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 | 4.07 | 48,529.07 | 48.53 | -4.06 | 1.03 | 24.65 | 1.16 | 62.07 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.26 | 13,098.07 | 13.10 | -6.70 | 0.45 | 102.06 | 1.08 | 62.61 | |
| 3 | C# Bensdorp's Short Rsi Thrust V2 | 0.27 | 2,757.83 | 2.76 | -8.93 | 0.09 | 7.78 | 0.09 | 55.63 | |
| 4 | 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 | |
| 5 | SuperBands With Linear Regression Analysis | 5.28 | 66,869.59 | 66.87 | -11.74 | 0.43 | 281.54 | 1.45 | 59.06 | |
| 6 | Volatility Cruiser | 25.98 | 890,549.36 | 890.55 | -12.68 | 2.35 | 42.63 | 0.19 | 55.52 | |
| 7 | AR Champion 2022 | 49.67 | 5,355,319.71 | 5,355.32 | -13.03 | 2.60 | 89.04 | 0.35 | 55.17 | |
| 8 | RSI-2 TP, NBars, ATR, RSI2-Weighted | 12.11 | 208,117.59 | 208.12 | -13.14 | 1.05 | 23.25 | 0.40 | 71.97 | |
| 9 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 0.93 | 9,290.64 | 9.29 | -14.52 | 0.18 | 13.43 | 0.26 | 57.48 | |
| 10 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.14 | 11,257.06 | 11.26 | -16.94 | 0.27 | 65.09 | 0.50 | 88.93 |
The latest Rankings were run on 8/29/2025, 2 days ago.