Strategy Rankings
We rank the Published Strategies weekly using the following backtest settings.

Rankings Methodology

Top 10 Published Strategies by APR

Strategy Author ▼APR Profit Profit% MaxDD% Sharpe Ratio WL Score Avg Profit% Win%
1 C#  OneNight w Moving Percentile 27.18 1,005,938.09 1,005.94 -27.47 1.45 22.00 0.12 54.95
2 C#  OneNight 20.43 541,000.11 541.00 -34.45 0.96 15.53 0.10 53.25
3   XLP Mean Reversion w/ Twist 19.54 495,272.40 495.27 -27.13 0.97 18.23 0.38 67.02
4   QQQ 5-DAY LOW w/ TLT Filter 18.74 456,768.65 456.77 -31.42 1.05 16.93 0.39 66.90
5   DeepDrop 17.05 382,041.15 382.04 -40.82 0.85 10.29 0.15 59.89
6   Rotator 17.01 374,945.09 374.95 -52.11 0.67 8.35 0.65 58.54
7   Traders-Mag-1 16.79 370,313.54 370.31 -29.01 1.07 14.04 0.56 68.16
8   Gap Closer 14.22 277,736.17 277.74 -27.07 0.96 12.08 0.34 88.81
9 C#  OneNight w Moving Percentile and Ranking 13.81 264,510.49 264.51 -22.73 1.06 26.77 0.14 53.50
10   Bema2 12.38 218,145.12 218.15 -29.17 0.69 8.37 0.06 53.04
The latest Rankings were run on 6/28/2024, 14 days ago.