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 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.37 | 14,221.46 | 14.22 | -6.69 | -0.09 | 111.39 | 1.19 | 61.06 | |
| 2 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.35 | 13,409.70 | 13.41 | -18.18 | -0.06 | 93.64 | 0.66 | 89.60 | |
| 3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.08 | 33,875.98 | 33.88 | -10.67 | 0.36 | 90.07 | 1.78 | 67.65 | |
| 4 | C# OneNight w Moving Percentile and Ranking | 14.76 | 296,424.36 | 296.42 | -20.34 | 1.24 | 29.78 | 0.15 | 53.36 | |
| 5 | C# OneNight w Moving Percentile | 29.09 | 1,185,095.36 | 1,185.10 | -30.54 | 1.57 | 22.69 | 0.13 | 55.19 | |
| 6 | QQQ 5-DAY LOW w/ TLT Filter | 19.58 | 498,172.02 | 498.17 | -28.67 | 1.08 | 18.57 | 0.42 | 66.78 | |
| 7 | C# MoonPhaser | 11.18 | 188,489.78 | 188.49 | -21.60 | 0.62 | 18.25 | 1.01 | 62.90 | |
| 8 | Volatility Squeeze | 1.82 | 19,589.96 | 19.59 | -4.33 | 0.07 | 17.02 | 0.64 | 60.00 | |
| 9 | C# OneNight | 22.89 | 685,663.51 | 685.66 | -36.85 | 1.05 | 16.74 | 0.11 | 53.67 | |
| 10 | Traders-Mag-1 | 18.23 | 432,015.63 | 432.02 | -29.02 | 1.16 | 15.29 | 0.59 | 68.86 |
The latest Rankings were run on 3/28/2024, 22 days ago.