CustomFactor's compute called more than once

I have the following code in my algorithms. As you can see, whenever MY_FACTOR is called it will output the shape of the [values] array

class MY_FACTOR(CustomFactor):  
    def compute(self, today, asset_ids, out, values):  
        print(values.shape)  
        # ... omitted code that populates [out]  


###################################  
def initialize(context):  
    #... omitted code  
    # Create our pipeline and attach it to our algorithm.  
    my_pipe = make_pipeline(context)  
    attach_pipeline(my_pipe, 'my_pipeline')

###################################  
def make_pipeline(context):  
    """  
    Create our pipeline.  
    """

    recent_price = USEquityPricing.close.latest  
    recent_price_filter = ~recent_price.isnan()  
    mean_close = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=context.tradePriceWindowForSelection)  
    # This is another custom factor  
    ageInMonths =  AgeInMonths(inputs=[morningstar.share_class_reference.ipo_date], window_length=1)  
    monthFilter = (ageInMonths >= 36) & (ageInMonths <= 48)  

    my_factor = MY_FACTOR(inputs=[USEquityPricing.close], window_length=250, mask=recent_price_filter & monthFilter)  
    my_filter = my_factor.percentile_between(80,100)  

    mean_close_column_name = '10_day_mean_close'  
    return Pipeline(  
        columns={  
            mean_close_column_name: mean_close,  
            "age": ageInMonths,  
            "my_factor_value": my_factor  
        },  
        screen=recent_price_filter &  
        my_filter &  
        monthFilter  
    )  
###################################  
def monthly_rebalance(context, data):  
        result = pipeline_output('my_pipeline')


###################################  
def before_trading_start(context, data):  
    todaysDate = data.current_dt  
    todaysMonth = todaysDate.month  

    if (todaysMonth != context.previousMonth):  
        monthly_rebalance(context, data)

However, my algorithm's before_trading_starts call often times out and when I look at the logs, I see something like:

2014-10-01 05:45  PRINT (250, 242)  
2014-10-01 05:45  PRINT (250, 241)  
2014-10-01 05:45  PRINT (250, 242)  
2014-10-01 05:45  PRINT (250, 241)  
2014-10-01 05:45  PRINT (250, 239)  
2014-10-01 05:45  PRINT (250, 242)  
2014-10-01 05:45  PRINT (250, 240)  
2014-10-01 05:45  PRINT (250, 240)  
2014-10-01 05:45  PRINT (250, 240)  
2014-10-01 05:45  PRINT (250, 240)  
2014-10-01 05:45  PRINT (250, 241)  
2014-10-01 05:45  PRINT (250, 244)  
2014-10-01 05:45  PRINT (250, 243)  
2014-10-01 05:45  PRINT (250, 241)  
2014-10-01 05:45  PRINT (250, 243)  
2014-10-01 05:45  PRINT (250, 242)  
2014-10-01 05:45  PRINT (250, 242)  
2014-10-01 05:45  PRINT (250, 244)  
2014-10-01 05:45  PRINT (250, 243)

Why is my factor called more than once? and why so many times?