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.
- Limit Order Strategies are backtested using 10-minute Granular Processing.
Top 10 Published Strategies by MaxDrawdownPct
| Strategy | Author | APR | Profit | Profit% | ▼MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Volatility Squeeze | 3.30 | 37,921.24 | 37.92 | -5.30 | 0.90 | 19.86 | 0.91 | 59.44 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.04 | 10,629.92 | 10.63 | -6.70 | 0.38 | 88.35 | 0.92 | 61.47 | |
| 3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.89 | 31,451.93 | 31.45 | -10.66 | 0.70 | 76.78 | 1.53 | 66.84 | |
| 4 | C# Bensdorp's Short Rsi Thrust V2 | 0.46 | 4,658.60 | 4.66 | -11.12 | 0.13 | 13.41 | 0.17 | 56.31 | |
| 5 | RSI-2 TP, NBars, ATR, RSI2-Weighted | 14.49 | 278,379.05 | 278.38 | -12.95 | 1.21 | 27.35 | 0.47 | 72.54 | |
| 6 | SuperBands With Linear Regression Analysis | 2.90 | 32,850.02 | 32.85 | -13.96 | 0.41 | 163.53 | 0.85 | 57.41 | |
| 7 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 1.65 | 16,983.08 | 16.98 | -14.54 | 0.29 | 25.28 | 0.41 | 58.59 | |
| 8 | Low Exposure Mean Reversion | 7.96 | 110,942.80 | 110.94 | -15.99 | 0.83 | 48.75 | 0.58 | 61.67 | |
| 9 | C# Mystical End Of Month | 9.20 | 140,472.11 | 140.47 | -16.22 | 0.72 | 21.27 | 0.85 | 55.00 | |
| 10 | C# Bensdorp's Long Mean Reversion Selloff V2 | 0.44 | 4,186.63 | 4.19 | -18.72 | 0.11 | 27.31 | 0.24 | 87.85 |
The latest Rankings were run on 12/20/2025, 1 day ago.