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 | 4.76 | 58,870.42 | 58.87 | -12.73 | 0.37 | 294.60 | 1.44 | 63.43 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.36 | 14,127.15 | 14.13 | -6.70 | -0.24 | 111.71 | 1.17 | 62.28 | |
| 3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.14 | 34,562.06 | 34.56 | -10.68 | 0.25 | 85.58 | 1.68 | 66.85 | |
| 4 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.18 | 11,697.13 | 11.70 | -18.69 | -0.17 | 70.12 | 0.52 | 88.60 | |
| 5 | C# OneNight w Moving Percentile | 29.17 | 1,191,205.15 | 1,191.21 | -23.68 | 1.58 | 24.47 | 0.13 | 55.62 | |
| 6 | C# OneNight w Moving Percentile and Ranking | 12.23 | 216,694.68 | 216.69 | -27.61 | 0.97 | 21.71 | 0.13 | 54.06 | |
| 7 | Volatility Squeeze | 3.46 | 40,082.90 | 40.08 | -4.58 | 0.36 | 19.75 | 0.96 | 60.00 | |
| 8 | C# OneNight | 21.98 | 628,497.14 | 628.50 | -33.47 | 1.02 | 16.78 | 0.11 | 53.44 | |
| 9 | ROC6 Monthly Sector Rotation Strategy | 32.68 | 1,367,726.45 | 1,367.73 | -51.65 | 0.80 | 16.78 | 12.64 | 45.45 | |
| 10 | Traders-Mag-1 | 19.96 | 514,433.54 | 514.43 | -29.11 | 1.23 | 16.63 | 0.64 | 68.52 |
The latest Rankings were run on 3/24/2025, 13 days ago.