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 WLScore
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | ▼WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | SuperBands With Linear Regression Analysis | 5.28 | 66,869.59 | 66.87 | -11.74 | 0.43 | 281.54 | 1.45 | 59.06 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.26 | 13,098.07 | 13.10 | -6.70 | 0.45 | 102.06 | 1.08 | 62.61 | |
| 3 | AR Champion 2022 | 49.67 | 5,355,319.71 | 5,355.32 | -13.03 | 2.60 | 89.04 | 0.35 | 55.17 | |
| 4 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.94 | 32,020.20 | 32.02 | -10.96 | 0.71 | 76.84 | 1.53 | 66.14 | |
| 5 | C# OneNight w Moving Percentile | 93.45 | 73,102,121.89 | 73,102.12 | -21.92 | 3.10 | 76.57 | 0.30 | 58.12 | |
| 6 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.14 | 11,257.06 | 11.26 | -16.94 | 0.27 | 65.09 | 0.50 | 88.93 | |
| 7 | Sharp Mean Reversion with Stops | 27.07 | 763,031.52 | 763.03 | -34.94 | 1.07 | 55.22 | 0.59 | 54.31 | |
| 8 | C# OneNight | 69.96 | 19,969,422.04 | 19,969.42 | -32.62 | 2.26 | 50.92 | 0.26 | 54.96 | |
| 9 | IFR2 | 1.46 | 15,491.20 | 15.49 | -23.82 | 0.39 | 50.10 | 0.79 | 70.89 | |
| 10 | Low Exposure Mean Reversion | 7.76 | 107,273.30 | 107.27 | -17.16 | 0.79 | 46.49 | 0.56 | 61.20 |
The latest Rankings were run on 8/29/2025, 2 days ago.