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Mean reversion Strategy (again) + track order

Hello every one, this is my second post on Quantopian and at this effect, i modified few things on my previous algo of mean reversion.

Algorithm Logic :
I try to identify trends signals, with my_assign_weights; for each securities I attribute a weight.
Then, I buy (or sell) according to the strenght of that signal (weight). After it I take a look at our open positions to see if we were wrong or not by ordering securities in my_rebalance. If we were, we cut off the current position.

What do you think about the backtest ? I think this algorithm could work when the volatility is weak because market allows us to cut off enough quickly our wrong predictions it goes too bad.

Please, tell me your remark, it will help me for my future algo !

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 59364df89f05c6522d24de4e
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