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 $100,000, with 1.1 Margin, and Position Size based on the Strategy's published value.
- No dividends and no commission are applied.
- 10 years of historical daily data is used in the backtests.
Top 10 Published Strategies by MaxDrawdownPct
| Strategy | Author | APR | Profit | Profit% | ▼MaxDD% | Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | Volatility Squeeze | 4.01 | 47,681.29 | 47.68 | -4.70 | 0.45 | 24.22 | 1.12 | 62.92 | |
| 2 | C# Bensdorp's Short Rsi Thrust V2 | 1.62 | 17,255.13 | 17.26 | -5.82 | -0.13 | 46.04 | 0.48 | 58.15 | |
| 3 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.61 | 16,964.71 | 16.96 | -6.34 | -0.17 | 123.01 | 1.28 | 63.41 | |
| 4 | AR Champion 2022 | 107.45 | 139,062,952.66 | 139,062.95 | -10.53 | 4.13 | 196.40 | 0.62 | 59.10 | |
| 5 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 3.21 | 35,420.51 | 35.42 | -10.94 | 0.24 | 83.78 | 1.64 | 66.67 | |
| 6 | Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100) | 1.67 | 17,206.67 | 17.21 | -11.22 | -0.07 | 26.05 | 0.42 | 58.82 | |
| 7 | Volatility Cruiser | 39.71 | 2,662,366.14 | 2,662.37 | -13.89 | 2.87 | 64.30 | 0.27 | 57.10 | |
| 8 | C# OneNight | 215.24 | 9,677,848,665.98 | 9,677,848.67 | -15.16 | 3.64 | 192.84 | 0.53 | 58.68 | |
| 9 | SuperBands With Linear Regression Analysis | 6.85 | 93,405.00 | 93.41 | -15.32 | 0.33 | 336.35 | 1.79 | 61.86 | |
| 10 | 1M$_strategy | 47.93 | 4,836,672.88 | 4,836.67 | -15.60 | 2.54 | 80.86 | 0.32 | 56.49 |
The latest Rankings were run on 6/25/2025, 2 days ago.