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 SharpeRatio
Strategy | Author | APR | Profit | Profit% | MaxDD% | ▼Sharpe Ratio | WL Score | Avg Profit% | Win% | |
---|---|---|---|---|---|---|---|---|---|---|
1 | C# OneNight w Moving Percentile | 32.01 | 1,505,308.56 | 1,505.31 | -25.27 | 1.60 | 26.44 | 0.14 | 55.54 | |
2 | Traders-Mag-1 | 19.09 | 471,649.44 | 471.65 | -29.03 | 1.21 | 16.00 | 0.61 | 68.16 | |
3 | C# OneNight | 25.57 | 873,432.01 | 873.43 | -32.77 | 1.14 | 19.70 | 0.12 | 53.80 | |
4 | C# OneNight w Moving Percentile and Ranking | 12.47 | 223,812.21 | 223.81 | -21.47 | 1.03 | 24.44 | 0.13 | 54.02 | |
5 | XLP Mean Reversion w/ Twist | 21.28 | 588,148.58 | 588.15 | -28.33 | 1.02 | 19.69 | 0.41 | 68.65 | |
6 | DeepDrop | 18.06 | 425,138.34 | 425.14 | -40.82 | 0.89 | 10.89 | 0.15 | 60.03 | |
7 | Triple Time Frame Swing | 17.08 | 326,598.40 | 326.60 | -38.26 | 0.87 | 10.17 | 73.00 | 87.50 | |
8 | Rotator | 20.41 | 531,013.15 | 531.01 | -52.10 | 0.78 | 10.02 | 0.76 | 59.24 | |
9 | RSI2 Connors | 10.35 | 147,459.67 | 147.46 | -30.70 | 0.74 | 11.30 | 0.51 | 69.37 | |
10 | 2MinuteSystem | 12.06 | 211,948.96 | 211.95 | -32.31 | 0.73 | 8.41 | 1.08 | 98.85 |
The latest Rankings were run on 10/4/2024, 1 day ago.