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 and Weight | 36.00 | 2,059,614.99 | 2,059.61 | -30.37 | 1.92 | 28.46 | 0.15 | 55.98 | |
| 2 | C# OneNight w Moving Percentile | 29.87 | 1,262,642.40 | 1,262.64 | -20.68 | 1.69 | 26.99 | 0.13 | 55.81 | |
| 3 | C# OneNight | 24.55 | 797,334.80 | 797.33 | -31.45 | 1.08 | 19.70 | 0.12 | 53.47 | |
| 4 | AR Champion 2022 | 23.07 | 682,858.01 | 682.86 | -28.60 | 1.38 | 34.75 | 0.19 | 58.87 | |
| 5 | Traders-Mag-1 | 17.64 | 405,676.66 | 405.68 | -28.99 | 1.15 | 15.00 | 0.58 | 68.77 | |
| 6 | Rotator | 14.39 | 279,204.39 | 279.20 | -52.08 | 0.60 | 7.12 | 0.56 | 58.46 | |
| 7 | BBL | 13.59 | 253,834.63 | 253.83 | -46.58 | 0.86 | 7.54 | 0.58 | 67.83 | |
| 8 | Crypto Money Machine | 11.56 | 197,783.24 | 197.78 | -41.60 | 0.62 | 7.41 | 1.15 | 98.87 | |
| 9 | Swing Trade Marcelo Sommer | 10.88 | 179,746.82 | 179.75 | -20.40 | 0.61 | 9.18 | 0.61 | 39.31 | |
| 10 | Trend Following Marcelo Sommer | 10.74 | 161,643.20 | 161.64 | -22.99 | 0.75 | 8.04 | 9.95 | 51.24 |
The latest Rankings were run on 1/29/2023, 3 days ago.