I've recently joined QuantConnect after using Quantopian for awhile, since I'm a C# programmer by trade. For my first algorithm I've done a simple Faber Sector Rotation just to get the hang of things.

I've noticed that the results from QuantConnect vs Quantopian are fairly different.  QuantConnect gives me a return of 70% while Quantopian is at 63%.

Both sites say equity prices are split and dividend adjusted, but I've looked at the trades from both and the prices for securities at a given time definitely don't match up.

Has anyone run into this as well? I'm wondering which site's prices are more accurate?  Any info or insights would be appreciated.

Here's a link to the Quantopian backtest: https://www.quantopian.com/posts/fabers-sector-rotation