Ah, that must be it. It would be nice if there were a way to see something like this, to more or less confirm that an algorithm was trading as intended.
https://i.imgur.com/TLeBp2s.png
(Just looking at an averaged equity plot can be perplexing.)
Here's a quick test, illustrating some of the behavior. The strategy emits an insight every day. Each day, the strategy says "APPL" and "SPY" are trending upward for at least the next week. Intuitively, I would think this would be 2 open tickets for the duration of the backtest. In the portfolio selection, SPY is weighted 3:1 against AAPL.
Yet, the Alpha Assets indicator seems to display 1:1 AAPL and SPY investments while the algorithm performs over 4,000 trades for just these 2 symbols.