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 SharpeRatio
| Strategy | Author | APR | Profit | Profit% | MaxDD% | ▼Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C# OneNight w Moving Percentile and Ranking | 13.51 | 254,818.51 | 254.82 | -20.74 | 1.14 | 26.29 | 0.14 | 54.04 | |
| 2 | DeepDrop | 17.90 | 418,273.84 | 418.27 | -40.88 | 0.86 | 10.81 | 0.15 | 59.85 | |
| 3 | QQQ 5-DAY LOW w/ TLT Filter | 17.65 | 407,595.11 | 407.60 | -48.36 | 0.86 | 11.98 | 0.38 | 66.42 | |
| 4 | 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 | |
| 5 | ROC6 Monthly Sector Rotation Strategy | 32.91 | 1,392,364.49 | 1,392.36 | -51.65 | 0.81 | 16.83 | 12.43 | 44.55 | |
| 6 | Rotator | 20.33 | 526,525.07 | 526.53 | -51.81 | 0.76 | 10.06 | 0.75 | 59.89 | |
| 7 | 2MinuteSystem | 11.57 | 198,552.92 | 198.55 | -31.38 | 0.70 | 8.32 | 1.05 | 98.93 | |
| 8 | Rotator Gabriel | 14.64 | 271,371.69 | 271.37 | -29.42 | 0.70 | 10.70 | 0.72 | 61.16 | |
| 9 | Crypto Money Machine | 12.78 | 231,836.95 | 231.84 | -41.65 | 0.66 | 8.47 | 1.13 | 98.95 | |
| 10 | RSI2 Connors | 9.66 | 133,751.89 | 133.75 | -31.92 | 0.65 | 10.20 | 0.48 | 69.35 |
The latest Rankings were run on 4/25/2025, 4 days ago.