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Impossible!!! - Quantopian, can you confirm if the calcs here are correct?

Total Returns
167423.1%

Benchmark Returns
78.3%

Alpha
347.63

Beta
1.23

Sharpe
24.00

Sortino
32.99

Information Ratio
23.99

Volatility
14.49

Max Drawdown
1065.4%

4 responses

Check your leverage.

Spencer,
There's no leverage in question here.... if you look at the source code its just the simple "Getting Started" example from Quantopian.
All I did was replaced AAPL with a recent dog I know of - ABMD!!

Added code to track leverage at one point was using 400x leverage plus it goes under over -3000% broker would cut you off long before it got to that point.

By comparison, the sample algorithm, only adding some custom charting, otherwise unchanged.