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 SharpeRatio
| Strategy | Author | APR | Profit | Profit% | MaxDD% | ▼Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Sharp Mean Reversion with Stops | 38.25 | 1,743,084.82 | 1,743.08 | -32.14 | 1.40 | 74.81 | 0.78 | 56.12 | |
| 2 | Traders-Mag-1 | 20.05 | 519,150.97 | 519.15 | -28.86 | 1.33 | 16.68 | 0.64 | 68.73 | |
| 3 | RSI-2 TP, NBars, ATR, RSI2-Weighted | 14.06 | 264,800.76 | 264.80 | -12.97 | 1.18 | 26.55 | 0.46 | 72.53 | |
| 4 | DeepDrop | 19.93 | 514,741.19 | 514.74 | -41.22 | 1.08 | 11.97 | 0.17 | 60.08 | |
| 5 | Triple Time Frame Swing | 16.37 | 303,412.39 | 303.41 | -35.83 | 1.06 | 10.18 | 57.75 | 81.82 | |
| 6 | C# MoonPhaser | 17.98 | 422,017.01 | 422.02 | -23.48 | 1.03 | 28.81 | 1.49 | 63.41 | |
| 7 | Cat Power | 12.22 | 170,957.56 | 170.96 | -32.02 | 1.02 | 11.02 | 0.82 | 68.22 | |
| 8 | Rotator | 23.84 | 733,201.65 | 733.20 | -51.70 | 0.98 | 11.91 | 0.85 | 60.39 | |
| 9 | QQQ 5-DAY LOW w/ TLT Filter | 15.97 | 339,560.37 | 339.56 | -34.29 | 0.97 | 13.74 | 0.34 | 65.43 | |
| 10 | ROC6 Monthly Sector Rotation Strategy | 37.12 | 1,903,280.19 | 1,903.28 | -51.61 | 0.93 | 18.75 | 12.65 | 44.23 |
The latest Rankings were run on 11/29/2025, 2 days ago.