I am seeing something weird with the magnitude score of my alpha model. It looks like it is working well through the first half of the backtest, then suddenly drops to zero for the rest of the test. I'm not sure what would cause it to stop working like that. Has anyone seen this before?
Rahul Chowdhury
Hey Riley,
Usually 0 magnitude scores imply that null magnitudes are being emitted for your insights.
Could you post a corresponding backtest which produces this? It would be very helpful in trying to decipher what is happening.
Best
RahulÂ
Riley Bolen
Here is a backtest
Riley Bolen
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