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 | 17.04 | 325,416.80 | 325.42 | -38.09 | 1.03 | 9.91 | 110.82 | 95.45 | |
2 | ROC6 Monthly Sector Rotation Strategy | 35.41 | 1,679,855.15 | 1,679.86 | -51.63 | 0.90 | 18.00 | 12.68 | 45.10 | |
3 | C# Bensdorp's Long Trend High Momentum | 5.49 | 63,479.69 | 63.48 | -34.22 | 0.42 | 3.74 | 9.20 | 36.36 | |
4 | Golden Cross | 8.01 | 103,177.90 | 103.18 | -31.39 | 0.62 | 5.54 | 8.10 | 45.21 | |
5 | ROC3 Monthly Rotation | 28.18 | 1,024,015.10 | 1,024.02 | -43.66 | 0.79 | 16.30 | 5.48 | 52.99 | |
6 | Trend Following Marcelo Sommer | 5.18 | 60,855.19 | 60.86 | -31.29 | 0.42 | 3.50 | 4.39 | 41.10 | |
7 | C# Bensdorp's Long Trend Low Volatility | 4.74 | 53,174.56 | 53.17 | -27.90 | 0.43 | 3.63 | 2.68 | 18.50 | |
8 | Neo Master | 9.01 | 136,784.25 | 136.78 | -43.26 | 0.61 | 5.89 | 2.41 | 69.23 | |
9 | RSI Strat | 8.17 | 114,490.79 | 114.49 | -37.43 | 0.56 | 5.89 | 1.73 | 97.44 | |
10 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.94 | 32,020.20 | 32.02 | -10.96 | 0.71 | 76.84 | 1.53 | 66.14 |
The latest Rankings were run on 8/29/2025, 2 days ago.