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 AvgProfitPct
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | WL Score | ▼Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ROC6 Monthly Sector Rotation Strategy (Clone) | 32.91 | 1,392,364.49 | 1,392.36 | -51.65 | 0.81 | 16.83 | 12.43 | 44.55 | |
| 2 | ROC6 Monthly Sector Rotation Strategy | 32.91 | 1,392,364.49 | 1,392.36 | -51.65 | 0.81 | 16.83 | 12.43 | 44.55 | |
| 3 | C# Bensdorp's Long Trend High Momentum | 4.89 | 55,192.80 | 55.19 | -31.93 | 0.24 | 3.46 | 9.67 | 37.50 | |
| 4 | ROC3 Monthly Rotation | 23.55 | 686,253.38 | 686.25 | -43.66 | 0.64 | 13.66 | 5.12 | 51.91 | |
| 5 | C# Bensdorp's Long Trend Low Volatility | 5.95 | 70,183.33 | 70.18 | -29.87 | 0.35 | 4.59 | 3.38 | 17.89 | |
| 6 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.30 | 36,548.97 | 36.55 | -10.67 | 0.28 | 88.36 | 1.72 | 67.38 | |
| 7 | T1ETF | 18.49 | 443,215.02 | 443.22 | -57.28 | 0.63 | 8.22 | 1.65 | 69.53 | |
| 8 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.61 | 16,964.90 | 16.96 | -6.69 | -0.16 | 127.84 | 1.32 | 63.87 | |
| 9 | Bobby | 9.98 | 139,969.06 | 139.97 | -34.64 | 0.49 | 6.93 | 1.28 | 50.00 | |
| 10 | quantCTA | -0.48 | -4,658.83 | -4.66 | -50.68 | 0.02 | -0.85 | 1.16 | 17.17 |
The latest Rankings were run on 4/25/2025, 4 days ago.