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 APR
| Strategy | Author | ▼APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C# OneNight | 26.87 | 979,480.23 | 979.48 | -33.12 | 1.29 | 20.72 | 0.13 | 53.46 | |
| 2 | C# OneNight w Moving Percentile | 25.18 | 843,956.62 | 843.96 | -32.64 | 1.55 | 19.25 | 0.11 | 55.02 | |
| 3 | Traders-Mag-1 | 19.26 | 479,869.81 | 479.87 | -29.02 | 1.26 | 16.30 | 0.62 | 68.82 | |
| 4 | DeepDrop | 17.12 | 385,008.69 | 385.01 | -40.86 | 0.88 | 10.32 | 0.15 | 60.01 | |
| 5 | Rotator | 13.29 | 244,921.72 | 244.92 | -52.07 | 0.56 | 6.56 | 0.53 | 58.67 | |
| 6 | C# OneNight w Moving Percentile and Ranking | 12.58 | 226,799.26 | 226.80 | -23.42 | 1.06 | 24.90 | 0.13 | 53.36 | |
| 7 | 2MinuteSystem | 11.76 | 203,605.87 | 203.61 | -31.19 | 0.78 | 8.33 | 1.04 | 98.78 | |
| 8 | Crypto Money Machine | 10.85 | 179,337.50 | 179.34 | -23.99 | 0.75 | 9.27 | 0.98 | 98.73 | |
| 9 | Gap Closer | 10.64 | 174,782.00 | 174.78 | -20.50 | 0.74 | 9.78 | 0.28 | 88.54 | |
| 10 | Swing Trade Marcelo Sommer | 10.10 | 160,819.22 | 160.82 | -20.61 | 0.64 | 8.48 | 0.57 | 36.88 |
The latest Rankings were run on 9/15/2023, 8 days ago.