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 | 2.85 | 32,285.03 | 32.29 | -14.40 | 0.40 | 159.61 | 0.81 | 57.76 | |
| 2 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.74 | 29,589.65 | 29.59 | -10.66 | 0.62 | 70.32 | 1.43 | 66.32 | |
| 3 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 0.73 | 7,379.60 | 7.38 | -6.69 | 0.27 | 62.99 | 0.67 | 58.10 | |
| 4 | Sharp Mean Reversion with Stops | 30.12 | 968,041.85 | 968.04 | -39.53 | 1.15 | 52.52 | 0.64 | 54.52 | |
| 5 | Low Exposure Mean Reversion | 7.31 | 98,877.13 | 98.88 | -15.81 | 0.78 | 44.74 | 0.54 | 60.75 | |
| 6 | IFR2 | 1.35 | 14,267.68 | 14.27 | -27.35 | 0.32 | 42.74 | 0.73 | 69.59 | |
| 7 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 2.04 | 21,359.35 | 21.36 | -14.53 | 0.35 | 30.60 | 0.49 | 59.80 | |
| 8 | RSI-2 TP, NBars, ATR, RSI2-Weighted | 14.76 | 287,571.25 | 287.57 | -12.97 | 1.21 | 27.34 | 0.47 | 72.41 | |
| 9 | RSI2+ROCS | 7.18 | 86,672.59 | 86.67 | -25.90 | 0.58 | 23.20 | 0.36 | 70.45 | |
| 10 | RSI2+ROC+weight | 6.17 | 71,358.50 | 71.36 | -28.11 | 0.51 | 19.41 | 0.31 | 70.32 |
The latest Rankings were run on 10/3/2026, 11 days ago.