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 MaxDrawdownPct
| Strategy | Author | APR | Profit | Profit% | ▼MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Volatility Squeeze | 3.31 | 38,071.95 | 38.07 | -4.68 | 0.90 | 20.18 | 0.92 | 59.78 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.11 | 11,463.59 | 11.46 | -6.70 | 0.41 | 93.50 | 0.97 | 62.16 | |
| 3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.99 | 32,697.68 | 32.70 | -10.67 | 0.72 | 77.52 | 1.53 | 66.67 | |
| 4 | C# Bensdorp's Short Rsi Thrust V2 | 0.39 | 3,962.51 | 3.96 | -11.20 | 0.11 | 11.47 | 0.15 | 56.16 | |
| 5 | RSI-2 TP, NBars, ATR, RSI2-Weighted | 14.06 | 264,800.76 | 264.80 | -12.97 | 1.18 | 26.55 | 0.46 | 72.53 | |
| 6 | SuperBands With Linear Regression Analysis | 2.89 | 32,842.39 | 32.84 | -13.88 | 0.41 | 164.57 | 0.85 | 57.59 | |
| 7 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 1.65 | 16,982.90 | 16.98 | -14.54 | 0.29 | 25.25 | 0.41 | 58.59 | |
| 8 | Low Exposure Mean Reversion | 8.17 | 114,949.81 | 114.95 | -16.41 | 0.85 | 49.89 | 0.59 | 61.51 | |
| 9 | RSI Pullback | 4.40 | 53,261.16 | 53.26 | -18.31 | 0.47 | 7.59 | 0.33 | 51.40 | |
| 10 | C# Bensdorp's Long Mean Reversion Selloff V2 | 0.53 | 5,133.43 | 5.13 | -18.66 | 0.14 | 33.08 | 0.28 | 88.02 |
The latest Rankings were run on 11/29/2025, 2 days ago.