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 WLScore
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | ▼WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | SuperBands With Linear Regression Analysis | 4.84 | 60,114.95 | 60.11 | -12.89 | 0.40 | 313.33 | 1.53 | 64.47 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.45 | 15,110.36 | 15.11 | -6.70 | -0.17 | 120.05 | 1.25 | 62.83 | |
| 3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.76 | 29,888.38 | 29.89 | -10.67 | 0.20 | 75.91 | 1.51 | 66.30 | |
| 4 | C# Bensdorp's Long Mean Reversion Selloff V2 | 0.95 | 9,299.17 | 9.30 | -18.68 | -0.19 | 60.71 | 0.44 | 88.43 | |
| 5 | C# OneNight w Moving Percentile and Ranking | 14.63 | 291,565.97 | 291.57 | -19.95 | 1.24 | 29.12 | 0.15 | 53.68 | |
| 6 | C# OneNight w Moving Percentile | 28.51 | 1,127,293.75 | 1,127.29 | -31.48 | 1.52 | 21.61 | 0.12 | 55.17 | |
| 7 | QQQ 5-DAY LOW w/ TLT Filter | 23.62 | 733,020.59 | 733.02 | -33.05 | 1.22 | 20.77 | 0.48 | 69.17 | |
| 8 | C# OneNight | 23.95 | 755,397.08 | 755.40 | -29.34 | 1.07 | 19.46 | 0.11 | 53.59 | |
| 9 | Volatility Squeeze | 3.25 | 37,369.88 | 37.37 | -4.80 | 0.35 | 18.64 | 0.90 | 58.01 | |
| 10 | Traders-Mag-1 | 20.79 | 558,133.13 | 558.13 | -29.03 | 1.29 | 17.42 | 0.67 | 68.48 |
The latest Rankings were run on 11/29/2024, 3 days ago.