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 | 2.89 | 32,842.39 | 32.84 | -13.88 | 0.41 | 164.57 | 0.85 | 57.59 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.11 | 11,463.59 | 11.46 | -6.70 | 0.41 | 93.50 | 0.97 | 62.16 | |
| 3 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.99 | 32,697.68 | 32.70 | -10.67 | 0.72 | 77.52 | 1.53 | 66.67 | |
| 4 | Sharp Mean Reversion with Stops | 38.25 | 1,743,084.82 | 1,743.08 | -32.14 | 1.40 | 74.81 | 0.78 | 56.12 | |
| 5 | IFR2 | 1.56 | 16,617.50 | 16.62 | -25.26 | 0.45 | 52.16 | 0.82 | 70.62 | |
| 6 | Low Exposure Mean Reversion | 8.17 | 114,949.81 | 114.95 | -16.41 | 0.85 | 49.89 | 0.59 | 61.51 | |
| 7 | C# Bensdorp's Long Mean Reversion Selloff V2 | 0.53 | 5,133.43 | 5.13 | -18.66 | 0.14 | 33.08 | 0.28 | 88.02 | |
| 8 | C# MoonPhaser | 17.98 | 422,017.01 | 422.02 | -23.48 | 1.03 | 28.81 | 1.49 | 63.41 | |
| 9 | RSI-2 TP, NBars, ATR, RSI2-Weighted | 14.06 | 264,800.76 | 264.80 | -12.97 | 1.18 | 26.55 | 0.46 | 72.53 | |
| 10 | Sharp Mean Reversion with nBar Exit | 17.31 | 320,459.46 | 320.46 | -40.10 | 0.75 | 25.71 | 0.59 | 65.45 |
The latest Rankings were run on 11/29/2025, 2 days ago.