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 | 17.07 | 326,524.13 | 326.52 | -30.45 | 1.00 | 11.36 | 64.82 | 88.24 | |
| 2 | ROC6 Monthly Sector Rotation Strategy | 32.68 | 1,367,726.45 | 1,367.73 | -51.65 | 0.80 | 16.78 | 12.64 | 45.45 | |
| 3 | C# Bensdorp's Long Trend High Momentum | 5.98 | 70,634.02 | 70.63 | -31.98 | 0.31 | 4.24 | 12.20 | 39.34 | |
| 4 | Golden Cross | 7.39 | 92,664.34 | 92.66 | -29.01 | 0.44 | 5.28 | 7.23 | 46.02 | |
| 5 | ROC3 Monthly Rotation | 23.75 | 698,902.89 | 698.90 | -43.66 | 0.65 | 13.78 | 5.11 | 51.52 | |
| 6 | Trend Following Marcelo Sommer | 5.03 | 58,803.53 | 58.80 | -28.69 | 0.27 | 3.58 | 4.08 | 39.87 | |
| 7 | C# Bensdorp's Long Trend Low Volatility | 5.33 | 61,250.52 | 61.25 | -29.28 | 0.31 | 4.15 | 2.83 | 16.59 | |
| 8 | quantCTA | 19.03 | 462,316.49 | 462.32 | -45.24 | 0.68 | 12.07 | 2.09 | 22.76 | |
| 9 | Neo Master | 6.42 | 86,275.62 | 86.28 | -43.62 | 0.33 | 4.14 | 1.91 | 67.89 | |
| 10 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.14 | 34,562.06 | 34.56 | -10.68 | 0.25 | 85.58 | 1.68 | 66.85 |
The latest Rankings were run on 3/24/2025, 14 days ago.