Strategy Performance Leaderboard

Top backtested strategies ranked by Sharpe ratio (SPY, 2-year lookback).

#StrategyWin RateSharpePFMax DD
1 Absolute Momentum 39.0% 1.70 1.26 -39.5%
2 Bearish 38.8% -0.01 inf -7.6%
3 Bottom Picker 64.9% 1.43 1.26 -38.8%
4 Deep Trend Pullback 80.2% 14.24 inf -0.4%
5 Earnings Catalyst 42.1% 0.05 1.42 -16.0%
6 Ema Cross Fast 69.5% 9.36 6.34 -18.4%
7 Ema Crossover 33.7% 1.48 1.48 -23.2%
8 Gap And Go 42.4% 0.31 3.34 -16.4%
9 Golden Cross 65.7% 6.08 4.21 -11.5%
10 Holy Grail 44.3% 3.01 inf -4.7%
11 Ichimoku Cloud 71.5% 9.77 4.80 -12.5%
12 Inside Day 57.5% 2.56 1.58 -23.1%
13 Jeff Sun Momentum 51.2% 5.47 inf -13.9%
14 Keltner Momentum 39.5% 1.18 1.32 -27.7%
15 Macd Bb Combo 70.5% 8.03 5.10 -24.8%
16 Macd Trend 36.2% 0.09 1.42 -19.6%
17 Mean Reversion 63.6% 1.45 1.28 -20.9%
18 Momentum Macd 42.9% 1.69 3.83 -29.4%
19 Obv Trend 68.7% 10.75 4.75 -9.6%
20 Parabolic Short 22.6% -2.55 0.72 -27.1%
21 Power Earnings Gap 42.4% 1.46 2.30 -14.0%
22 Prime Pullback 36.7% 1.63 1.25 -33.8%
23 Qullamaggie Breakout 37.8% -0.15 1.29 -18.3%
24 Reversal 2b 52.2% 5.56 inf -6.8%
25 Reversal Support 52.2% 0.91 inf -18.3%
26 San Ku 60.8% 5.00 inf -5.9%
27 Sma Trend 30.5% 1.02 1.22 -32.8%
28 Strength List 42.7% 0.48 1.06 -39.3%
29 Supertrend 40.9% 2.73 1.61 -21.6%
30 Supertrend Pullback 82.8% 10.56 92.25 -5.8%
31 Triple Ema Crossover 37.1% 1.49 1.53 -22.6%
32 Ttm Squeeze 49.3% 3.01 inf -22.4%
33 Turtle Breakout 36.9% 0.80 1.19 -34.8%
34 Vcp Patterns 40.5% 0.47 inf -7.1%
35 Vix Pivot Daily 49.6% 0.68 1.11 -37.6%
36 Vix Pivot Weekly 48.1% 2.57 1.56 -32.7%
37 Vix Reversal 58.9% 2.60 1.61 -22.7%
38 Waterfall Decline 34.0% 2.03 1.41 -34.8%
39 Weinstein Stage2 43.4% 3.46 inf -23.6%

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Strategy names reference publicly known methodologies for educational purposes only. Six7 Alpha is not affiliated with or endorsed by any referenced traders or their organizations.
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