I would like to congratulate myself on writing the algorithm whose live-trading Sharpe ratio was ranked #1 in the July contest:
Annualized returns of 90.68% (ranked #24), beta 0.4105 (#281), Calmar ratio 32.36 (#9). Thus I'm the Sharpest guy on the July contest trading floor. Either I'm a genius, or the market was bad when the algo was started (Greece), or the assets did exceptionally well (earnings), or I'm a genius, or all of the above.
The algo missed the low-beta badge, even though I hoped for just less than 0.30; I suppose it was due to the sharp post-earnings surge. It missed the "hedged" badge, because this requirement was announced too late for me to incorporate it in my code. There are 10 algorithms with higher scores and all three badges and 9 without; so if badges were disregarded and ranking was based on scores only, it would be ranked #20 out of 683. Not bad.