 0.37 | 4.83 | 3.52 | 17.99 | |
| 6 | quantCTA | 25.32 | 839,549.36 | 839.55 | -37.38 | 0.89 | 18.05 | 2.41 | 21.74 | |
| 7 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.35 | 37,222.91 | 37.22 | -10.67 | 0.30 | 90.88 | 1.78 | 67.39 | |
| 8 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.60 | 16,855.72 | 16.86 | -6.69 | -0.17 | 127.49 | 1.31 | 63.03 | |
| 9 | C# MoonPhaser | 13.21 | 245,588.18 | 245.59 | -45.05 | 0.60 | 15.18 | 1.21 | 61.29 | |
| 10 | T1ETF | 9.04 | 137,194.27 | 137.19 | -58.33 | 0.35 | 3.97 | 1.06 | 66.93 |
The latest Rankings were run on 4/17/2025, 2 days ago.