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 | 2MinuteSystem | 11.88 | 206,783.27 | 206.78 | -32.63 | 0.74 | 8.24 | 1.03 | 98.83 | |
2 | Crypto Money Machine | 12.86 | 234,406.69 | 234.41 | -27.17 | 0.73 | 10.31 | 1.18 | 98.75 | |
3 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.35 | 13,409.70 | 13.41 | -18.18 | -0.05 | 93.60 | 0.66 | 89.60 | |
4 | Gap Closer | 10.54 | 172,222.58 | 172.22 | -23.96 | 0.72 | 9.28 | 0.27 | 88.61 | |
5 | Neo Master | 5.49 | 70,600.71 | 70.60 | -44.14 | 0.31 | 3.53 | 1.67 | 69.62 | |
6 | RSI2 Connors | 9.78 | 136,167.32 | 136.17 | -30.63 | 0.72 | 10.81 | 0.48 | 69.59 | |
7 | Traders-Mag-1 | 18.71 | 453,685.31 | 453.69 | -29.01 | 1.19 | 15.73 | 0.60 | 68.79 | |
8 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.08 | 33,875.98 | 33.88 | -10.67 | 0.37 | 89.98 | 1.78 | 67.65 | |
9 | C# Shadow Trader | 1.12 | 11,749.48 | 11.75 | -64.69 | 0.09 | 0.52 | 0.32 | 67.56 | |
10 | XLP Mean Reversion w/ Twist | 8.55 | 127,088.92 | 127.09 | -41.15 | 0.42 | 6.42 | 0.21 | 67.51 |
The latest Rankings were run on 3/16/2024, 12 days ago.