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 | 3.19 | 36,492.42 | 36.49 | -5.50 | 0.36 | 18.05 | 0.87 | 58.24 | |
| 2 | 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 | |
| 3 | C# Bensdorp's Short Rsi Thrust V2 | 0.47 | 4,740.46 | 4.74 | -9.28 | -0.33 | 13.88 | 0.17 | 54.70 | |
| 4 | 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 | |
| 5 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 0.98 | 9,802.83 | 9.80 | -14.55 | -0.11 | 14.82 | 0.28 | 57.07 | |
| 6 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.06 | 10,404.70 | 10.40 | -18.25 | -0.17 | 66.48 | 0.49 | 88.07 | |
| 7 | C# OneNight w Moving Percentile and Ranking | 12.47 | 223,812.21 | 223.81 | -21.47 | 1.03 | 24.44 | 0.13 | 54.02 | |
| 8 | RSI Pullback | 2.69 | 30,131.38 | 30.13 | -21.58 | 0.13 | 4.44 | 0.21 | 50.02 | |
| 9 | Swing Trade Marcelo Sommer | 8.01 | 115,577.10 | 115.58 | -21.92 | 0.44 | 6.65 | 0.47 | 36.81 | |
| 10 | Volatility Cruiser | 7.21 | 99,668.98 | 99.67 | -22.06 | 0.50 | 10.52 | 0.06 | 52.36 |
The latest Rankings were run on 10/4/2024, 1 month.