Is anyone else suspicious about the results?

Claiming a 4000% return while staying market neutral seems a little too good to be true.

First: those levels are insanely high, so the algo must be taking some absurd risks and have the worst sharpe ratio, or getting pretty close to being 100% accurate.

Second: if you can scale this across markets, and assuming the same return, that investment will turn into 12 billions in 4 years. I doubt that you'd write a blog post about it if you had found such a gold mine.