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 MaxDrawdownPct
| Strategy | Author | APR | Profit | Profit% | ▼MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Volatility Squeeze | 3.32 | 38,193.58 | 38.19 | -4.64 | 0.34 | 20.05 | 0.96 | 59.30 | |
| 2 | 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 | |
| 3 | 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 | |
| 4 | C# Bensdorp's Short Rsi Thrust V2 | 0.13 | 1,267.68 | 1.27 | -11.37 | -0.42 | 3.71 | 0.04 | 54.18 | |
| 5 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 0.99 | 9,924.95 | 9.92 | -14.53 | -0.15 | 14.64 | 0.27 | 56.94 | |
| 6 | Volatility Cruiser | 7.13 | 98,244.51 | 98.24 | -18.43 | 0.48 | 10.87 | 0.06 | 53.09 | |
| 7 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.11 | 10,902.46 | 10.90 | -18.69 | -0.20 | 63.45 | 0.47 | 88.51 | |
| 8 | RSI Pullback | 1.79 | 19,273.19 | 19.27 | -19.44 | 0.02 | 3.04 | 0.16 | 50.47 | |
| 9 | Intraday US equities | 5.10 | 64,441.06 | 64.44 | -20.71 | 0.30 | 6.29 | 0.04 | 51.65 | |
| 10 | C# OneNight w Moving Percentile and Ranking | 13.51 | 254,818.51 | 254.82 | -20.74 | 1.14 | 26.29 | 0.14 | 54.04 |
The latest Rankings were run on 4/25/2025, 4 days ago.