Labs Ranking
Every strategy, ranked by what it actually returned.
Strategies are scored on realized returns, Sharpe ratio, maximum drawdown, and win rate over their full backtest period. Every run is timestamped and publicly auditable — no cherry-picking, no survivorship bias.
Strategy authors submit Python code that runs against historical market data through our Labs infrastructure. The pipeline handles data ingestion, signal generation, position sizing, and risk management automatically.
Current leaderboard spans multiple timeframes (1-day to monthly), asset classes (equities, crypto, ETFs), and risk profiles. New strategies are added weekly and re-ranked as market conditions evolve.
Want to compete? Submit your own strategy and see how it stacks up against the community.
The leaderboard reflects realized strategy runs — not marketing claims.
Click through to the full report for each strategy.
Backtest your own idea
Free monthly credits included.