< Back

Discover the Algohubb Rating: How We Evaluate Strategies

CREATED BY

March 24, 2025

MICHAŁ ZAREMBA

How the Algohubb Rating is calculated?

Algohubb Rating is a measure designed to evaluate individual strategies objectively.

For each strategy, we assess the following criteria:

Average monthly profit (MM$)
Return/Drawdown ratio (MM%)
Maximum percentage Open Drawdown (MM%)
Winrate
Exposure
Robustness - evaluation based on the number of transactions appropriate for the strategy type and the strategy's resilience to changing conditions.

Each criterion is assigned a weight in our overall evaluation. The sum of weighted results contributes to the Algohubb Rating.

Please note that as backtests are updated based on the latest data, the rating of a particular strategy may change over time.

To maintain objectivity in the evaluation, we also reserve the right to develop the definition of the rating by changing the weights of individual criteria and adding or replacing current criteria.

We have developed the Algohubb Rating to support you in choosing a strategy. However, many other measures can be used for this purpose. These include, among others: Ret/DD Ratio, Profit Factor, Sharpe Ratio, SQN Score, etc. The selected measures are available in the SQX, Algocloud strategy results. An easy-to-understand measure is the Ret/DD Ratio, which accurately measures the risk vs. return.

BEST STRATEGIES

average rating is 4.7 out of 5

NQ Snap Strategy

High win-rate, low exposure, free capital — NQ Snap plays smart and pulls ahead of the benchmark.

average rating is 4.7 out of 5

Victa Strategy

Victa Strategy is a focused equity approach that leverages price and volume price action to capitalize on significant corrections while minimizing drawdowns. This strategy supports stable, long-term portfolio growth.

average rating is 4.7 out of 5

Volta Strategy

The Volta strategy uses a volume-based indicator as its foundation, which distinguishes the strategy profile from most typical reversal strategies. It is a mean reversion strategy that waits for a quick pullback in an uptrend.

average rating is 4.6 out of 5

Triple B Strategy

The Triple B strategy combines three indicators that support each other. The basis of the strategy is the %B indicator based on Bollinger Bands.

average rating is 4.6 out of 5

Stock Monthly Mover Strategy

The strategy is based on a monthly pattern that has been occurring in stocks for several decades. A great advantage of it is the low capital commitment (on average around 13% of real exposure), which allows for simultaneous use of capital in other strategies.

average rating is 4.6 out of 5

Bollinger Bounce Strategy

The strategy effectively identifies overreactions and the subsequent snapbacks, outperforming a buy-and-hold in the long term while maintaining an average exposure of only 8%.

average rating is 4.5 out of 5

R2 Turbo Strategy

The R2 Turbo strategy is inspired by Larry Connors' experiences. It uses the Relative Strength Index (RSI) indicator in a unique way, along with filters to boost its effectiveness. This trend reversal strategy waits for a specific pullback during an uptrend.

average rating is 4.5 out of 5

Week Explorer Strategy

For last 40 years, the best day of the week on the US stock market has been Tuesday. The next day with the highest return is Wednesday. We present a strategy that skillfully exploits this market behavior by opening positions only on Mondays and cashing in profits in almost 70% of cases over the following days.

average rating is 4.4 out of 5

IBS Master Strategy

IBS Master draws inspiration from the experiences of Linda Raschke described in the book Street Smarts: High Probability Short-Term Trading.

average rating is 4.4 out of 5

RSI Range Rider Strategy

If J. Welles Wilder knew that the indicator he described in 1978 was still performing so well, he would be very proud. It is a matter of matching a powerful indicator to the nature of the instrument, that is US stocks.

average rating is 4.3 out of 5

●

KO Christmas Rally Strategy

The seasonal holiday pattern on Coca-Cola is one fantastic example of how seasons affect stocks. The pattern has a logical justification, which is the association of the brand with holidays built over decades. This consequently influenced consumer and investor behavior before this period.

average rating is 4.3 out of 5

BBIQ Strategy

The BB IQ strategy utilizes the Momentum effect by purchasing stocks that are in the Exponential Move phase and those that are among the strongest in the index.