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 $100,000, with 1.1 Margin, and Position Size based on the Strategy's published value.
- No dividends and no commission are applied.
- 10 years of historical daily data is used in the backtests.
Top 10 Published Strategies by SharpeRatio
| Strategy | Author | APR | Profit | Profit% | MaxDD% | ▼Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C# OneNight w Moving Percentile | 213.55 | 9,168,934,244.29 | 9,168,934.24 | -19.00 | 4.31 | 177.28 | 0.51 | 61.16 | |
| 2 | AR Champion 2022 | 107.45 | 139,062,952.66 | 139,062.95 | -10.53 | 4.13 | 196.40 | 0.62 | 59.10 | |
| 3 | C# OneNight | 215.24 | 9,677,848,665.98 | 9,677,848.67 | -15.16 | 3.64 | 192.84 | 0.53 | 58.68 | |
| 4 | Volatility Cruiser | 39.71 | 2,662,366.14 | 2,662.37 | -13.89 | 2.87 | 64.30 | 0.27 | 57.10 | |
| 5 | C# OneNight w Moving Percentile and Ranking | 43.22 | 3,528,689.73 | 3,528.69 | -21.12 | 2.85 | 76.52 | 0.36 | 57.11 | |
| 6 | 1M$_strategy | 47.93 | 4,836,672.88 | 4,836.67 | -15.60 | 2.54 | 80.86 | 0.32 | 56.49 | |
| 7 | Bema2 | 20.35 | 527,896.27 | 527.90 | -24.66 | 1.00 | 14.62 | 0.10 | 53.60 | |
| 8 | Buy deep in ascending trend | 18.70 | 384,175.55 | 384.18 | -35.82 | 0.98 | 17.49 | 0.33 | 62.89 | |
| 9 | Triple Time Frame Swing | 19.54 | 416,636.84 | 416.64 | -33.70 | 0.95 | 12.38 | 57.36 | 85.71 | |
| 10 | quantCTA | 30.79 | 1,333,189.41 | 1,333.19 | -33.08 | 0.92 | 23.42 | 4.12 | 22.56 |
The latest Rankings were run on 6/25/2025, 16 days ago.