I have a version that performs better, but uses Fetch_CSV to get PMI, so it's obviously ineligible for contest entry. And with that limitation in mind I ask, why doesn't Quantopian expose PMI data? It's free on Quandl, you would think the biggest leading indicator (besides the market itself) would be of great importance to any quantitative strategy... especially ones that must conform to turnover constraints. My understanding is that GDP, CPI and Unemployment claims (lagging indictors) are largely only relevant as confirmations of economic trend with regard to PMI. Please correct me if I am mistaken in my understanding, but I'm really hoping someone can address why Quantopian doesn't offer this otherwise easily obtainable data set. Also, any criticism on the attached tear-sheet would be greatly appreciated.