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 WinPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | ▼Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2MinuteSystem | 11.00 | 183,580.32 | 183.58 | -31.14 | 0.69 | 7.81 | 0.97 | 98.68 | |
| 2 | Crypto Money Machine | 10.07 | 160,515.46 | 160.52 | -36.69 | 0.55 | 6.83 | 1.06 | 98.60 | |
| 3 | C# Bensdorp's Long Mean Reversion Selloff V2 | 0.82 | 8,004.33 | 8.00 | -18.37 | -0.18 | 55.42 | 0.41 | 88.35 | |
| 4 | Gap Closer | 7.83 | 112,480.14 | 112.48 | -30.70 | 0.51 | 6.23 | 0.22 | 87.95 | |
| 5 | RSI2 Connors | 8.69 | 115,411.19 | 115.41 | -34.50 | 0.60 | 9.01 | 0.45 | 69.77 | |
| 6 | Traders-Mag-1 | 18.70 | 453,498.92 | 453.50 | -29.01 | 1.17 | 15.66 | 0.60 | 68.81 | |
| 7 | Neo Master | 4.52 | 55,562.85 | 55.56 | -43.53 | 0.25 | 2.93 | 1.45 | 68.13 | |
| 8 | XLP Mean Reversion w/ Twist | 15.33 | 316,389.49 | 316.39 | -56.95 | 0.70 | 8.40 | 0.35 | 67.44 | |
| 9 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.07 | 33,630.06 | 33.63 | -10.67 | 0.35 | 89.40 | 1.75 | 67.25 | |
| 10 | QQQ 5-DAY LOW w/ TLT Filter | 10.65 | 175,172.42 | 175.17 | -43.54 | 0.57 | 8.03 | 0.25 | 67.03 |
The latest Rankings were run on 4/23/2024, 1 day ago.