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 and Ranking | 16.56 | 362,564.81 | 362.56 | -21.25 | 1.35 | 32.44 | 0.17 | 54.09 | |
| 2 | C# OneNight w Moving Percentile | 23.95 | 755,483.48 | 755.48 | -32.29 | 1.27 | 18.11 | 0.11 | 54.84 | |
| 3 | XLP Mean Reversion w/ Twist | 23.90 | 752,041.28 | 752.04 | -37.37 | 1.14 | 18.98 | 0.46 | 69.61 | |
| 4 | Traders-Mag-1 | 17.07 | 381,775.65 | 381.78 | -29.01 | 1.07 | 14.25 | 0.56 | 67.98 | |
| 5 | C# OneNight | 23.84 | 747,353.03 | 747.35 | -32.62 | 1.06 | 18.38 | 0.11 | 53.21 | |
| 6 | QQQ 5-DAY LOW w/ TLT Filter | 15.51 | 322,444.95 | 322.44 | -35.34 | 0.87 | 13.22 | 0.33 | 67.52 | |
| 7 | DeepDrop | 17.32 | 393,092.41 | 393.09 | -40.80 | 0.86 | 10.45 | 0.15 | 59.97 | |
| 8 | Cat Power | 10.95 | 145,773.00 | 145.77 | -34.26 | 0.74 | 9.71 | 0.79 | 67.11 | |
| 9 | 2MinuteSystem | 10.94 | 181,930.90 | 181.93 | -36.66 | 0.66 | 7.14 | 1.03 | 98.88 | |
| 10 | BBL | 11.14 | 185,058.67 | 185.06 | -41.94 | 0.64 | 6.67 | 0.54 | 67.05 |
The latest Rankings were run on 7/26/2024, 15 hours ago.