Choong Hwee has informed me that for the fundamentals backtest, some of the companies that were selected based on lowest PE ratio include stocks like Tesla.
Upon further investigation it was because the earnings from Tesla was negative, causing the PE ratio to be negative and included as a value stock.
I have updated the backtester to exclude stocks with negative PE ratio from this signal.
Choong Hwee can you please re run your backtest? I've sent you an email about this but seems you haven't seen it.