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 $100,000, with 1.1 Margin, and Position Size based on the Strategy's published value.
- No dividends and no commission are applied.
- 10 years of historical daily data is used in the backtests.
- Limit Order Strategies are backtested using 10-minute Granular Processing.
Top 10 Published Strategies by SharpeRatio
| Strategy | Author | APR | Profit | Profit% | MaxDD% | ▼Sharpe Ratio | WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | C# OneNight w Moving Percentile | 91.15 | 64,981,903.55 | 64,981.90 | -20.71 | 3.07 | 75.56 | 0.30 | 57.90 | |
| 2 | AR Champion 2022 | 50.01 | 5,489,543.37 | 5,489.54 | -12.95 | 2.49 | 89.69 | 0.35 | 55.15 | |
| 3 | C# OneNight | 61.85 | 12,224,136.93 | 12,224.14 | -34.66 | 1.92 | 43.54 | 0.24 | 54.82 | |
| 4 | Volatility Cruiser | 24.59 | 786,954.57 | 786.95 | -13.53 | 1.86 | 39.94 | 0.18 | 55.05 | |
| 5 | C# OneNight w Moving Percentile and Ranking | 21.76 | 615,952.62 | 615.95 | -23.97 | 1.64 | 39.34 | 0.20 | 54.83 | |
| 6 | 1M$_strategy | 23.78 | 737,132.86 | 737.13 | -18.86 | 1.40 | 38.32 | 0.18 | 54.21 | |
| 7 | Sharp Mean Reversion with Stops | 27.13 | 767,124.77 | 767.12 | -26.45 | 0.99 | 61.39 | 0.59 | 54.00 | |
| 8 | Gap Closer | 14.09 | 273,480.22 | 273.48 | -32.88 | 0.87 | 10.77 | 0.35 | 88.69 | |
| 9 | Crypto Money Machine | 15.24 | 311,725.79 | 311.73 | -28.33 | 0.84 | 11.97 | 1.14 | 99.08 | |
| 10 | ROC6 Monthly Sector Rotation Strategy | 34.18 | 1,535,143.40 | 1,535.14 | -51.63 | 0.83 | 17.38 | 12.51 | 43.14 |
The latest Rankings were run on 7/29/2025, 1 month.