Its technical leverage never exceeds 1.00.
Risk is 157% of initial capital though since the shorting goes that high.
2017-02-06 13:00 _pvr_:166 INFO PvR 0.0094 %/day cagr 0.0 Portfolio value 1559106
2017-02-06 13:00 _pvr_:167 INFO Profited 559106 on 1571383 activated/transacted for PvR of 35.6%
2017-02-06 13:00 _pvr_:168 INFO QRet 55.91 PvR 35.58 CshLw 970857 MxLv 1.00 RskHi 1571383
Note that the existence of handle_data (merely contains 'return') would mean that Python must check to see whether there is any work to do there, 390 times (minutes) per day. The algo runs fast, only 1.5 minutes, however it would be faster with that commented out, 1.2 minutes, a gain of only 18 seconds yet 20%.
Anyway, thanks for sharing that last 15 minute SPY info, glad I know.