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 MaxDrawdownPct
Strategy | Author | APR | Profit | Profit% | ▼MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
---|---|---|---|---|---|---|---|---|---|---|
1 | Volatility Squeeze | 3.46 | 40,082.90 | 40.08 | -4.58 | 0.36 | 19.75 | 0.96 | 60.00 | |
2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.36 | 14,127.15 | 14.13 | -6.70 | -0.24 | 111.71 | 1.17 | 62.28 | |
3 | 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 | |
4 | C# Bensdorp's Short Rsi Thrust V2 | 0.06 | 600.54 | 0.60 | -10.78 | -0.45 | 1.80 | 0.02 | 53.92 | |
5 | SuperBands With Linear Regression Analysis | 4.76 | 58,870.42 | 58.87 | -12.73 | 0.37 | 294.60 | 1.44 | 63.43 | |
6 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 1.01 | 10,120.91 | 10.12 | -14.53 | -0.14 | 14.96 | 0.28 | 57.49 | |
7 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.18 | 11,697.13 | 11.70 | -18.69 | -0.17 | 70.12 | 0.52 | 88.60 | |
8 | RSI Pullback | 3.14 | 35,820.63 | 35.82 | -19.75 | 0.15 | 5.33 | 0.25 | 50.43 | |
9 | Swing Trade Marcelo Sommer | 10.47 | 169,518.46 | 169.52 | -22.42 | 0.58 | 8.56 | 0.60 | 38.53 | |
10 | Volatility Cruiser | 7.75 | 109,651.97 | 109.65 | -22.72 | 0.55 | 11.18 | 0.06 | 52.72 |
The latest Rankings were run on 3/24/2025, 9 days ago.