Strategy passes correlation check in backtester but fails correlation filter after submission
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Hi @support,
When I run my strategy withqnt.backtester.backtestsettingcheck_correlation=Trueit passes the correlation test.
When I submitted it to the contest it got rejected and in the candidates tab it has a message about high correlation:
Looking at the short description in the strategy history it passes all tests on every trading day except for the last one (2025-06-24):
I don't quite understand why it passes the correlation check in the backtester but fails it after submission on the last day.
Which correlation test is wrong, the one from the backtester or the one running after submission?
If it helps, the strategy in question is a q 19 submission by another user and when I look at it there are only 87 data points.
My strategy is 18633730 and the one it has or has not a high correlation with is 11938152. -
@antinomy Hi,
sorry for late notice, we are checking what is the reason of such behavior, we will let you know soon.
Best regards,
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Dear @antinomy,
This issue has been resolved, and your strategy is now eligible to participate in the future contest. Thank you for bringing this up.
Best regards
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Hi @support ,
unfortunately the strategy is still not eligible for the contest, now it says "Competitions for the specified type are not running" and it's not selected to run in the contest.
Just out of curiousity I cloned the strategy and submitted the clone, the result is the same as the original issue:
(the cloned stragegy can be deleted, I will eventually do so before the deadline)Can you share any insights as to why this happens at all?
Thanks. -
Dear @antinomy,
We didn't want to completely reprocess your strategy, but since it was filtered out before we had to manually return it to eligible candidates list.
Regarding your second question, we have updated our correlation service, and you could try submitting again and see if it will be filtered out.
Best regards
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@support All is looking good now, thanks!
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Hi @support ,
sorry to bother you again but I have a new issue with my submissions.
On 2025-07-14 I submitted 3 strategies and they have been stuck at 99 % for 3 days now.
Yesterday I submitted another one and it's also stuck at 99 %
Could you please have a look?
One odd thing: meanwhile the ones from 2025-07-14 have processed the trading day for 2025-07-15 - I hope they don't wait for new data every day
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