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 AvgProfitPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | ▼Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Triple Time Frame Swing | 14.18 | 239,169.74 | 239.17 | -48.47 | 0.68 | 6.87 | 82.27 | 91.30 | |
| 2 | ROC6 Monthly Sector Rotation Strategy | 34.18 | 1,535,143.40 | 1,535.14 | -51.63 | 0.83 | 17.38 | 12.51 | 43.14 | |
| 3 | C# Bensdorp's Long Trend High Momentum | 6.70 | 81,625.07 | 81.63 | -30.68 | 0.35 | 4.78 | 10.46 | 36.71 | |
| 4 | Golden Cross | 7.50 | 94,554.98 | 94.55 | -36.73 | 0.40 | 4.73 | 7.26 | 44.93 | |
| 5 | Trend Following Marcelo Sommer | 8.29 | 111,747.90 | 111.75 | -25.55 | 0.47 | 6.09 | 5.93 | 43.31 | |
| 6 | ROC3 Monthly Rotation | 29.44 | 1,138,430.97 | 1,138.43 | -43.67 | 0.76 | 17.01 | 5.58 | 54.07 | |
| 7 | C# Bensdorp's Long Trend Low Volatility | 5.25 | 60,223.00 | 60.22 | -26.99 | 0.28 | 4.11 | 2.84 | 20.40 | |
| 8 | Neo Master | 8.78 | 132,011.62 | 132.01 | -43.23 | 0.45 | 5.71 | 2.41 | 69.24 | |
| 9 | C# Bensdorp's Catastrophe Hedge | -0.08 | -746.44 | -0.75 | -70.39 | 0.05 | -0.14 | 1.95 | 25.00 | |
| 10 | Bobby | 14.67 | 252,659.31 | 252.66 | -29.45 | 0.75 | 10.84 | 1.85 | 51.95 |
The latest Rankings were run on 7/29/2025, 1 month.