Yesterday's market action (8/24/2015) should be a wake-up call for the Quantopian community. Instead of burying mistakes (injecting capital and resetting performance) and hiding behind the convenient and self-serving excuse of unusual market activity, you could revisit your assumptions to learn how to improve.
For example, how does Quantopian select algorithms? Essentially the algorithm selection mechanism is maximizing the Sharpe ratio. Before I registered with Quantopian a few weeks ago I did some research. I saw that Tucker Balch was a keynote speaker at one of Q's confabs. I took Balch's Computational Investing offered by Georgia Tech through Coursera when it first was offered several years ago. At least I did until the homework assignment where a portfolio was built by maximizing Sharpe ratios; I dropped the course at that point.
When you heavily weight portfolio construction by maximizing Sharpe ratios, you short volatility. It is a classic mistake of the novice quant. Combined with automatic stop-loss and you get scalped as evidenced yesterday. The HFT hedge funds love automatic stop-loss quants who short volatility. Quantopian's minor amount of money was not targeted, but if Q expects to build a multi-billion dollar hedge fund based on shorting volatility and naive risk management, you will get swept up the next time markets "misbehave".
Quantopian has some interesting analytics, but the data infrastructure, investment selection assumptions, risk management and portfolio construction tools are very poor. Please, don't take this criticism personally it is meant to help you grow. I notice that the Quantopian staff is heavily weighted towards software engineers. Perhaps you might consider adding people with algorithmic trading experience.