Hello all,

I have a strategy that only trades SVXY. The algorithm strictly uses hour bars, but because it's only using hour bars, it cannot make scheduled event on the minutes of an hour. So, I made a version that got the minute data of SPY so that I can make schedules on the minute. I found that the new algorithm beat the previous one by 63,000%. Am I creating a leveraged bias or something when I mix minute and hour bars? Both versions of the strategy have the same amount of leverage, amount of trades, similar drawdowns, and similar win to loss ratio. Both trade with hour indicators and the stock that is being traded is also on hour data. 

Here is the first version which only uses hour bars: