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 WLScore
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | ▼WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | SuperBands With Linear Regression Analysis | 2.84 | 32,148.50 | 32.15 | -13.87 | 0.41 | 160.58 | 0.83 | 57.45 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.04 | 10,628.41 | 10.63 | -6.70 | 0.38 | 88.31 | 0.92 | 61.47 | |
| 3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.78 | 30,122.13 | 30.12 | -10.67 | 0.67 | 73.85 | 1.47 | 66.84 | |
| 4 | Sharp Mean Reversion with Stops | 25.32 | 662,004.00 | 662.00 | -32.44 | 1.09 | 51.68 | 0.56 | 53.32 | |
| 5 | Low Exposure Mean Reversion | 7.64 | 104,894.39 | 104.89 | -15.18 | 0.81 | 47.39 | 0.55 | 61.42 | |
| 6 | IFR2 | 0.97 | 10,047.42 | 10.05 | -30.39 | 0.22 | 29.02 | 0.59 | 68.72 | |
| 7 | C# Bensdorp's Long Mean Reversion Selloff V2 | 0.45 | 4,354.40 | 4.35 | -18.70 | 0.12 | 28.30 | 0.25 | 87.91 | |
| 8 | Sharp Mean Reversion with nBar Exit | 18.10 | 346,651.88 | 346.65 | -38.59 | 0.74 | 27.25 | 0.62 | 65.79 | |
| 9 | RSI-2 TP, NBars, ATR, RSI2-Weighted | 14.36 | 274,474.57 | 274.47 | -12.95 | 1.20 | 27.13 | 0.46 | 72.51 | |
| 10 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 1.65 | 16,983.19 | 16.98 | -14.54 | 0.29 | 25.27 | 0.41 | 58.59 |
The latest Rankings were run on 12/12/2025, 1 day ago.