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.
- Limit Order Strategies are backtested using 10-minute Granular Processing.
Top 10 Published Strategies by AvgProfitPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | ▼Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Triple Time Frame Swing v2 | 13.77 | 227,640.00 | 227.64 | -43.38 | 0.81 | 8.29 | 81.98 | 87.50 | |
| 2 | Triple Time Frame Swing | 16.37 | 303,412.39 | 303.41 | -35.83 | 1.06 | 10.18 | 57.75 | 81.82 | |
| 3 | ROC6 Monthly Sector Rotation Strategy | 37.12 | 1,903,280.19 | 1,903.28 | -51.61 | 0.93 | 18.75 | 12.65 | 44.23 | |
| 4 | C# Bensdorp's Long Trend High Momentum | 6.90 | 84,721.19 | 84.72 | -28.31 | 0.50 | 5.10 | 11.66 | 40.85 | |
| 5 | Golden Cross | 8.44 | 110,774.93 | 110.77 | -29.94 | 0.68 | 6.04 | 7.91 | 45.92 | |
| 6 | Trend Following Marcelo Sommer | 7.58 | 99,014.75 | 99.01 | -32.02 | 0.58 | 5.11 | 6.38 | 41.38 | |
| 7 | ROC3 Monthly Rotation | 30.36 | 1,225,476.82 | 1,225.48 | -43.66 | 0.83 | 17.52 | 5.63 | 53.68 | |
| 8 | C# Bensdorp's Long Trend Low Volatility | 5.93 | 69,861.82 | 69.86 | -29.91 | 0.48 | 4.56 | 2.66 | 18.67 | |
| 9 | Neo Master | 9.75 | 153,476.71 | 153.48 | -43.94 | 0.65 | 6.22 | 2.58 | 68.95 | |
| 10 | RSI Strat | 13.13 | 231,463.08 | 231.46 | -40.73 | 0.77 | 9.00 | 2.45 | 98.53 |
The latest Rankings were run on 11/29/2025, 2 days ago.