The consistency calculation is too technical for me to commit the time to understanding it. At the same time, inconsistency seems to be hurting my rank a whole lot.
https://www.quantopian.com/leaderboard/5536abc64034b5f660000012?month=6&year=2015
If my paper trading results and backtest results were very different, I would not be surprised or upset. However, my results seem pretty damn consistent to me!
Can someone explain, at a medium level of technicality, why my consistency score is so low?
Thanks in advance!