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 | 17.08 | 326,598.40 | 326.60 | -38.26 | 0.87 | 10.17 | 73.00 | 87.50 | |
| 2 | C# Bensdorp's Long Trend High Momentum | 5.42 | 62,571.17 | 62.57 | -28.31 | 0.29 | 4.04 | 10.15 | 38.03 | |
| 3 | Golden Cross | 9.40 | 128,649.35 | 128.65 | -30.96 | 0.55 | 6.66 | 9.89 | 43.58 | |
| 4 | Trend Following Marcelo Sommer | 8.37 | 113,187.25 | 113.19 | -25.48 | 0.52 | 6.15 | 6.68 | 43.66 | |
| 5 | C# Bensdorp's Long Trend Low Volatility | 4.87 | 54,922.14 | 54.92 | -28.61 | 0.28 | 3.88 | 2.33 | 13.64 | |
| 6 | Neo Master | 6.82 | 93,342.76 | 93.34 | -43.78 | 0.37 | 4.42 | 1.97 | 68.31 | |
| 7 | C# Bensdorp's Catastrophe Hedge | -0.10 | -986.46 | -0.99 | -74.53 | 0.05 | -0.19 | 1.96 | 29.03 | |
| 8 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.78 | 30,061.31 | 30.06 | -10.67 | 0.22 | 76.71 | 1.53 | 66.48 | |
| 9 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.43 | 14,980.25 | 14.98 | -6.71 | -0.16 | 118.07 | 1.25 | 62.28 | |
| 10 | Crypto Money Machine | 11.84 | 205,302.85 | 205.30 | -27.37 | 0.68 | 9.52 | 1.11 | 98.87 |
The latest Rankings were run on 10/4/2024, 1 month.