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 w Moving Percentile | 28.51 | 1,127,293.75 | 1,127.29 | -31.48 | 1.52 | 21.61 | 0.12 | 55.17 | |
| 2 | C# OneNight | 23.95 | 755,397.08 | 755.40 | -29.34 | 1.07 | 19.46 | 0.11 | 53.59 | |
| 3 | QQQ 5-DAY LOW w/ TLT Filter | 23.62 | 733,020.59 | 733.02 | -33.05 | 1.22 | 20.77 | 0.48 | 69.17 | |
| 4 | Rotator | 22.82 | 667,559.84 | 667.56 | -52.09 | 0.85 | 11.25 | 0.81 | 59.77 | |
| 5 | Traders-Mag-1 | 20.79 | 558,133.13 | 558.13 | -29.03 | 1.29 | 17.42 | 0.67 | 68.48 | |
| 6 | Triple Time Frame Swing | 19.30 | 407,370.24 | 407.37 | -30.31 | 1.08 | 12.89 | 88.47 | 87.50 | |
| 7 | DeepDrop | 18.65 | 451,844.36 | 451.84 | -40.81 | 0.92 | 11.27 | 0.16 | 59.95 | |
| 8 | C# OneNight w Moving Percentile and Ranking | 14.63 | 291,565.97 | 291.57 | -19.95 | 1.24 | 29.12 | 0.15 | 53.68 | |
| 9 | Rotator Gabriel | 14.19 | 257,089.53 | 257.09 | -29.73 | 0.69 | 10.34 | 0.70 | 60.64 | |
| 10 | Bema2 | 12.92 | 233,595.71 | 233.60 | -25.33 | 0.73 | 9.19 | 0.06 | 53.39 |
The latest Rankings were run on 11/29/2024, 4 days ago.