I have three comments/questions on the use of leverage on the Z8 system:

1. When using no leverage in the Z8assets.csv file (setting it to 1 instead of 4) the algoritm returns an incorrect annual return value. Why is this? Can this be corrected. As soon as you set the leverage to something like 1.1 for instance, everything works properly. It seems like this is a bug.

2. Users should note that in the standard asset list which is included with the distribution there is no margin cost included. This margin cost is coupled to the interest rate and is at present 1.85% (I believe). For the sake of fairness it seems appropriate to include some margin cost as the actual performance will be reduced significantly by this cost.

3. It would be very helpful if the developers would allow to modify the lookback period for calculating the return. Is there anyway to interfere with this value as a user of the Z8 system.