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 WinPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | ▼Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Crypto Money Machine | 11.84 | 205,302.85 | 205.30 | -27.37 | 0.68 | 9.52 | 1.11 | 98.87 | |
| 2 | 2MinuteSystem | 12.06 | 211,948.96 | 211.95 | -32.31 | 0.73 | 8.41 | 1.08 | 98.85 | |
| 3 | Gap Closer | 9.79 | 154,349.16 | 154.35 | -24.64 | 0.64 | 8.55 | 0.25 | 88.36 | |
| 4 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.06 | 10,404.70 | 10.40 | -18.25 | -0.17 | 66.48 | 0.49 | 88.07 | |
| 5 | Triple Time Frame Swing | 17.08 | 326,598.40 | 326.60 | -38.26 | 0.87 | 10.17 | 73.00 | 87.50 | |
| 6 | RSI2 Connors | 10.35 | 147,459.67 | 147.46 | -30.70 | 0.74 | 11.30 | 0.51 | 69.37 | |
| 7 | XLP Mean Reversion w/ Twist | 21.28 | 588,148.58 | 588.15 | -28.33 | 1.02 | 19.69 | 0.41 | 68.65 | |
| 8 | Neo Master | 6.82 | 93,342.76 | 93.34 | -43.78 | 0.37 | 4.42 | 1.97 | 68.31 | |
| 9 | Traders-Mag-1 | 19.09 | 471,649.44 | 471.65 | -29.03 | 1.21 | 16.00 | 0.61 | 68.16 | |
| 10 | RSI Three Strikes | 6.26 | 82,879.25 | 82.88 | -48.78 | 0.33 | 4.13 | 0.62 | 66.93 |
The latest Rankings were run on 10/4/2024, 1 month.