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 WLScore
| Strategy | Author | APR | Profit | Profit% | MaxDD% | Sharpe Ratio | ▼WL Score | Avg Profit% | Win% | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | SuperBands With Linear Regression Analysis | 5.49 | 70,266.04 | 70.27 | -11.66 | 0.29 | 294.86 | 1.51 | 59.85 | |
| 2 | C# Bensdorp's Short Mean reversion High Six-Day Surge V2 | 1.22 | 12,611.17 | 12.61 | -6.69 | -0.33 | 97.02 | 1.03 | 62.07 | |
| 3 | AR Champion 2022 | 50.01 | 5,489,543.37 | 5,489.54 | -12.95 | 2.49 | 89.69 | 0.35 | 55.15 | |
| 4 | C# Bensdorp's Long Mean Reversion Selloff V2 | 1.43 | 14,322.74 | 14.32 | -16.90 | -0.16 | 80.13 | 0.60 | 89.20 | |
| 5 | C# Bensdorp's Long Mean Reversion High ADX Reversal V2 | 2.93 | 32,020.20 | 32.02 | -10.96 | 0.17 | 76.48 | 1.53 | 66.14 | |
| 6 | C# OneNight w Moving Percentile | 91.15 | 64,981,903.55 | 64,981.90 | -20.71 | 3.07 | 75.56 | 0.30 | 57.90 | |
| 7 | Sharp Mean Reversion with Stops | 27.13 | 767,124.77 | 767.12 | -26.45 | 0.99 | 61.39 | 0.59 | 54.00 | |
| 8 | Low Exposure Mean Reversion | 7.85 | 109,031.48 | 109.03 | -16.20 | 0.60 | 47.93 | 0.57 | 61.67 | |
| 9 | IFR2 | 1.44 | 15,231.42 | 15.23 | -25.93 | -0.14 | 45.91 | 0.77 | 70.98 | |
| 10 | C# OneNight | 61.85 | 12,224,136.93 | 12,224.14 | -34.66 | 1.92 | 43.54 | 0.24 | 54.82 |
The latest Rankings were run on 7/29/2025, 1 month.