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 | Triple Time Frame Swing | 19.54 | 416,636.84 | 416.64 | -33.70 | 0.95 | 12.38 | 57.36 | 85.71 | |
| 2 | ROC6 Monthly Sector Rotation Strategy | 32.39 | 1,336,376.57 | 1,336.38 | -51.61 | 0.80 | 16.50 | 11.99 | 44.23 | |
| 3 | ROC6 Monthly Sector Rotation Strategy (Clone) | 32.39 | 1,336,376.57 | 1,336.38 | -51.61 | 0.80 | 16.50 | 11.99 | 44.23 | |
| 4 | Golden Cross | 10.73 | 155,300.29 | 155.30 | -29.91 | 0.63 | 7.45 | 10.90 | 48.85 | |
| 5 | C# Bensdorp's Long Trend High Momentum | 6.62 | 80,320.35 | 80.32 | -33.47 | 0.34 | 4.59 | 10.55 | 38.75 | |
| 6 | ROC3 Monthly Rotation | 31.53 | 1,346,721.81 | 1,346.72 | -43.03 | 0.80 | 18.41 | 5.81 | 54.07 | |
| 7 | C# Bensdorp's Catastrophe Hedge | 3.80 | 43,631.84 | 43.63 | -73.29 | 0.19 | 1.08 | 4.87 | 35.00 | |
| 8 | Trend Following Marcelo Sommer | 5.94 | 72,195.15 | 72.20 | -31.72 | 0.32 | 4.00 | 4.76 | 42.48 | |
| 9 | quantCTA | 30.79 | 1,333,189.41 | 1,333.19 | -33.08 | 0.92 | 23.42 | 4.12 | 22.56 | |
| 10 | RSI Strat | 10.73 | 169,779.53 | 169.78 | -44.54 | 0.52 | 6.67 | 2.29 | 98.31 |
The latest Rankings were run on 6/25/2025, 2 days ago.