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 | Golden Cross | 10.29 | 146,315.62 | 146.32 | -32.44 | 0.62 | 7.09 | 10.53 | 45.21 | |
| 2 | Trend Following Marcelo Sommer | 8.22 | 110,772.00 | 110.77 | -22.81 | 0.52 | 6.23 | 6.50 | 42.47 | |
| 3 | C# Bensdorp's Long Trend High Momentum | 1.16 | 11,228.54 | 11.23 | -29.38 | 0.04 | 0.86 | 2.97 | 24.42 | |
| 4 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.07 | 33,630.06 | 33.63 | -10.67 | 0.35 | 89.40 | 1.75 | 67.25 | |
| 5 | Neo Master | 4.52 | 55,562.85 | 55.56 | -43.53 | 0.25 | 2.93 | 1.45 | 68.13 | |
| 6 | C# Bensdorp's Catastrophe Hedge | -0.03 | -308.47 | -0.31 | -69.04 | 0.04 | -0.06 | 1.44 | 28.00 | |
| 7 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.37 | 14,221.63 | 14.22 | -6.69 | -0.10 | 111.36 | 1.19 | 61.06 | |
| 8 | Crypto Money Machine | 10.07 | 160,515.46 | 160.52 | -36.69 | 0.55 | 6.83 | 1.06 | 98.60 | |
| 9 | C# Mystical End Of Month | 11.39 | 193,305.33 | 193.31 | -24.91 | 0.64 | 23.74 | 1.06 | 55.46 | |
| 10 | 2MinuteSystem | 11.00 | 183,580.32 | 183.58 | -31.14 | 0.69 | 7.81 | 0.97 | 98.68 |
The latest Rankings were run on 4/23/2024, 12 hours ago.