I'm so confused with this subtitle.

```
def simple_strategy(data):
close = data.sel(field='close')
open = data.sel(field='open')
is_liquid = data.sel(field='is_liquid')
rtrn = close / open
rtrn_d = rtrn.quantile(0.05, dim='asset')
rtrn_u = rtrn.quantile(0.95, dim='asset')
strategy_1 = xr.where(rtrn > rtrn_u,1,0)
strategy_2 = xr.where(rtrn < rtrn_d,-1,0)
weights = strategy_1 + strategy_2
weights = weights * is_liquid
weights = weights / abs(weights).sum('asset')
return weights
weights = simple_strategy(data)
qnout.write(weights)
weights = qnout.clean(weights, data, "stocks_nasdaq100")
qnout.check(weights, data, "stocks_nasdaq100")
```

If I changed the position like 1 to -1, -1 to 1, Sharp ratios does not invert.

Why?

Best regards,

]]>Thanks a lot ! ]]>