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 ProfitPct
Strategy | Author | APR | Profit | ▼Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
---|---|---|---|---|---|---|---|---|---|---|
1 | C# OneNight w Moving Percentile | 29.09 | 1,185,095.36 | 1,185.10 | -30.54 | 1.57 | 22.69 | 0.13 | 55.19 | |
2 | C# OneNight | 22.89 | 685,663.51 | 685.66 | -36.85 | 1.05 | 16.74 | 0.11 | 53.67 | |
3 | QQQ 5-DAY LOW w/ TLT Filter | 19.58 | 498,172.02 | 498.17 | -28.67 | 1.08 | 18.57 | 0.42 | 66.78 | |
4 | Traders-Mag-1 | 18.23 | 432,015.63 | 432.02 | -29.02 | 1.16 | 15.29 | 0.59 | 68.86 | |
5 | DeepDrop | 16.83 | 373,004.73 | 373.00 | -40.82 | 0.84 | 10.16 | 0.15 | 59.94 | |
6 | Rotator | 15.00 | 299,791.95 | 299.79 | -52.07 | 0.60 | 7.39 | 0.59 | 58.81 | |
7 | C# OneNight w Moving Percentile and Ranking | 14.76 | 296,424.36 | 296.42 | -20.34 | 1.24 | 29.78 | 0.15 | 53.36 | |
8 | Crypto Money Machine | 13.75 | 261,962.44 | 261.96 | -36.42 | 0.73 | 9.71 | 1.28 | 99.28 | |
9 | 2MinuteSystem | 11.39 | 193,812.32 | 193.81 | -32.96 | 0.71 | 7.90 | 0.99 | 98.79 | |
10 | C# MoonPhaser | 11.18 | 188,489.78 | 188.49 | -21.60 | 0.62 | 18.25 | 1.01 | 62.90 |
The latest Rankings were run on 3/28/2024, 15 hours ago.