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 $100,000, with 1.1 Margin, and Position Size based on the Strategy's published value.
- No dividends and no commission are applied.
- 10 years of historical daily data is used in the backtests.
Top 10 Published Strategies by WLScore
Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | ▼WL Score | Avg Profit% | Win% | |
---|---|---|---|---|---|---|---|---|---|---|
1 | SuperBands With Linear Regression Analysis | 6.85 | 93,405.00 | 93.41 | -15.32 | 0.33 | 336.35 | 1.79 | 61.86 | |
2 | AR Champion 2022 | 107.45 | 139,062,952.66 | 139,062.95 | -10.53 | 4.13 | 196.40 | 0.62 | 59.10 | |
3 | C# OneNight | 215.24 | 9,677,848,665.98 | 9,677,848.67 | -15.16 | 3.64 | 192.84 | 0.53 | 58.68 | |
4 | C# OneNight w Moving Percentile | 213.55 | 9,168,934,244.29 | 9,168,934.24 | -19.00 | 4.31 | 177.28 | 0.51 | 61.16 | |
5 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.61 | 16,964.71 | 16.96 | -6.34 | -0.17 | 123.01 | 1.28 | 63.41 | |
6 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.21 | 35,420.51 | 35.42 | -10.94 | 0.24 | 83.78 | 1.64 | 66.67 | |
7 | 1M$_strategy | 47.93 | 4,836,672.88 | 4,836.67 | -15.60 | 2.54 | 80.86 | 0.32 | 56.49 | |
8 | C# OneNight w Moving Percentile and Ranking | 43.22 | 3,528,689.73 | 3,528.69 | -21.12 | 2.85 | 76.52 | 0.36 | 57.11 | |
9 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.32 | 13,133.96 | 13.13 | -18.16 | -0.17 | 71.26 | 0.56 | 88.63 | |
10 | Volatility Cruiser | 39.71 | 2,662,366.14 | 2,662.37 | -13.89 | 2.87 | 64.30 | 0.27 | 57.10 |
The latest Rankings were run on 6/25/2025, 12 days ago.