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 | ROC6 Monthly Sector Rotation Strategy | 33.37 | 1,441,770.94 | 1,441.77 | -51.65 | 0.82 | 17.06 | 12.50 | 44.55 | |
2 | quantCTA | 25.32 | 839,549.36 | 839.55 | -37.38 | 0.89 | 18.05 | 2.41 | 21.74 | |
3 | ROC3 Monthly Rotation | 23.30 | 670,876.17 | 670.88 | -43.66 | 0.64 | 13.52 | 5.10 | 51.91 | |
4 | Triple Time Frame Swing v2 | 22.70 | 557,423.96 | 557.42 | -36.30 | 1.05 | 15.27 | 79.15 | 90.91 | |
5 | Rotator | 19.64 | 493,019.65 | 493.02 | -51.76 | 0.74 | 9.73 | 0.73 | 59.54 | |
6 | DeepDrop | 17.77 | 412,518.39 | 412.52 | -40.87 | 0.86 | 10.73 | 0.15 | 59.85 | |
7 | XLP Mean Reversion w/ Twist | 17.24 | 390,611.43 | 390.61 | -34.36 | 0.78 | 14.17 | 0.35 | 66.96 | |
8 | Rotator Gabriel | 14.28 | 260,270.08 | 260.27 | -29.39 | 0.68 | 10.44 | 0.70 | 61.23 | |
9 | C# MoonPhaser | 13.21 | 245,588.18 | 245.59 | -45.05 | 0.60 | 15.18 | 1.21 | 61.29 | |
10 | QQQ 5-DAY LOW w/ TLT Filter | 12.92 | 237,119.02 | 237.12 | -37.33 | 0.65 | 10.54 | 0.29 | 65.65 |
The latest Rankings were run on 4/17/2025, 2 days ago.