Compare the two versions of the code.

def regime_trade(series):
    return ""


def strategy(data):
    result = regime_trade(data)
    return result


backtest(strategy=strategy)

in the first case, the available data for a specific date are used.

def regime_trade(series):
    return ""


result = regime_trade(data)

def strategy(data):
    return result


backtest(strategy=strategy)

in the second case, all data is used.

I see that you have a very large Sharpe ratio, I think that you are using something similar to the second option.

Hello

I see that you are using precheck, this is the fastest way to check the strategy
https://github.com/quantiacs/toolbox/blob/main/qnt/precheck.ipynb

if the strategy statistics are different, your algorithm looks into the future.

does your algorithm calculate the weights to trade every day?

or do you calculate all the weights using all the data in one pass and then use them for a specific date? like cache