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 MaxDrawdownPct
Strategy | Author | APR | Profit | Profit% | ▼MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
---|---|---|---|---|---|---|---|---|---|---|
1 | Volatility Squeeze | 1.82 | 19,589.96 | 19.59 | -4.33 | 0.07 | 17.02 | 0.64 | 60.00 | |
2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.37 | 14,221.46 | 14.22 | -6.69 | -0.09 | 111.39 | 1.19 | 61.06 | |
3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.08 | 33,875.98 | 33.88 | -10.67 | 0.36 | 90.07 | 1.78 | 67.65 | |
4 | C# Bensdorp's Short Rsi Thrust V2 | 0.47 | 4,776.83 | 4.78 | -11.25 | -0.24 | 14.05 | 0.18 | 54.42 | |
5 | Volatility Cruiser | 7.20 | 99,502.86 | 99.50 | -14.85 | 0.57 | 11.49 | 0.06 | 52.70 | |
6 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.35 | 13,409.70 | 13.41 | -18.18 | -0.06 | 93.64 | 0.66 | 89.60 | |
7 | Swing Trade Marcelo Sommer | 9.43 | 145,456.32 | 145.46 | -18.38 | 0.58 | 8.14 | 0.53 | 38.78 | |
8 | C# OneNight w Moving Percentile and Ranking | 14.76 | 296,424.36 | 296.42 | -20.34 | 1.24 | 29.78 | 0.15 | 53.36 | |
9 | C# MoonPhaser | 11.18 | 188,489.78 | 188.49 | -21.60 | 0.62 | 18.25 | 1.01 | 62.90 | |
10 | RSI Pullback | 3.20 | 36,658.75 | 36.66 | -21.77 | 0.20 | 5.31 | 0.25 | 50.32 |
The latest Rankings were run on 3/28/2024, 13 hours ago.